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The Effects of Oil Price Uncertainty on Global Real Economic Activity
16 references·16 citing·41 second hopsampled
The Effects of Oil Price Uncertainty on Global Real Economic Activity (2014)The Effects of Oil Price Uncertainty on G…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Are the responses of the U.S.…What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…Oil Price Uncertainty (2010)Oil Price UncertaintyNot All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …How sensitive are consumer expenditures to retail energy prices? (2009)How sensitive are consumer ex…Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)Drifts and volatilities: mone…Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Stochastic Volatility: Likeli…Oil price volatility and the macroeconomy (1996)Oil price volatility and the …Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…Irreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…A Neoclassical Model of Unemployment and the Business Cycle (1988)A Neoclassical Model of Unemp…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021)Intraday volatility transmiss…Energy Markets and Global Economic Conditions (2020)Energy Markets and Global Eco…Oil price shocks and U.S. economic activity (2019)Oil price shocks and U.S. eco…Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach (2019)Impacts of oil implied volati…Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models (2019)Geopolitical risk uncertainty…Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia (2019)Does geopolitical risk streng…The impact of uncertainty shocks on the volatility of commodity prices (2018)The impact of uncertainty sho…Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index (2018)Asymmetric impacts of oil pri…Measuring Uncertainty and Its Impact on the Economy (2017)Measuring Uncertainty and Its…Does the volatility of commodity prices reflect macroeconomic uncertainty? (2017)Does the volatility of commod…Oil price volatility and stock returns in the G7 economies (2016)Oil price volatility and stoc…Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index (2016)Oil price uncertainty and Chi…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.…Macroeconomic impacts of oil price shocks in Asian economies (2015)Macroeconomic impacts of oil …Asymmetries in the response of economic activity to oil price increases and decreases? (2014)Asymmetries in the response o…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)Oil and the Macroeconomy since World War II (1983)This is what happened to the oil price-macroeconomy relationship (1996)What is an Oil Shock? 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(2006)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 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
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2005Drifts and volatilities: monetary policies and outcomes in the post WWII US1,955 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • 1996Oil price volatility and the macroeconomy765 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2010Oil Price Uncertainty655 cited
  • 2009How sensitive are consumer expenditures to retail energy prices?580 cited
  • 2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases?

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576 cited
  • 1988A Neoclassical Model of Unemployment and the Business Cycle554 cited
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    • 2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index268 cited
    • 2017Measuring Uncertainty and Its Impact on the Economy252 cited
    • 2019Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models251 cited
    • 2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia248 cited
    • 2016Oil price volatility and stock returns in the G7 economies247 cited
    • 2020Energy Markets and Global Economic Conditions246 cited
    • 2018The impact of uncertainty shocks on the volatility of commodity prices223 cited
    • 2019Oil price shocks and U.S. economic activity206 cited
    • 2017Does the volatility of commodity prices reflect macroeconomic uncertainty?190 cited
    • 2015Macroeconomic impacts of oil price shocks in Asian economies187 cited
    • 2021Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic179 cited
    • 2016Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index168 cited
    • 2016Lower Oil Prices and the U.S. Economy: Is This Time Different?164 cited
    • 2016Macroeconomic Uncertainty and Oil Price Volatility162 cited
    • 2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach156 cited
    • 2014Asymmetries in the response of economic activity to oil price increases and decreases?145 cited