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Oil market volatility : is macroeconomic uncertainty systematically transmitted to oil prices?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - In: Uncertainty, expectations and asset price dynamics : …, (pp. 31-50). 2018

Persistent link: https://www.econbiz.de/10012014988

Does oil price respond to macroeconomic uncertainty? : new evidence

Yin, Libo - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 921-938

Persistent link: https://www.econbiz.de/10011554350

Geopolitical risk and oil volatility : a new insight

Liu, Jing; Ma, Feng; Tang, Yingkai; Zhang, Yaojie - In: Energy economics 84 (2019), pp. 1-10

Persistent link: https://www.econbiz.de/10012182780

Uncertainty and crude oil market volatility : new evidence

Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959

Persistent link: https://www.econbiz.de/10012221463

Oil prices and news-based uncertainty : novel evidence

Su, Zhi; Lu, Man; Yin, Libo - In: Energy economics 72 (2018), pp. 331-340

Persistent link: https://www.econbiz.de/10011972336

On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach

Balcilar, Mehmet; Hammoudeh, Shawkat; Toparli, Elif Akay - In: Energy economics 74 (2018), pp. 813-827

Persistent link: https://www.econbiz.de/10011972977

The association between earnings sensitivity measures and market determined risk exposures : the case of oil price risk for petroleum refiners

Rajgopal, Shivaram; Venkatachalam, Mohan - 1998

Persistent link: https://www.econbiz.de/10001453981

Explosive oil prices

Gronwald, Marc - 2013

This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...

Persistent link: https://www.econbiz.de/10009786017

Do market conditions interfere with the transmission of uncertainty from oil market to stock market? : evidence from a modified quantile-on-quantile approach

Xie, Qichang; Tang, Guoqiang - In: Energy economics 114 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013477567

Geopolitical risk, economic policy uncertainty and global oil price volatility : an empirical study based on quantile causality nonparametric test and wavelet coherence

Yijun, Wang; Wei, Meiyun; Bashir, Usman; Zhou, Chao - In: Energy strategy reviews 41 (2022), pp. 1-9

This paper uses bivariate quantile causality nonparametric test and wavelet coherence to analyze the impacts of geopolitical risks and global economic policy uncertainty on global oil market price fluctuations. Quantitative results show that the international geopolitical risk and uncertainty in...

Persistent link: https://www.econbiz.de/10014497082