This study uses the CatBoost algorithm along with the Shapley Additive Explanation method to explore the link between the US dollar and oil market uncertainty, while also considering other macroeconomic factors. We find that the US dollar is the most influential factor affecting oil market uncertainty compared to other economic risks and uncertainties. Increased levels of the US dollar are significantly associated with higher levels of oil market uncertainty. Furthermore, the US dollar exhibits the highest level of interaction with gold market uncertainty. Our analysis offers valuable insights into the role of the US dollar's strength in oil market dynamics.

中文翻译：

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美元和石油市场的不确定性：来自可解释机器学习的新证据

本研究使用 CatBoost 算法和 Shapley 加性解释方法来探索美元与石油市场不确定性之间的联系，同时还考虑其他宏观经济因素。我们发现，与其他经济风险和不确定性相比，美元是影响石油市场不确定性的最大因素。美元汇率的上涨与石油市场不确定性的增加密切相关。此外，美元与黄金市场不确定性的相互作用程度最高。我们的分析为美元走强在石油市场动态中的作用提供了宝贵的见解。