Ma, Rufei; Zhou, Changfeng; Cai, Huan; Deng, Chengtao - In: Energy reports 5 (2019), pp. 866-873
Economic policy uncertainty (EPU) has important implications for crude oil market. To explore the implications, this paper investigates the impact of EPU on the crude oil return volatility and which EPU index has the most forecasting power in crude oil market. To this end, we employ the...