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Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?
16 references·16 citing·39 second hopsampled
Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter? (2021)Dynamic linkages between economic policy …How does technological innovation mitigate CO2 emissions in OECD countries? Heterogeneous analysis using panel quantile regression (2020)How does technological innova…Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index (2020)Economic policy uncertainty (…Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Economic impact of government…COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Political uncertainty and investment: Causal evidence from U.S. gubernatorial elections (2017)Political uncertainty and inv…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Economic policy uncertainty and stock markets: Long-run evidence from the US (2016)Economic policy uncertainty a…The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Asset-Pricing Implication…Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme (2015)Carbon emissions and stock re…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyEconomic policy uncertainty and firm-level investment (2013)Economic policy uncertainty a…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Policy uncertainty and private investment in developing countries (1991)Policy uncertainty and privat…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Unraveling the nexus: China's economic policy uncertainty and carbon emission efficiency through advanced multivariate quantile-on-quantile regression analysis (2024)Unraveling the nexus: China's…Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices (2024)Asymmetric impacts of Chinese…The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles (2023)The influence of the Ukraine-…The dynamic relationships between carbon prices and policy uncertainties (2023)The dynamic relationships bet…Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict (2023)Higher-order moment risk conn…Heterogeneity or illusion? Track the carbon Kuznets curve of global residential building operations (2023)Heterogeneity or illusion? Tr…Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework (2023)Do uncertainties affect clean…Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework (2023)Do green bonds and economic p…Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty (2023)Carbon trading amidst global …Analysing the impact of geopolitical risk and economic policy uncertainty on the environmental sustainability: evidence from BRICS countries (2023)Analysing the impact of geopo…Information spillover and market connectedness: multi-scale quantile-on-quantile analysis of the crude oil and carbon markets (2022)Information spillover and mar…Economic policy uncertainty and carbon emission trading market: A China's perspective (2022)Economic policy uncertainty a…Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold (2022)Dynamics of the sheltering ro…Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future (2022)Connectedness and spillover e…Climate policy uncertainty and corporate investment: evidence from the Chinese energy industry (2022)Climate policy uncertainty an…Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics (2022)Asymmetric effects of decompo…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Geopolitical Risk (2022)COVID-19 and finance: Agendas for future research (2020)COVID-Induced Economic Uncertainty (2020)Financial contagion during COVID–19 crisis (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Hysteresis, Import Penetration, and Exchange Rate Pass-Through (1989)Political uncertainty and risk premia (2013)Cultures and organizations: software of the mind (1992)Cultures and Organizations: Software of the Mind. (1993)COVID-19 Pandemic and Stock Market Response: A Culture Effect (2020)Financial markets under the global pandemic of COVID-19 (2020)Stock Markets’ Reaction to COVID-19: Moderating Role of National Culture (2020)The nexus between COVID-19 fear and stock market volatility (2021)Measurement Error and the Relationship between Investment and q (2000)Political Uncertainty and Corporate Investment Cycles (2012)Policy Uncertainty and Mergers and Acquisitions (2017)Economic policy uncertainty, cost of capital, and corporate innovation (2019)Economic policy uncertainty: A literature review (2019)Risk, Uncertainty and Profit (1921)An Intertemporal Capital Asset Pricing Model (1973)On Persistence in Mutual Fund Performance (1997)A Climate Stress-Test of the Financial System (2016)What Affects Innovation More: Policy or Policy Uncertainty? (2017)The Pollution Premium (2020)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)Really Uncertain Business Cycles (2018)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)The Unprecedented Stock Market Reaction to COVID-19 (2020)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
  • 2017Political uncertainty and investment: Causal evidence from U.S. gubernatorial elections886 cited
  • 1991Policy uncertainty and private investment in developing countries869 cited
  • 2020Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets763 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2013Economic policy uncertainty and firm-level investment660 cited
  • 2020How does technological innovation mitigate CO2 emissions in OECD countries? Heterogeneous analysis using panel quantile regression497 cited
  • 2020Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index

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473 cited
  • 2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme471 cited
  • 2016Economic policy uncertainty and stock markets: Long-run evidence from the US469 cited
  • Cited by

    • 2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict119 cited
    • 2023Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework102 cited
    • 2022Economic policy uncertainty and carbon emission trading market: A China's perspective99 cited
    • 2022Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics94 cited
    • 2023Analysing the impact of geopolitical risk and economic policy uncertainty on the environmental sustainability: evidence from BRICS countries88 cited
    • 2023Heterogeneity or illusion? Track the carbon Kuznets curve of global residential building operations87 cited
    • 2022Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future84 cited
    • 2022Climate policy uncertainty and corporate investment: evidence from the Chinese energy industry82 cited
    • 2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty79 cited
    • 2023The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles76 cited
    • 2022Information spillover and market connectedness: multi-scale quantile-on-quantile analysis of the crude oil and carbon markets71 cited
    • 2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework66 cited
    • 2022Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold63 cited
    • 2023The dynamic relationships between carbon prices and policy uncertainties62 cited
    • 2024Unraveling the nexus: China's economic policy uncertainty and carbon emission efficiency through advanced multivariate quantile-on-quantile regression analysis62 cited
    • 2024Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices61 cited