This study uses the time-varying parameter/stochastic volatility vector autoregression (TVP-SV-VAR) model to explore the impact of uncertainty risk on oil prices. Economic policy uncertainty and geopolitical risk were used as proxy variables for economic and political uncertainty risk. The study...

As a financial innovation of the information age, cryptocurrency is a complex concept with clear advantages and disadvantages and is worthy of discussion. Exploring from a terrorism perspective, this study uses the time-varying parameter/stochastic volatility vector autoregression model to...