In this paper, we empirically examine the impact of uncertainty shocks on the volatility of
commodity prices. Using several alternative measures of economic uncertainty for the US …

The geopolitical risk (GPR) index and economic policy uncertainty (EPU) index are
uncertainty measures, which are tightly linked with the oil markets. This paper attempts to …

This chapter examines different approaches to the measurement of multidimensional
inequality and poverty. It first outlines three aspects preliminary to any multidimensional …

We quantify global US monetary policy spillovers by employing a high-frequency
identification and big data techniques, in conjunction with a large harmonised dataset …

We explore the role of demand from emerging and developed economies as drivers of the
real price of oil. Using a FAVAR model that identifies shocks from different regions of the …

Increasing the use of renewable energy (RE) is a key enabler of sustainable energy
transitions. While the costs of RE have substantially declined in the past, here we show that …

There has been much interest in the relationship between the price of crude oil, the value of
the US dollar, and the US interest rate since the 1980s. For example, the sustained surge in …

This study provides novel insight to the prior literature on the time–frequency connectedness
across commodity and financial markets while considering the effect of economic policy …

We explore whether there are common factors in the cross-section of individual commodity
futures returns. We test various asset pricing models which have been employed for the …

In this paper, we empirically examine the predictive power of macroeconomic uncertainty on
the volatility of agricultural, energy and metals commodity markets. We find that the latent …