Chiweza, Junior T.; Aye, Goodness C. - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-17
This paper investigates the link between oil price uncertainty shocks and key macroeconomic indicators of a net oil … Autoregressive (SVAR) methodology is applied incorporating realized volatility as an indicator of oil price uncertainty to … investigate the short run effects of oil price uncertainty. The Generalised Impulse Response Functions (GIRF) analysis reveals …