Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions

The objective of this study is twofold. On the one hand, we investigate the dynamic correlations among the energy, clean energy, crude oil, and carbon markets using a DCC-MIDAS specification. On the other hand, we check whether the Economic Policy Uncertainty (EPU) has had an impact on the cross-ass...

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Bibliographic Details
Published in:	Energy economics Vol. 117; p. 106475
Main Authors:	Wang, Xiong, Li, Jingyao, Ren, Xiaohang, Bu, Ruijun, Jawadi, Fredj
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.01.2023 Elsevier
Subjects:	DCC-MIDAS Dynamic correlations Dynamic portfolio management Economic policy uncertainty Economics and Finance Energy Humanities and Social Sciences Quantile-on-quantile C52 Q43 Dynamic portfolio management C32 Economic policy uncertainty Energy DCC-MIDAS Quantile-on-quantile E60 Dynamic correlations
ISSN:	0140-9883
Online Access:	Get full text
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