Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK (2023)
Journal Article
Ahmed, R., Chen, X. H., Kumpamool, C., & Nguyen, D. T. (2023). Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK. Energy Economics, 126, Article 106918. https://doi.org/10.1016/j.eneco.2023.106918

This study examines the link between inflation and the macroeconomy such as output, trade balance and unemployment as reflected through crude oil prices. Using monthly data from the UK spanning January 2010 to June 2022, we apply a combination of thr... Read More about Inflation, oil prices, and economic activity in recent crisis: Evidence from the UK.

Fundamentals, real-time uncertainty and CDS index spreads (2023)
Journal Article
Audzeyeva, A., & Wang, X. (2023). Fundamentals, real-time uncertainty and CDS index spreads. Review of Quantitative Finance and Accounting, 61(1), 1-33. https://doi.org/10.1007/s11156-023-01127-6

The high level of economic uncertainty linked to the pace of the recovery process can persist after a crisis and has implications for the market pricing of firms’ credit risk reflected in credit default swap (CDS) spreads. This paper examines the rol... Read More about Fundamentals, real-time uncertainty and CDS index spreads.

Income diversification and household welfare in Uganda 1992-2012 (2023)
Journal Article
Khan, R., & Morrissey, O. (2023). Income diversification and household welfare in Uganda 1992-2012. Food Policy, 116, Article 102421. https://doi.org/10.1016/j.foodpol.2023.102421

We use five waves of household surveys in Uganda, from 1992/3 to 2011/12, to study income diversification and its effect on the welfare of rural and urban households during a period of sustained economic growth and poverty reduction, comparing the 19... Read More about Income diversification and household welfare in Uganda 1992-2012.

Asymmetric effects of geopolitical risks and uncertainties on green bond markets (2023)
Journal Article
Tang, Y., Chen, X. H., Sarker, P. K., & Baroudi, S. (2023). Asymmetric effects of geopolitical risks and uncertainties on green bond markets. Technological Forecasting and Social Change, 189, Article 122348. https://doi.org/10.1016/j.techfore.2023.122348

This paper examines the asymmetric effects of the United States Economic Policy Uncertainty (USEPU), Geopolitical Threats (GPRT), Geopolitical Acts (GPRA), and the West Texas Intermediate (WTI) crude oil on Green Bond returns. Our study analyses USEP... Read More about Asymmetric effects of geopolitical risks and uncertainties on green bond markets.