The importance of trade policy uncertainty to energy consumption in a changing world

•Trade policy uncertainty can affect residential and commercial energy consumption.•Energy consumption responds to this uncertainty mainly through its negative shocks.•This uncertainty has short- and long-run impacts on declined energy consumption. For detecting the impact of trade policy uncertainty (TPU) on energy consumption, we conduct this research by focusing on three types of US energy consumption, including residential, commercial, and industrial sectors. On average, we find that TPU acts on the negative shocks of residential and commercial sectors. Next, from a dynamic perspective, we reveal that the commercial sector could respond to TPU in the short-long term. However, the asymmetric investigation further shows that TPU can impact the declined variations of residential and commercial consumption in the short and long runs while industrial sectors may not be easily affected by TPU.