Stock return and volatility, oil price shocks, stock volatility, structural VAR
Global, Uncertainty Shocks, Monetary Policy, FAVAR
China’s policy uncertainty, China’s stock market return, Oil shocks, Structural VAR
US oil production, Economic policy uncertainty, CPI forecast uncertainty, Structural VAR
mixture innovation, oil shocks, real stock return, time-varying parameter VAR
Demand shocks, Oil prices, Bond returns, Supply shocks
Global commodity prices, Global stock volatility, Output, Heterogeneity
Oil prices, Stock returns, U.S. oil production
Global, Uncertainty shocks, Monetary Policy, FAVAR
China’s liquidity, trade-weighted US dollar, forecasting US dollar exchange rate
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China's policy uncertainty, China's stock market return, oil shocks, structural VAR
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