The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach-Reference-Cited by-同舟云学术

The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach

Published:2022-06 Issue: Volume:76 Page:102600
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Yang Cai,Niu Zibo,Gao Wang

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference48 articles.

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4. Forecasting volatility and co-volatility of crude oil and gold futures: effects of leverage, jumps, spillovers, and geopolitical risks;Asai;Int. J. Forecast.,2020

5. Dynamic connectedness between uncertainty and energy markets: do investor sentiments matter?;Assaf;Resour. Pol.,2021

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