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...

With the acceleration of oil marketisation and the rapid development of electronic information carriers, external information shocks can be easily and quickly transmitted to the oil market through the Internet. This paper analyses the impact of short- and long-run market concerns, derived from...