Dynamic Connectedness Between Trade Policy Uncertainty and Energy-Related Uncertainty in China

This study investigates the dynamic connectedness between trade policy uncertainty (TPU) and energy-related uncertainty (ERU) in China using a time-varying parameter vector autoregression model over the period February 2000 to October 2022. The findings reveal significant bidirectional spillovers between TPU and ERU, highlighting the critical need for integrated policy frameworks and risk mitigation strategies. The study offers valuable insights for policymakers and market participants aiming to enhance economic resilience in an increasingly volatile global environment.