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Geopolitical risk, economic policy uncertainty and global oil price volatility : an empirical study based on quantile causality nonparametric test and wavelet coherence
Yijun, Wang; Wei, Meiyun; Bashir, Usman; Zhou, Chao - In: Energy strategy reviews 41 (2022), pp. 1-9
the international geopolitical risk and uncertainty in global economic policy will lead to changes in the international …. Especially after 2016, the impacts of the double "uncertainty" high-risk events should be monitored closely. …
Persistent link: https://www.econbiz.de/10014497082
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Transmission of US and EU economic policy uncertainty shock to Asian economies in bad and good times
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - 2020
This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...
Persistent link: https://www.econbiz.de/10012226632
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Macroeconomic effects of oil price fluctuations in Colombia
Virla, Leonardo Quero - In: Ecos de economía 20 (2016) 43, pp. 23-38
Persistent link: https://www.econbiz.de/10011582729
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Defending global oil price security : based on the perspective of uncertainty risk
Song, Yu; Chen, Bo; Wang, Xin-Yi; Wang, Ping-Ping - In: Energy strategy reviews 41 (2022), pp. 1-13
This study uses the time-varying parameter/stochastic volatility vector autoregression (TVP-SV-VAR) model to explore … the impact of uncertainty risk on oil prices. Economic policy uncertainty and geopolitical risk were used as proxy … variables for economic and political uncertainty risk. The study results indicate that oil price is driven jointly by two …
Persistent link: https://www.econbiz.de/10014497145
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White elephants on quicksand : low oil prices and high geopolitical risk
Abdel-Latif, Hany; El-Gamal, Mahmoud A. - In: Scottish journal of political economy : the journal of … 69 (2022) 1, pp. 60-107
Persistent link: https://www.econbiz.de/10012821346
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Coronavirus and oil price crash
Albulescu, Claudiu Tiberiu - 2020
Persistent link: https://www.econbiz.de/10012203551
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Oil price shocks and policy uncertainty : new evidence on the effects of US and non-US oil production
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin L. - 2017
Persistent link: https://www.econbiz.de/10011748492
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Volatility shocks in energy commodities : the influence of COVID-19
Pastory, Dickson; Munishi, Emmanuel - 2022
Persistent link: https://www.econbiz.de/10013350873
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Geopolitical risk, economic policy uncertainty, financial stress and stock returns nexus : evidence from African stock markets
Korsah, David; Mensah, Lord Kwaku - In: Journal of capital markets studies 8 (2024) 1, pp. 25-42
Purpose Despite the growing recognition of the complex interplay between macroeconomic shock indexes and stock market … all-encompassing examination of spillovers and the connectedness between the aforementioned macroeconomic shock indexes … bearish and bullish market conditions. It was also observed that, among the macroeconomic shock indicators, FSI exerted the …
Persistent link: https://www.econbiz.de/10015047533
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Oil price shocks and economic growth in oil-exporting countries
Ahmadi, Maryam; Manera, Matteo - 2021
The aim of this paper is to investigate how major net oil exporter economies react to oil price shocks. We contribute to the literature by considering, at the same time, the possible nonlinearity and asymmetry of this relationship with respect to sign, size and causes of the oil price shocks, as...
Persistent link: https://www.econbiz.de/10012519959