The role of global economic policy uncertainty in long-run volatilities and correlations of U.S. industry-level stock returns and crude oil

• Honghai Yu,

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Resources, Supervision

  Affiliation School of Management and Engineering, Nanjing University, Nanjing, Jiangsu, China

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• Libing Fang ,

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Project administration, Supervision, Writing – original draft, Writing – review & editing

  * E-mail: lbfang@nju.edu.cn

  Affiliation School of Management and Engineering, Nanjing University, Nanjing, Jiangsu, China

  http://orcid.org/0000-0002-7820-5394

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• Boyang Sun

  Roles Data curation, Formal analysis, Investigation, Methodology, Writing – original draft, Writing – review & editing

  Affiliation School of Management and Engineering, Nanjing University, Nanjing, Jiangsu, China

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