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QUARTERLY REVIEW OF ECONOMICS AND FINANCE
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JOURNAL OF COMMODITY MARKETS
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SUSTAINABLE PRODUCTION AND CONSUMPTION
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Ji Wu et al.
Summary: This paper investigates the impact of economic uncertainty on the relationship between monetary policy and bank risk. Using panel data from 2000 to 2018 on approximately 1100 public banks in 43 economies, consistent evidence is found that higher economic uncertainty weakens the risk-taking channel of monetary policy. This finding aligns with the option value of waiting hypothesis, suggesting that economic uncertainty may lead banks to withhold adjustments to their risk-taking strategies when monetary policy changes.
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JOURNAL OF COMMODITY MARKETS
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Summary: This study assessed the impact of population, energy taxes, and energy prices on greenhouse gas emissions from residential and industrial energy consumption in Europe. The results showed that rising energy prices and increased energy taxes can reduce greenhouse gas emissions. It also found that increasing population size leads to higher residential emissions, while urbanization process decreases them.
ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH
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Ismail O. Fasanya et al.
Summary: This study finds that U.S. economic policy uncertainty has a significant impact on the connectedness between oil and exchange rate markets, nonlinear consideration is crucial in the research, and spillover is driven by economic policy uncertainty in different quantile ranges.
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Zhen Yu et al.
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Summary: This paper investigates the relationship between economic policy uncertainty and energy prices, finding co-movement and causality in the oil sector, but low correlation between oil futures price returns and spot price returns.
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NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
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Huiming Zhu et al.
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NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
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Kexuan Zhou et al.
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JOURNAL OF ASIAN ECONOMICS
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Muhammad Tahir Suleman et al.
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JOURNAL OF ENVIRONMENTAL MANAGEMENT
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Longfei Shang et al.
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JOURNAL OF CORPORATE FINANCE
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Peng Chen et al.
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Qiang Ma et al.
Summary: The study found that in the Covid-19 period, the prices of natural resource commodities in China were more vulnerable than economic performance, but there was a bidirectional causal relationship between them at different frequencies and time periods. The volatility in natural resource commodity prices significantly affected economic performance only in the medium-run according to the frequency domain causality test.
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Environmental Studies
Zaghum Umar et al.
Summary: This study examines the interdependence between agricultural commodities and oil price shocks in terms of joint return and volatility. It finds that the directional return and volatility connectedness of oil risk shocks are higher than oil demand shocks, particularly during economic crises. The net return connectedness measure significantly increases during major crises, emphasizing differences between transmitters (Canola and Corn) and receivers (Orange Juice, Lean Hog, Sugar and Rubber) in agricultural commodity markets.
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Business, Finance
Alexandre R. Scarcioffolo et al.
Summary: This study reveals different volatility patterns for oil and natural gas prices. Through quantile regression analysis, it is found that economic policy uncertainty increases the probability of turbulent market conditions for both commodities, although this effect has weakened in the post-shale period.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
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Cheng Zhang et al.
Summary: The research found that an increase in economic policy uncertainty will facilitate corporate risk-taking through financialization. Product market competition strengthens this effect, while financial market friction restricts it.
PACIFIC-BASIN FINANCE JOURNAL
(2021)
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Business, Finance
Hyonok Kim et al.
Summary: The study found a negative relationship between economic policy uncertainty (EPU) and earnings management in Japan, with main banks and analysts playing a moderating role in this relationship. When EPU increases, managers have less incentive to reduce earnings management, and the presence of main banks and analysts further influences this dynamic.
JOURNAL OF FINANCIAL STABILITY
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Shaobo Long et al.
Summary: Investment has played a significant role in driving economic growth in China, but the growth rate of fixed asset investment in the country has shown a downward trend in recent years. Identifying the main influencing factors of China's investment is crucial for formulating stable investment policies.Using the nonlinear autoregressive distributed lag (NARDL) model, this study found that economic policy uncertainty, capital cost, and raw material cost have asymmetrical impacts on China's fixed asset investment.
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Wenyi Yan et al.
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SUSTAINABLE PRODUCTION AND CONSUMPTION
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Wasim Iqbal et al.
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PROCESS SAFETY AND ENVIRONMENTAL PROTECTION
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Daniele Bianchi
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JOURNAL OF ECONOMIC DYNAMICS & CONTROL
(2021)
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Peng-Fei Dai et al.
Summary: This study constructs a global economic policy uncertainty index through principal component analysis, finding it to be a good proxy for global economic policy uncertainty and positively correlated with market volatility and correlation. The PCA-based index performs slightly better than GDP-weighted index in representing the relationships between uncertainty and market dynamics.
FINANCE RESEARCH LETTERS
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Hardik A. Marfatia et al.
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QUARTERLY REVIEW OF ECONOMICS AND FINANCE
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Xiaoyun Wei et al.
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Mobeen Ur Rehman et al.
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Huayu Shen et al.
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PACIFIC-BASIN FINANCE JOURNAL
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Hong Huang et al.
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Jie Li
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Qi Liang et al.
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