Can economic policy uncertainty and investors sentiment predict commodities returns and volatility
By Syed Jawad Hussain Shahzad, Naveed Raza, M. Balcılar, Sajid Ali, Muhammad Shahbaz. 2017
134 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/587d42f0a1875ed7fe3775f319e1beda693018d4
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- David Roubaud
- Elie Bouri
- Rangan Gupta
- Muhammad Shahbaz
- X. Vo
- Amine Lahiani
- Libing Fang
- Salma Mefteh-Wali
Citations in the corpus
- Does financial development influence renewable energy consumption to achieve carbon neutrality in the USA (2021, methodology): “Nonlinearity in time series commodity data (Gold, Oil, Palladium, Platinum, Silver, Titanium) dynamics is also shown in Shahzad et al. (2017), who used the BDS nonlinearity test and the adjusted ICSS structural break test of Sanso et al. (2004).”
- Coronavirus and Oil Price Crash (2020, unknown): “oui et al. (2016) show that an increased EPU index has a positive effect on oil prices in periods that precede financial crises’ outburst. A nonparametric causality-in-quantiles method is proposed by Shahzad et al. (2017) to investigate the causal effect of investors’ sentiments and EPU on commodity”
- Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2019, background): “In fact, the literature generally argues that an increase in EPU may positively influence commodities (Shahzad et al., 2017; Yin and Han, 2014), bonds (Ioannidis and Ka, 2018), and Bitcoin (Demir et al.”