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The effects of disaggregate oil shocks on aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - 2023

Persistent link: https://www.econbiz.de/10013502430

The effects of disaggregate oil shocks on the aggregate expected skewness of the United States

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Risks : open access journal 11 (2023) 11, pp. 1-9

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables...

Persistent link: https://www.econbiz.de/10014435601

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What drives the formation of global oil trade patterns?

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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility

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House price synchronization across the US states : the role of structural oil shocks

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Persistent link: https://www.econbiz.de/10012821423