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Impact of China’s economic policy uncertainty on “carbon-commodity-finance” system: a time-frequency analysis

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  • Zhenting Gong
  • Yunglieh Yang
  • Yanbei Chen

Abstract

This study delves into the ‘Carbon-Commodity-Finance’ system’s dynamics, employing the quantile frequency connectedness approach to analyse the Total Connectedness Index (TCI) across different frequencies. Our findings reveal that the TCI’s sensitivity to market fluctuations varies across frequencies, with short-term TCI being more reactive than its long-term counterpart. Moreover, while previous literature suggests a positive correlation between China’s economic policy uncertainty (CNEPU) and spillover, our research uncovers a more intricate relationship that varies based on quantile positions. These insights provide a deeper understanding of market interconnectedness, emphasizing the need for a nuanced approach in policymaking and market strategies.

Suggested Citation

  • Zhenting Gong & Yunglieh Yang & Yanbei Chen, 2025. "Impact of China’s economic policy uncertainty on “carbon-commodity-finance” system: a time-frequency analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 32(8), pages 1175-1182, May.
    • Handle: RePEc:taf:apeclt:v:32:y:2025:i:8:p:1175-1182
    DOI: 10.1080/13504851.2024.2302874
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