{"id":"https://openalex.org/W4399360863","doi":"https://doi.org/10.1016/j.najef.2024.102217","title":"How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis","display_name":"How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis","publication_year":2024,"publication_date":"2024-06-05","ids":{"openalex":"https://openalex.org/W4399360863","doi":"https://doi.org/10.1016/j.najef.2024.102217"},"language":"en","primary_location":{"id":"doi:10.1016/j.najef.2024.102217","doi":"https://doi.org/10.1016/j.najef.2024.102217","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2024.102217","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101934814","display_name":"Xiuwen Chen","orcid":"https://orcid.org/0000-0002-0325-3295","observed_orcids":["https://orcid.org/0000-0002-0325-3295"]},"institutions":[{"id":"https://openalex.org/I50760025","display_name":"Hangzhou Dianzi University","ror":"https://ror.org/0576gt767","country_code":"CN","type":"education","lineage":["https://openalex.org/I50760025"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiuwen Chen","raw_affiliation_strings":["School of Management, Hangzhou Dianzi University, No.1158, 2nd Street Jianggan District, Hangzhou, 310018, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Hangzhou Dianzi University, No.1158, 2nd Street Jianggan District, Hangzhou, 310018, China","institution_ids":["https://openalex.org/I50760025"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102978969","display_name":"Yinhong Yao","orcid":"https://orcid.org/0000-0001-5766-2855","observed_orcids":["https://orcid.org/0000-0001-5766-2855"]},"institutions":[{"id":"https://openalex.org/I90259746","display_name":"Capital University of Economics and Business","ror":"https://ror.org/01r5sf951","country_code":"CN","type":"education","lineage":["https://openalex.org/I90259746"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yinhong Yao","raw_affiliation_strings":["School of Management and Engineering, Capital University of Economics and Business, No. 121 Zhangjialukou Road, Fengtai District, Beijing 100070, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management and Engineering, Capital University of Economics and Business, No. 121 Zhangjialukou Road, Fengtai District, Beijing 100070, China","institution_ids":["https://openalex.org/I90259746"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5040954742","display_name":"Lin Wang","orcid":"https://orcid.org/0000-0002-2310-3374","observed_orcids":["https://orcid.org/0000-0002-2310-3374"]},"institutions":[{"id":"https://openalex.org/I181326427","display_name":"Donghua University","ror":"https://ror.org/035psfh38","country_code":"CN","type":"education","lineage":["https://openalex.org/I181326427"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lin Wang","raw_affiliation_strings":["Glorious Sun School of Business and Management, Donghua University, Shanghai, 200051, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Glorious Sun School of Business and Management, Donghua University, Shanghai, 200051, China","institution_ids":["https://openalex.org/I181326427"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5046137727","display_name":"Shen-Wei Huang","orcid":"https://orcid.org/0000-0002-9802-139X","observed_orcids":["https://orcid.org/0000-0002-9802-139X"]},"institutions":[{"id":"https://openalex.org/I50760025","display_name":"Hangzhou Dianzi University","ror":"https://ror.org/0576gt767","country_code":"CN","type":"education","lineage":["https://openalex.org/I50760025"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shenwei Huang","raw_affiliation_strings":["School of Management, Hangzhou Dianzi University, No.1158, 2nd Street Jianggan District, Hangzhou, 310018, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Hangzhou Dianzi University, No.1158, 2nd Street Jianggan District, Hangzhou, 310018, China","institution_ids":["https://openalex.org/I50760025"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101934814"],"corresponding_institution_ids":["https://openalex.org/I50760025"],"apc_list":{"value":2740,"currency":"USD","value_usd":2740},"apc_paid":null,"fwci":13.8797,"has_fulltext":false,"cited_by_count":49,"citation_normalized_percentile":{"value":0.99112843,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":100},"biblio":{"volume":"74","issue":null,"first_page":"102217","last_page":"102217"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9854000210762024,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.014399999752640724,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/economic-policy-uncertainty","display_name":"economic policy uncertainty","score":0.765999972820282},{"id":"https://openalex.org/keywords/vix","display_name":"VIX","score":0.7820000052452087},{"id":"https://openalex.org/keywords/geopolitical-risk","display_name":"geopolitical risk","score":0.7590000033378601},{"id":"https://openalex.org/keywords/return-connectedness","display_name":"return connectedness","score":0.8650000095367432},{"id":"https://openalex.org/keywords/commodity-markets","display_name":"commodity markets","score":0.9319999814033508},{"id":"https://openalex.org/keywords/financial-markets","display_name":"financial markets","score":0.9980000257492065},{"id":"https://openalex.org/keywords/uncertainty-index","display_name":"uncertainty index","score":0.5529999732971191},{"id":"https://openalex.org/keywords/time-frequency-analysis","display_name":"time-frequency analysis","score":0.7009999752044678},{"id":"https://openalex.org/keywords/wavelet-coherence","display_name":"wavelet