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The asymmetric impact of economic policy and oil price uncertainty on inflation : evidence from developed and emerging economies
Anderl, Christina; Caporale, Guglielmo Maria - 2023
This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the 1990s until August 2022 for a number of developed and...
Persistent link: https://www.econbiz.de/10013543029
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Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: China economic review : an international journal 34 (2015), pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
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Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015
framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting … food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the …
Persistent link: https://www.econbiz.de/10010498617
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Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015
framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting … food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the …
Persistent link: https://www.econbiz.de/10010501248
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Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015
Persistent link: https://www.econbiz.de/10010527213
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Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - In: International economics : a journal published by CEPII … 150 (2017), pp. 1-18
Persistent link: https://www.econbiz.de/10011793787
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Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2014
Persistent link: https://www.econbiz.de/10010402689
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Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2014
suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10010367161
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Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2014
suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10010375190
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Oil Price Uncertainty and Sectoral Stock Returns in China : A Time-Varying Approach
Caporale, Guglielmo Maria - 2014
suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10013050468