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The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling
16 references·16 citing·44 second hopsampled
The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling (2014)The Effect of Uncertainty on Investment: …Uncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Forecasting Volatility in Financial Markets: A Review (2003)Forecasting Volatility in Fin…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…The Effect of Uncertainty on Investment: Some Stylized Facts (1995)The Effect of Uncertainty on …Markov-Perfect Industry Dynamics: A Framework for Empirical Work (1995)Markov-Perfect Industry Dynam…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Entry and Exit Decisions under Uncertainty (1989)Entry and Exit Decisions unde…The Pricing of Options on Assets with Stochastic Volatilities (1987)The Pricing of Options on Ass…Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher (1987)Optimal Replacement of GMC Bu…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…The pricing of commodity contracts (1976)The pricing of commodity cont…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The macroeconomic effects of oil price uncertainty (2023)The macroeconomic effects of …The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach (2022)The time-varying effects of t…Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter? (2021)Dynamic linkages between econ…Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index (2020)Economic policy uncertainty (…Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data (2019)Does economic policy uncertai…Asymmetric effects of oil price uncertainty on corporate investment (2019)Asymmetric effects of oil pri…(Mis)Allocation, Market Power, and Global Oil Extraction (2019)(Mis)Allocation, Market Power…Forecasting crude oil price volatility (2018)Forecasting crude oil price v…Uncertainty, Capital Investment, and Risk Management (2017)Uncertainty, Capital Investme…The Simple Economics of Commodity Price Speculation (2016)The Simple Economics of Commo…Policy Uncertainty, Political Capital, and Firm Risk-Taking (2016)Policy Uncertainty, Political…Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model (2016)Oil price uncertainty and the…Macroeconomic Uncertainty and Oil Price Volatility (2016)Macroeconomic Uncertainty and…Lower Oil Prices and the U.S. Economy: Is This Time Different? (2016)Lower Oil Prices and the U.S.…A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets (2016)A Mind Is a Terrible Thing to…Demand Fluctuations in the Ready-Mix Concrete Industry (2013)Demand Fluctuations in the Re…Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)Investment and Hysteresis (1992)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Investment in Human Capital: A Theoretical Analysis (1962)Evaluating Natural Resource Investments (1985)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Measuring and Testing the Impact of News on Volatility (1993)Introductory Econometrics for Finance (2008)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1989Entry and Exit Decisions under Uncertainty2,356 cited
  • 1995Markov-Perfect Industry Dynamics: A Framework for Empirical Work2,327 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 1987Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher1,725 cited
  • 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 1995

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The Effect of Uncertainty on Investment: Some Stylized Facts
832 cited

Cited by

  • 2020Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index473 cited
  • 2019Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data232 cited
  • 2013Demand Fluctuations in the Ready-Mix Concrete Industry207 cited
  • 2016The Simple Economics of Commodity Price Speculation164 cited
  • 2016Lower Oil Prices and the U.S. Economy: Is This Time Different?164 cited
  • 2016Macroeconomic Uncertainty and Oil Price Volatility162 cited
  • 2022The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach142 cited
  • 2016A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets138 cited
  • 2016Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model138 cited
  • 2019Asymmetric effects of oil price uncertainty on corporate investment137 cited
  • 2021Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?132 cited
  • 2017Uncertainty, Capital Investment, and Risk Management126 cited
  • 2016Policy Uncertainty, Political Capital, and Firm Risk-Taking122 cited
  • 2018Forecasting crude oil price volatility115 cited
  • 2023The macroeconomic effects of oil price uncertainty113 cited
  • 2019(Mis)Allocation, Market Power, and Global Oil Extraction106 cited