coherence","score":0.8309999704360962},{"id":"https://openalex.org/keywords/time-varying-parameter-vector-autoregression","display_name":"time-varying parameter vector autoregression","score":0.7490000128746033},{"id":"https://openalex.org/keywords/investment-horizon","display_name":"investment horizon","score":0.671999990940094},{"id":"https://openalex.org/keywords/financial-crises","display_name":"financial crisis","score":0.5270000100135803}],"concepts":[{"id":"https://openalex.org/C201943243","wikidata":"https://www.wikidata.org/wiki/Q7551008","display_name":"Social connectedness","level":2,"score":0.7089785933494568},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.671727180480957},{"id":"https://openalex.org/C2779439359","wikidata":"https://www.wikidata.org/wiki/Q317088","display_name":"Commodity","level":2,"score":0.6180193424224854},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.471745103597641},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.4675900638103485},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4604294002056122},{"id":"https://openalex.org/C71813955","wikidata":"https://www.wikidata.org/wiki/Q503560","display_name":"Ground-penetrating radar","level":3,"score":0.4397050738334656},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.42937353253364563},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.36740946769714355},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2960163354873657},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.18671539425849915},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.14468029141426086},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.10597118735313416},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.09298184514045715},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C542102704","wikidata":"https://www.wikidata.org/wiki/Q183257","display_name":"Psychotherapist","level":1,"score":0.0},{"id":"https://openalex.org/C554190296","wikidata":"https://www.wikidata.org/wiki/Q47528","display_name":"Radar","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.najef.2024.102217","doi":"https://doi.org/10.1016/j.najef.2024.102217","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2024.102217","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1062940824001426","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":79,"referenced_works":["https://openalex.org/W2017580733","https://openalex.org/W2034139177","https://openalex.org/W2039734130","https://openalex.org/W2066281896","https://openalex.org/W2144836007","https://openalex.org/W2149218774","https://openalex.org/W2346763012","https://openalex.org/W2564328920","https://openalex.org/W2620885640","https://openalex.org/W2726130006","https://openalex.org/W2809870114","https://openalex.org/W2889410933","https://openalex.org/W2898066248","https://openalex.org/W2908733722","https://openalex.org/W2914741061","https://openalex.org/W2923169900","https://openalex.org/W2943025424","https://openalex.org/W2964244524","https://openalex.org/W2981055133","https://openalex.org/W2992645615","https://openalex.org/W3014843328","https://openalex.org/W3017452399","https://openalex.org/W3043010939","https://openalex.org/W3047140798","https://openalex.org/W3092996305","https://openalex.org/W3113052647","https://openalex.org/W3123780646","https://openalex.org/W3126081245","https://openalex.org/W3156016722","https://openalex.org/W3158351760","https://openalex.org/W3161966921","https://openalex.org/W3167551336","https://openalex.org/W3168339027","https://openalex.org/W3184760782","https://openalex.org/W3185483656","https://openalex.org/W3186617426","https://openalex.org/W3197164340","https://openalex.org/W3205246801","https://openalex.org/W4207034807","https://openalex.org/W4210470413","https://openalex.org/W4213146842","https://openalex.org/W4221040930","https://openalex.org/W4226269911","https://openalex.org/W4229336816","https://openalex.org/W4236290419","https://openalex.org/W4280585329","https://openalex.org/W4280607724","https://openalex.org/W4282594443","https://openalex.org/W4282971507","https://openalex.org/W4292478829","https://openalex.org/W4292603221","https://openalex.org/W4293421803","https://openalex.org/W4307890912","https://openalex.org/W4308150727","https://openalex.org/W4311209039","https://openalex.org/W4313530644","https://openalex.org/W4313594411","https://openalex.org/W4313830012","https://openalex.org/W4313837643","https://openalex.org/W4316035329","https://openalex.org/W4319336461","https://openalex.org/W4323928891","https://openalex.org/W4362634271","https://openalex.org/W4364379736","https://openalex.org/W4372204223","https://openalex.org/W4372332190","https://openalex.org/W4375846808","https://openalex.org/W4379644397","https://openalex.org/W4381383342","https://openalex.org/W4383812944","https://openalex.org/W4385093991","https://openalex.org/W4385461423","https://openalex.org/W4386322833","https://openalex.org/W4386886943","https://openalex.org/W4388808296","https://openalex.org/W4389117870","https://openalex.org/W4389461498","https://openalex.org/W4410979955","https://openalex.org/W6849641882"],"related_works":["https://openalex.org/W7161401265","https://openalex.org/W4413358000","https://openalex.org/W4311209039","https://openalex.org/W3158351760","https://openalex.org/W4386803260","https://openalex.org/W4406333686","https://openalex.org/W4307890912","https://openalex.org/W4321459101","https://openalex.org/W4321205943","https://openalex.org/W2325738376"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":28},{"year":2025,"cited_by_count":19},{"year":2024,"cited_by_count":2}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2024-06-06T00:00:00"}
