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How Does Stock Market Volatility React to Oil Shocks?
Bastianin, Andrea - 2015
We study the impact of oil price shocks on U.S. stock market volatility. We derive three different structural oil shock variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate structural VAR models, one for each oil price...
Persistent link: https://www.econbiz.de/10013030218
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Oil shocks, policy uncertainty and earnings surprises
Kang, Wensheng; Wang, Jing - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 375-388
Persistent link: https://www.econbiz.de/10012037117
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Oil shocks, US economic uncertainty, and emerging stock markets
Kwon, Dohyoung - In: Applied economics letters 26 (2019) 18, pp. 1472-1479
Persistent link: https://www.econbiz.de/10012204823
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Changes in the effects of oil price shocks on US industrial production
Kwon, Dohyoung - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2515-2526
Persistent link: https://www.econbiz.de/10014533435
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The shale oil revolution and the global oil supply curve
Foroni, Claudia; Stracca, Livio - In: Journal of applied econometrics 38 (2023) 3, pp. 370-387
Persistent link: https://www.econbiz.de/10014287993
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Oil price shocks and policy uncertainty : new evidence on the effects of US and non-US oil production
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin L. - 2017
Persistent link: https://www.econbiz.de/10011748492
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Economic policy uncertainty and the real economy of Singapore
Istiak, Khandokar - In: The Singapore economic review 67 (2022) 4, pp. 1307-1331
Persistent link: https://www.econbiz.de/10014235207
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Geopolitical risk and economic policy uncertainty : different roles in China's financial cycle
Ming, Che; Zhu, Zixiang; Yujia, Li - In: International review of financial analysis 90 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014469216
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Impact of oil price shocks on sectoral returns in Nigeria stock market
Onyeke, Chibueze E.; Nwakoby, Ifeoma; Onwumere, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 208-215
Persistent link: https://www.econbiz.de/10012522545
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The impact of domestic and global risk factors on Turkish stock market : evidence from the NARDL approach
Erdoğan, Levent; Ceylan, Reşat; Abdul-Rahman, Mutawakil - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1961-1974
Persistent link: https://www.econbiz.de/10013190240