Chiweza, Junior T.; Aye, Goodness C. - In: Cogent economics & finance 6 (2018) 1, pp. 1-17
Autoregressive (SVAR) methodology is applied incorporating realized volatility as an indicator of oil price uncertainty to …This paper investigates the link between oil price uncertainty shocks and key macroeconomic indicators of a net oil … investigate the short run effects of oil price uncertainty. The Generalised Impulse Response Functions (GIRF) analysis reveals …