Geopolitical risk, economic policy uncertainty and global oil price volatility —an empirical study based on quantile causality nonparametric test and wavelet coherence

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...

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Bibliographic Details
Main Authors:	Yijun Wang, Meiyun Wei, Usman Bashir, Chao Zhou
Format:	Article
Language:	English
Published:	Elsevier 2022-05-01
Series:	Energy Strategy Reviews
Subjects:	Geopolitical risk Economic policy uncertainty Oil markets Quantile causality test Wavelet coherence
Online Access:	http://www.sciencedirect.com/science/article/pii/S2211467X22000499

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