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Economic Policy Uncertainty
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Economic Policy Uncertainty

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Economics and Finance".

Deadline for manuscript submissions: 10 August 2024 | Viewed by 1251

Special Issue Editors

Dr. Jinghua Wang

E-Mail Website
Guest Editor
Martin Tuchman School of Management, New Jersey Institute of Technology, Newark, NJ 07103, USA
Interests: financial economics; intersection of investment and FinTech; machine learning in finance; econometrics
Dr. Geoffrey Ngene

E-Mail Website
Guest Editor
Stetson Hatcher School of Business, Mercer University at Macon, Macon, GA, USA
Interests: climate change; investor sentiment; macro-finance analysis
Dr. Yan Shi

E-Mail Website
Guest Editor
College of Engineering, Mathematics and Science, University of Wisconsin-Platteville, Platteville, WI 53818, USA
Interests: data engineering; software verification; smart fault localization; machine learning

Special Issue Information

Dear Colleagues,

This Special Issue focuses on the broad topic of “Economic Policy Uncertainty” (EPU) and its impact on financial markets. Uncertainty creates both opportunities and poses risks to financial markets. EPU emphasizes the uncertainty generated by economy-related policies, and has gathered significant attention. It has the potential to amplify and propagate the effects of substantial negative shocks (Baker et al. 2016). Financial markets face uncertainty from various sources, among which EPU has been a critical one.

The aim of this Special Issue is to explore the potential influence of EPU on the performance of financial markets. Areas of interest include, but are not limited to, the following: the connectedness between EPU and financial markets, the price volatility of financial assets, investment returns and risks, and climate change. Submissions addressing the intersection of EPU and FinTech (e.g., cryptocurrency, blockchain technologies) are particularly encouraged.

Reference

Baker, Scott R., Nicholas Bloom, and Steven J. Davis. 2016. Measuring economic policy uncertainty. The quarterly journal of economics 131: 1593-636.

Dr. Jinghua Wang
Dr. Geoffrey Ngene
Dr. Yan Shi
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • economic policy uncertainty
  • financial markets
  • asset volatility
  • investment
  • fintech
  • climate change

Published Papers (1 paper)

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Research

16 pages, 1739 KiB  
Article
Asymmetric Effects of Economic Policy Uncertainty on Food Security in Nigeria
by Lydia N. Kotur, Goodness C. Aye and Josephine B. Ayoola
J. Risk Financial Manag. 2024, 17(3), 114; https://doi.org/10.3390/jrfm17030114 - 11 Mar 2024
Viewed by 1030
Abstract
This study investigates the asymmetric effects of economic policy uncertainty (EPU) on food security in Nigeria, utilizing annual time series data from 1970 to 2021. The study used descriptive statistics, unit root tests, the nonlinear autoregressive distributed lag (NARDL) model and its associated [...] Read more.
This study investigates the asymmetric effects of economic policy uncertainty (EPU) on food security in Nigeria, utilizing annual time series data from 1970 to 2021. The study used descriptive statistics, unit root tests, the nonlinear autoregressive distributed lag (NARDL) model and its associated Bounds tests to analyze the data. The analysis reveals that adult population, environmental degradation, exchange rate uncertainty (EXRU), financial deepening, food security (FS), government expenditure in agriculture uncertainty (GEAU), inflation, and interest rate uncertainty (INRU) exhibit positive mean values over the period, with varying degrees of volatility. Cointegration tests indicate a long-term relationship between EPU variables (GEAU, INRU, and EXRU) and food security. The study finds that cumulative positive and negative EPU variables have significant effects on food security in the short run. Specifically, negative GEAU, positive INRU, positive and negative EXRU have significant effects in the short run. In the long run, negative GEAU, positive and negative EXRU have significant effects on food security. Additionally, the research highlights asymmetric effects, showing that the influence of GEAU and EXRU on food security differs in the short- and long-run. The study underscores the importance of increased government expenditure on agriculture, control of exchange rate and interest rate uncertainty, and the reduction in economic policy uncertainty to mitigate risks in the agricultural sector and enhance food security. Recommendations include strategies to stabilize exchange rates to safeguard food supply and overall food security. Full article
(This article belongs to the Special Issue Economic Policy Uncertainty)
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