Geopolitical risk, economic policy uncertainty and global oil price volatility —an empirical study based on quantile causality nonparametric test and wavelet coherence
This paper uses bivariate quantile causality nonparametric test and wavelet coherence to analyze the impacts of geopolitical risks and global economic policy uncertainty on global oil market price fluctuations. Quantitative results show that the international geopolitical risk and uncertainty in glo...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2022-05-01
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Series: | Energy Strategy Reviews |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2211467X22000499 |