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The effects of oil price shocks on stock market volatility : evidence from European data

Degiannakis, Stavros; Filis, George; Kizys, Renatas - In: The energy journal 35 (2014) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10010246079

The effects of oil price uncertainty on global real economic activity

Jo, Soojin - In: Journal of money, credit and banking : JMCB 46 (2014) 6, pp. 1113-1135

Persistent link: https://www.econbiz.de/10010466643

Downside Uncertainty Shocks in the Oil and Gold Markets

Roh, Tai-Yong - 2020

We construct downside variance risk premiums from the crude oil and gold option data and use them as proxies for market downside uncertainty risks. We find that these downside variance risk premiums contain commodity market specifc pricing information. Further- more, the gold market's exposure...

Persistent link: https://www.econbiz.de/10012839629

How do oil price shocks affect the output volatility of the U.S. energy mining industry? : the roles of structural oil price shocks

Jiang, Yong; Zhou, Zhongbao; Liu, Qing; Lin, Ling; … - In: Energy economics 87 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012512330

How do Oil Shocks Transmit Through the US Economy? Evidence from a Large BVAR Model with Stochastic Volatility

Fry-McKibbin, Renee; Zhu, Beili - 2021

This paper employs a large BVAR model with common stochastic volatility to examine the effects of oil supply shocks … 2019Q2. Generalized impulse response functions calculated using stochastic volatility provide a time-varying account of the …

Persistent link: https://www.econbiz.de/10013249741

The volatility connectedness between oil and stocks : evidence from the G7 markets

BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022

Persistent link: https://www.econbiz.de/10013198542

How do energy market shocks affect economic activity in the US under changing financial conditions?

Balcilar, Mehmet; Usman, Ojonugwa; Roubaud, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 85-114). 2022

Persistent link: https://www.econbiz.de/10013282727

Oil price shocks and the US stock market : a nonlinear approach

Hwang, Inwook; Kim, Jaebeom - In: Journal of empirical finance 64 (2021), pp. 23-36

Persistent link: https://www.econbiz.de/10013259395

The impacts of oil price volatility on financial stress : is the COVID-19 period different?

Sheng, Xin; Kim, Woo Joong; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012695792

Macroeconomic uncertainty and oil price volatility

Van Robays, Ine - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 671-693

Persistent link: https://www.econbiz.de/10011579089

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