The macroeconomic response to uncertainty for India is studied in a structural model that decomposes uncertainty into … negative and positive contributions. The results show that uncertainty shocks reduce industrial production, lead to an exchange … rate depreciation, lowers prices and increases interest rates. Conversely, a reduction in uncertainty (or an increase in …

We use a copula approach to investigate the effect of uncertainty on crude-oil returns. Using copulas to construct … time-varying effect of equity and economic policy uncertainty on oil returns. The results show that higher uncertainty, as … measured by equity and economic policy uncertainty indices, significantly increase crude-oil returns only during certain …

We emphasize the role of news-based economic policy and equity market uncertainty indices as robust drivers of oil … whether EPU and EMU uncertainty measures incorporate critical predictability for oil market returns and volatility. Based on … pattern over the distribution of oil returns and its volatility exists with respect to uncertainty predictability. …

daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using … portfolio managers amid high levels of uncertainty resulting from infectious diseases are discussed. …