192 citations · 415 across the 7 of their papers we have counts for
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q-fin.ST2020★ 39 cited
Visibility graph analysis of economy policy uncertainty indices
Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou
Uncertainty plays an important role in the global economy. In this paper, the economic policy uncertainty (EPU) indices of the United States and China are selected as the proxy var…
q-fin.ST2020★ 3 cited
The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model
Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou
This paper aims to examine whether the global economic policy uncertainty (GEPU) and uncertainty changes have different impacts on crude oil futures volatility. We establish single…