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Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?

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  1. Fasanya, Ismail & Makanda, Samantha, 2024. "Disentangled oil shocks and macroeconomic policy uncertainty in South Africa," Resources Policy, Elsevier, vol. 95(C).
  2. Youssef, Manel & Mokni, Khaled, 2021. "Oil-gold nexus: Evidence from regime switching-quantile regression approach," Resources Policy, Elsevier, vol. 73(C).
  3. Ma, Binfeng & Wang, Xiaofang, 2024. "Unveiling asymmetric dynamics: Exploring the impact of oil price on economic growth and current account deficit: Evidence from G-7 countries," Resources Policy, Elsevier, vol. 89(C).
  4. Chen, Xiuwen & Yao, Yinhong & Wang, Lin & Huang, Shenwei, 2024. "How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  5. Ding, Qian & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility," Energy Economics, Elsevier, vol. 102(C).
  6. Youtao Xiang & Sumuya Borjigin, 2024. "High–low volatility spillover network between economic policy uncertainty and commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1295-1319, August.
  7. Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Energy Economics, Elsevier, vol. 120(C).
  8. Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024. "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  9. Abricha, Amal & Ben Amar, Amine & Bellalah, Makram, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 229-246.
  10. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Liu, Zhenhua, 2022. "Quantile connectedness between energy, metal, and carbon markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
  11. Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021. "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, vol. 74(C).
  12. Dogan, Eyup & Majeed, Muhammad Tariq & Luni, Tania, 2021. "Analyzing the impacts of geopolitical risk and economic uncertainty on natural resources rents," Resources Policy, Elsevier, vol. 72(C).
  13. Wang, Xiaoxuan & Gao, Xiangyun & Wu, Tao & Sun, Xiaotian, 2022. "Dynamic multiscale analysis of causality among mining stock prices," Resources Policy, Elsevier, vol. 77(C).
  14. Emon Kalyan Chowdhury & Mohammad Nayeem Abdullah, 2024. "Gauging Demand for Cryptocurrency over the Economic Policy Uncertainty and Stock Market Volatility," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 37-55, July.
  15. Naeem, Muhammad Abubakr & Pham, Linh & Senthilkumar, Arunachalam & Karim, Sitara, 2022. "Oil shocks and BRIC markets: Evidence from extreme quantile approach," Energy Economics, Elsevier, vol. 108(C).
  16. Liu, Zhenhua & Shi, Xunpeng & Zhai, Pengxiang & Wu, Shan & Ding, Zhihua & Zhou, Yuqin, 2021. "Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach," Resources Policy, Elsevier, vol. 74(C).
  17. Chen, Yufeng & Xu, Jing & Hu, May, 2022. "Asymmetric volatility spillovers and dynamic correlations between crude oil price, exchange rate and gold price in BRICS," Resources Policy, Elsevier, vol. 78(C).
  18. Cheng, WeiJin & Ming, Kai & Ullah, Mirzat, 2024. "Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods," Energy, Elsevier, vol. 300(C).
  19. Johnson A. Oliyide & Oluwasegun B. Adekoya & Muhammad A. Khan, 2021. "Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension," International Economics, CEPII research center, issue 167, pages 136-150.
  20. Wang, Yu-Min & Lin, Che-Chun & Tsai, I-Chun, 2023. "State transformation of information spillover in asset markets and effective dynamic hedging strategies," International Review of Financial Analysis, Elsevier, vol. 89(C).
  21. Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023. "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 617-634.
  22. Jiang, Qisheng & Cheng, Sheng, 2021. "How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach," Resources Policy, Elsevier, vol. 72(C).
  23. Lu, Man & Chang, Bisharat Hussain & Salman, Asma & Razzaq, Muthanna G. Abdul & Uddin, Mohammed Ahmar, 2023. "Time varying connectedness between foreign exchange markets and crude oil futures prices," Resources Policy, Elsevier, vol. 86(PB).
  24. Cao, Yan & Cheng, Sheng & Li, Xinran, 2023. "How economic policy uncertainty affects asymmetric spillovers in food and oil prices: Evidence from wavelet analysis," Resources Policy, Elsevier, vol. 86(PB).
