This study explores the quantile connectedness between United States (US) economic
policy uncertainty (EPU), global structural oil shocks, and US inflation expectations …

Financial stress can have significant implications for individuals, businesses, asset prices
and the economy as a whole. This study examines the nonlinear structure and dynamic …

Purpose This study aims to systematically reveal the complex interaction between
uncertainty and the international commodity market (CRB). Design/methodology/approach A …

We propose a novel Asset Allocation Forest (AAF) model that combines the wellestablished
machine learning (ML) tool with the conventional portfolio optimization method. The …

Changes in commodity prices can be transmitted directly to the real economy through chang‑
es in the marginal cost of production. Therefore, it is extremely important to create some …

This study investigates how household inflation expectations relate to realized inflation, and
uses biased expectations hypothesis (BEH) to understand the association between inflation …

Food Inflation is a grave macroeconomic challenge due to its dynamic, multifaceted, and
complex nature for the monetary policy committee and the government. Given recent …

Studies on drivers of inflation have mostly concentrated on determinants of general inflation
with drivers of food inflation less explored in the inflation literature and generally non …