Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Uncertainty and Crude Oil Returns

16 references·16 citing·42 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

2009The Impact of Uncertainty Shocks5,941 cited
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
1983Oil and the Macroeconomy since World War II3,823 cited
1990Irreversibility, Uncertainty, and Investment2,456 cited
2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
2007The Impact of Uncertainty Shocks2,111 cited
2004Copula Methods in Finance2,013 cited
2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
2013Measuring Economic Policy Uncertainty858 cited
2006The Copula-GARCH model of conditional dependencies: An international stock market application784 cited
2001Risk factors in stock returns of Canadian oil and gas companies

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

653 cited

Cited by

2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach197 cited
2020Coronavirus and Oil Price Crash193 cited
2020Economic policy uncertainty, energy consumption and carbon emissions in G7 countries: evidence from a panel Granger causality analysis186 cited
2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies178 cited
2021Does crude oil price stimulate economic policy uncertainty in BRICS?177 cited
2022Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions177 cited
2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production171 cited
2020Uncertainty Due to Infectious Diseases and Energy Market Volatility160 cited
2019Uncertainty and crude oil market volatility: new evidence157 cited
2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective156 cited
2019Oil financialization and volatility forecast: Evidence from multidimensional predictors154 cited
2021Nexus between economic policy uncertainty, renewable & non-renewable energy and carbon emissions: Contextual evidence in carbon neutrality dream of USA150 cited
2020Can the COVID-19 Pandemic and Oil Prices Drive the US Partisan Conflict Index?147 cited
2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method142 cited
2021Heterogeneous effects of economic policy uncertainty and foreign direct investment on environmental quality: cross-country evidence140 cited
2020Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective138 cited