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Oil price forecastability and economic uncertainty · Study

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ArticleOil price forecastability and economic uncertainty

Stelios D. Bekiros2015

OA

Articlegreen2015

Oil price forecastability and economic uncertainty

Stelios D. Bekiros · Rangan Gupta · Alessia Paccagnini

111 citations·0/0 files stored·Economics Letters

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Market Dynamics and Volatility Monetary Policy and Economic Impact Forecasting Techniques and Applications

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References

2009The Impact of Uncertainty Shocks 1996A test for independence based on the correlation dimension 2007The Impact of Uncertainty Shocks 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US 2009Causes and Consequences of the Oil Shock of 2007–08 2003Forecasting Output and Inflation: The Role of Asset Prices 2009Causes and Consequences of the Oil Shock of 2007-08 2003Forecasting Output and Inflation: The Role of Asset Prices

Cited by

2021News-based equity market uncertainty and crude oil volatility 2021The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?2020A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets 2023A New Approach for Forecasting Crude Oil Prices Based on Stochastic and Deterministic Influences of LMD Using ARIMA and LSTM Models 2018Impact of oil and gas price shocks on the non-performing loans of banks in an oil and gas-rich economy

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Details

Year2015

Typearticle

Published2015-05-07

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations111

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.econlet.2015.04.023

openalex_workW1860928946

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