Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis

Liu, Ding; Sun, Weihong; Liao, Xu; Zhang, Xuan

doi:10.1016/j.pacfin.2022.101915

Cited by 14 publications

(5 citation statements)

References 41 publications

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“…Adopting blockchain technology in supply chains may face barriers and resistance to change. Organizations may be hesitant to invest in new technologies due to concerns about cost, interoperability, and the complexity of implementation (Liu et al, 2019). Resistance to change can also arise from the need for collaboration and coordination among multiple stakeholders in the supply chain (Geng et al, 2020).…”

Section: Discussionmentioning

confidence: 99%

The Impact of Blockchain Technology on Integrated Green Supply Chain Management in China: A Conceptual Study

Guo

2023

DREAM

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Blockchain technology has gained significant attention for its potential to transform various industries, including supply chain management. In the context of integrated green supply chain management in China, this conceptual study explores the implications and potential benefits of blockchain technology. The study focuses on key aspects such as traceability and transparency, carbon footprint reduction and emissions tracking, smart contracts and automated compliance, and stakeholder collaboration and trust-building. Additionally, the study discusses the challenges and barriers to the implementation of blockchain in green supply chains, including technological challenges, legal and regulatory considerations, and adoption barriers. Future research directions, including empirical studies, comparative analysis, and policy implications, are also highlighted. The findings of this study provide valuable insights into the potential impact of blockchain technology on integrated green supply chain management in China.

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Section: Discussionmentioning

confidence: 99%

The Impact of Blockchain Technology on Integrated Green Supply Chain Management in China: A Conceptual Study

Guo

2023

DREAM

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“…Liu et al, 2023). The researchers D. Liu et al (2023, 2020), Wei et al (2022) employed Wavelet methodologies in their investigation of stock market prices within the field of literature studies.…”

Section: Methodsmentioning

confidence: 99%

“…It holds an advantage over Fourier approach due to the fact that it has resolutions for both frequency and time, whereas the Fourier method only has resolutions for frequency and does not have any time resolutions. The application of wavelet approaches has been increasingly prominent in the domains of economics and finance, serving as a helpful set of tools for discerning time-frequency relationships (D. Liu et al, 2023). The researchers D. Liu et al (2023Liu et al ( , 2020, Wei et al (2022) employed Wavelet methodologies in their investigation of stock market prices within the field of literature studies.…”

Section: Wavelet Analysismentioning

confidence: 99%

“…The application of wavelet approaches has been increasingly prominent in the domains of economics and finance, serving as a helpful set of tools for discerning time-frequency relationships (D. Liu et al, 2023). The researchers D. Liu et al (2023Liu et al ( , 2020, Wei et al (2022) employed Wavelet methodologies in their investigation of stock market prices within the field of literature studies. In the study conducted by Ko and Lee (2015), Wavelet methodologies were employed to examine the relationship between EPU and the financial cycle within the specific context of China.…”

Section: Wavelet Analysismentioning

confidence: 99%

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Effect of Economic Policy Uncertainty on China’s Stock Price Index: A Comprehensive Analysis Using Wavelet Coherence Approach

Bagh,

Waheed,

Khan

et al. 2023

Sage Open

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Amid China’s dynamic economic backdrop, Economic Policy Uncertainty (EPU) and stock market indices hold pivotal roles, this research delves into EPU and its connection with the stock price index (SPI). By uncovering patterns linking these variables, the study aims to provide a nuanced understanding of their relationship. We employ wavelet coherence analysis and a phase difference approach to investigate EPU impact on China’s SPI from 2010 to 2020. Through this lens, the interactions between these economic variables are illuminated. Using wavelet coherence analysis, the temporal dynamics of EPU and SPI are explored. The phase difference approach further highlights the temporal alignment of fluctuations, capturing the intricate relationship. The analysis reveals compelling findings. A robust correlation between EPU and the SPI emerges, particularly at low frequencies, underscoring a substantive connection. The phase difference analysis indicates a positive influence of EPU on stock prices, highlighting its impact on SPI. Besides, implications imply EPU shapes stock market behavior, moving beyond mere correlation. A causal link is established, emphasizing EPU’s proactive role in influencing stock prices. Bidirectional causation underscores the interdependence of EPU and stock price movements. This research enhances understanding of EPU’s effects on stock prices in China. Finally, this study provides important implications for investors, policymakers, and businesses, guiding strategic decisions amid a dynamic economic landscape.

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“…This research contributes to the understanding of analytical approaches crucial for assessing the dynamics of the real estate sector, a pivotal component of the global economy. Ding Liu et al [14] explored the timefrequency relationship between economic policy uncertainty and the financial cycle in China. Their use of wavelet analysis provides valuable insights into the temporal dynamics of economic policy and its impact on financial markets, particularly in the context of a dynamic emerging economy.…”

Section: Related Workmentioning

confidence: 99%

Analysis of Stock Portfolio with Global Economic Factors using Dynamic Data Modelling

B Varija

2023

IJRITCC

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This article analyzes stock portfolios and worldwide economic challenges. This study uses APIs to retrieve data and analyze correlations. To determine and measure how economic indicators affect stock performance. This work introduces an autoencoder-based model to better comprehend the complex relationship between economic conditions and stock portfolio dynamics. The analysis begins with an API retrieval of a wide range of macroeconomic information. These indicators include global economic metrics like GDP, unemployment, CPI, federal funds rates, and treasury bill rates. After collection, data is carefully curated and prepared for analysis. This study uses correlation analysis to understand economic variables and stock portfolio performance. This study explores how economic conditions affect stock prices and portfolio returns. This study seeks to discover trends, dependencies, and future issues that may affect investment decisions. This study also introduces an autoencoder-based neural network model to capture complex nonlinear relationships between economic variables and stock portfolio behavior. Deep learning improves interpretability and prediction, allowing a better understanding of the complex financial ecosystem dynamics. The inquiry provides valuable insights for investors, financial experts, and regulators. This study advances data-driven investment and risk management solutions. The autoencoder-based approach also reveals latent structures and hidden factors that affect stock portfolios. This novel approach opens new study options. In conclusion, this study provides a thorough stock portfolio analysis approach for global economic challenges. API data retrieval, correlation analysis, and a novel autoencoder model are used in this work to better understand the complicated relationships between economic indicators and financial markets. These insights can improve investment and policy decisions in a more integrated and dynamic global economy.

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Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis

Cited by 14 publications

References 41 publications

The Impact of Blockchain Technology on Integrated Green Supply Chain Management in China: A Conceptual Study

The Impact of Blockchain Technology on Integrated Green Supply Chain Management in China: A Conceptual Study

Effect of Economic Policy Uncertainty on China’s Stock Price Index: A Comprehensive Analysis Using Wavelet Coherence Approach

Analysis of Stock Portfolio with Global Economic Factors using Dynamic Data Modelling

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