Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach

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Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “…such as equity portfolios and stocks (Anderson et al., 2009; Bekaert et al., 2009; Pástor and Veronesi, 2012; Brogaard and Detzel, 2015; Bekiros et al., 2016), volatility and investment opportunities (Bloom et al., 2007; Bloom, 2009), and energy and metals markets (Reboredo and Uddin, 2016).”
Coronavirus and Oil Price Crash (2020, unknown): “n oil and currency markets. Finally, a separate set of studies assesses the interaction between both economic uncertainty and financial volatility, and oil prices. In a quantile regression framework, Reboredo and Uddin (2016) test to what extent the financial stress and policy uncertainty impact the”
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility (2017, background): “In recent years, massive growth in commodity investment has exacerbated coupling between economic factors and commodity prices which further enhanced the impact of economic factors on commodity returns (Reboredo and Uddin, 2016).”