  25. Shahzad, Farrukh & Bouri, Elie & Mokni, Khaled & Ajmi, Ahdi Noomen, 2021. "Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility," Resources Policy, Elsevier, vol. 74(C).
  26. Guliyev, Hasraddin & Mustafayev, Eldayag, 2022. "Predicting the changes in the WTI crude oil price dynamics using machine learning models," Resources Policy, Elsevier, vol. 77(C).
  27. Ren, Yinghua & Tan, Anqi & Zhu, Huiming & Zhao, Wanru, 2022. "Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?," International Review of Financial Analysis, Elsevier, vol. 81(C).
  28. Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024. "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, vol. 134(C).
  29. Rabeh Khalfaoui & Sakiru Adebola Solarin & Adel Al-Qadasi & Sami Ben Jabeur, 2022. "Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries," Annals of Operations Research, Springer, vol. 313(1), pages 105-143, June.
  30. Zhang, Zitao & Qin, Yun, 2022. "Study on the nonlinear interactions among the international oil price, the RMB exchange rate and China's gold price," Resources Policy, Elsevier, vol. 77(C).
  31. à ureo Manuel & Rui Dias & Rosa Galvão & Miguel Varela, 2024. "Analysing Financial Market Integration between Stock and Precious Metals Indices," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 222-238, July.
  32. Lin, Ling & Jiang, Yong & Zhou, Zhongbao, 2024. "Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment," Applied Energy, Elsevier, vol. 368(C).
  33. Lu, Xunfa & He, Pengchao & Zhang, Zhengjun & Apergis, Nicholas & Roubaud, David, 2024. "Extreme co-movements between decomposed oil price shocks and sustainable investments," Energy Economics, Elsevier, vol. 134(C).
  34. Shahzad, Umer & Mohammed, Kamel Si & Tiwari, Sunil & Nakonieczny, Joanna & Nesterowicz, Renata, 2023. "Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective," Resources Policy, Elsevier, vol. 80(C).
  35. Boqiang Lin & Tianxu Lan, 2024. "The time‐varying volatility spillover effects between China's coal and metal market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 699-719, May.
  36. Cheng, Sheng & Han, Lingyu & Cao, Yan & Jiang, Qisheng & Liang, Ruibin, 2022. "Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching," Resources Policy, Elsevier, vol. 78(C).
  37. Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023. "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  38. Reboredo, Juan C. & Ugolini, Andrea, 2024. "The impact of uncertainty shocks on energy transition metal prices," Resources Policy, Elsevier, vol. 95(C).
  39. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Liu, Zhenhua, 2022. "Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis," Energy Economics, Elsevier, vol. 107(C).
  40. Du, He & Zhang, Chunguang, 2024. "Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China," Resources Policy, Elsevier, vol. 88(C).
  41. Su, Chi-Wei & Pang, Lidong & Umar, Muhammad & Lobonţ, Oana-Ramona & Moldovan, Nicoleta-Claudia, 2022. "Does gold's hedging uncertainty aura fade away?," Resources Policy, Elsevier, vol. 77(C).
  42. Su, Chi-Wei & Pang, Li-Dong & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad, 2023. "The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises," Energy, Elsevier, vol. 274(C).
  43. Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang, 2023. "How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  44. Rasool Dehghanzadeh Shahabad & Mehmet Balcilar, 2022. "Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach," Mathematics, MDPI, vol. 10(10), pages 1-21, May.
  45. Chang, Lei & Mohsin, Muhammad & Gao, Zhennan & Taghizadeh-Hesary, Farhad, 2023. "Asymmetric impact of oil price on current account balance: Evidence from oil importing countries," Energy Economics, Elsevier, vol. 123(C).
  46. Raza, Syed Ali & Khan, Komal Akram, 2024. "Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19," Resources Policy, Elsevier, vol. 88(C).
  47. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
  48. Mokni, Khaled & Ajmi, Ahdi Noomen & Bouri, Elie & Vo, Xuan Vinh, 2020. "Economic policy uncertainty and the Bitcoin-US stock nexus," Journal of Multinational Financial Management, Elsevier, vol. 57.
  49. Qian Wang & Yu Wei & Yifeng Zhang & Yuntong Liu, 2023. "Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic," Evaluation Review, , vol. 47(3), pages 391-432, June.
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