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Oil price elasticities and oil price fluctuations

Caldara, Dario; Cavallo, Michele; Iacoviello, Matteo - In: Journal of monetary economics 103 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012265049

Dynamic spillovers and connectedness between oil returns and policy uncertainty

Wang, En-Ze; Lee, Chien-chiang - In: Applied economics 52 (2020) 35, pp. 3788-3808

Persistent link: https://www.econbiz.de/10012258981

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

Macroeconomic effects of oil price fluctuations in Colombia

Virla, Leonardo Quero - In: Ecos de economía 20 (2016) 43, pp. 23-38

Persistent link: https://www.econbiz.de/10011582729

Time-varying effect of oil market shocks on the stock market

Kang, Wensheng; Ratti, Ronald A.; Yoon, Kyung Hwan - In: Journal of banking & finance 61 (2015) 2, pp. 150-163

Persistent link: https://www.econbiz.de/10011585533

How is volatility in commodity markets linked to oil price shocks?

Ahmadi, Maryam; Behmiri, Niaz Bashiri; Manera, Matteo - In: Energy economics 59 (2016), pp. 11-23

Persistent link: https://www.econbiz.de/10011699432

Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model

Alsalman, Zeina - In: Energy economics 59 (2016), pp. 251-260

Persistent link: https://www.econbiz.de/10011699620

The dark side of the black gold shock onto Europe : one stock's joy is another stock's sorrow

Kaabia, Olfa; Abid, Ilyes; Mkaouar, Farid - In: Economic modelling 58 (2016), pp. 642-654

Persistent link: https://www.econbiz.de/10011647942

Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States

Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171

Persistent link: https://www.econbiz.de/10011673355

Oil price uncertainty and the business cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework

Thiem, Christopher - 2017

volatility as well as the U.S. economy. We find that - even after accounting for these factors - oil price uncertainty still has … confirms these results. Finally, significant spillover effects in the GARCH model suggest that oil price volatility is a gauge …

Persistent link: https://www.econbiz.de/10011608019