Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles
Author:
Affiliation:
1. Department of Economics and Finance University of Derby Derby UK
2. Department of Economics King Abdulaziz University Jeddah Saudi Arabia
3. Department of Economics Quaid‐I‐Azam University Islamabad Pakistan
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/ecno.12179
Reference34 articles.
1. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
2. Uncertainty and crude oil returns
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4. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach
5. Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
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