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Uncertainty and oil volatility: New evidence. (2019). Diao, Xiaohua ; Cao, Xiang ; Zeng, Qing ; Mei, Dexiang.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:525:y:2019:i:c:p:155-163.

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  1. The tail risk of crude oil Price_Based on EPU and geopolitical risk perspective. (2024). Zhu, Zixiang ; Lyu, Yiqing ; Jia, Wenbo.
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  2. US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris.
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  3. Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains. (2023). Cao, Yan ; Liu, Wei ; Cheng, Sheng ; Jiang, Qisheng.
    In: Computational Economics.
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  4. Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Chen, Zhonglu ; Zhang, LI ; Weng, Chen.
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  5. Impacts of geopolitical risk and economic policy uncertainty on metal futures price volatility: Evidence from China. (2023). Chen, Xueli ; Xu, Ruoyu ; Song, Malin ; Jia, Lijun ; Wu, Jian.
    In: Resources Policy.
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  6. Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh.
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  7. Predicting volatility in natural gas under a cloud of uncertainties. (2023). Xiao, Zuoping ; Chen, Juan ; Bai, Jiancheng ; Guo, Hongling.
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  8. Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Wei, YU ; Liu, Yuntong ; Shi, Chunpei.
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  9. The impact of macro economy on the oil price volatility from the perspective of mixing frequency. (2022). Gong, XU ; Wang, Mingchao ; Shao, Liuguo.
    In: International Journal of Finance & Economics.
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  10. Which uncertainty is powerful to forecast crude oil market volatility? New evidence. (2022). Chen, Xiaodan ; Li, Xiafei ; Ma, Feng ; Liang, Chao ; Wei, YU.
    In: International Journal of Finance & Economics.
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  11. Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach. (2022). Su, Zhi ; Fang, Tong ; Liu, Peng.
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  12. U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?. (2022). Xie, Yutang ; Mei, Dexiang.
    In: Finance Research Letters.
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  13. The information content of uncertainty indices for natural gas futures volatility forecasting. (2021). Zeng, Qing ; Wang, LU ; Ma, Feng ; Liang, Chao.
    In: Journal of Forecasting.
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  14. Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai.
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  15. Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli ; Scarcioffolo, Alexandre R.
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  16. (A)symmetric time-varying effects of uncertainty fluctuations on oil price volatility: A nonlinear ARDL investigation. (2021). Kisswani, Khalid.
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  17. How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach. (2021). Cheng, Sheng ; Jiang, Qisheng.
    In: Resources Policy.
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  18. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
    In: International Economics.
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  19. Uncertainty Due to Infectious Diseases and Energy Market Volatility. (2021). Salisu, Afees ; Adediran, Idris.
    In: Energy RESEARCH LETTERS.
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  20. How Does Uncertainty in Economic Policy React to Oil Price Shocks in Australia?. (2020). Gregory, Paul R ; Kuang, Kuangli.
    In: Journal of Accounting, Business and Finance Research.
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  21. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
    In: Sustainability.
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  22. Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui.
    In: Journal of Systems Science and Information.
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  23. Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Liu, Yuntong ; Zhang, Xuhui ; Wang, Qian ; Bai, Lan.
    In: Physica A: Statistical Mechanics and its Applications.
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    RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

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  42. The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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  43. Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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  44. What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers. (2018). Lim, Guay ; Castelnuovo, Efrem.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7366.

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  45. International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Poon, Aubrey ; Cross, Jamie ; Hou, Chenghan.
    In: Working Papers.
    RePEc:bny:wpaper:0070.

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  46. Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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  47. Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent.
    In: Rue de la Banque.
    RePEc:bfr:rueban:2018:61.

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  48. The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty. (2018). GUPTA, RANGAN ; Clance, Matthew ; Aye, G C.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
    RePEc:ags:iaae18:277037.

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  49. The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty. (2017). GUPTA, RANGAN ; Clance, Matthew ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201782.

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  50. Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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