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Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation : evidence from DCC-MIDAS-X model
Liu, Han; Yang, Peng; He, Yongda; Oxley, Les; Guo, Pengwei - In: Energy economics 129 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014558922
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Investor attention and oil market volatility : does economic policy uncertainty matter?
Xiao, Jihong; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012820025
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Economic policy uncertainty, oil price shocks and corporate investment : Evidence from the oil industry
Ilyas, Muhammad; Khan, Aamir; Nadeem, Muhammad; … - In: Energy economics 97 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012820780
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The macro effects of GPR and EPU indexes over the global oil market : are the two types of uncertainty shock alike?
Gu, Xin; Zhu, Zixiang; Yu, Minli - In: Energy economics 100 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012990250
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Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.; Floros, Christos; Gillas, … - In: Energy economics 104 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
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Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period : novel evidence from the GARCH-MIDAS approach
Raza, Syed Ali; Masood, Amna; Benkraiem, Ramzi; Urom, … - In: Energy economics 120 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014283194
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Economic policy uncertainty, jump dynamics, and oil price volatility
Liu, Feng; Shao, Shuai; Li, Xin; Pan, Na; Qi, Yu - In: Energy economics 120 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014284019
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Great Volatility and Great Moderation
Grazzini, Jakob - 2019
We investigate the sources of the great changes in GDP volatility observed from 1966 to 2000. We develop a general equilibrium model and calibrate it to US data in order to characterize the contribution of micro level productivity shocks, inter-sectoral linkages and households' behavior to...
Persistent link: https://www.econbiz.de/10012892302
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Oil prices and the global economy : is it different this time around?
Mohaddes, Kamiar; Pesaran, M. Hashem - In: Energy economics 65 (2017), pp. 315-325
Persistent link: https://www.econbiz.de/10011803985