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How does economic policy uncertainty react to oil price shocks? A multi-scale perspective
16 references·1 citing·49 second hop
How does economic policy uncertainty react to oil price shocks? A multi-scale perspective (2019)How does economic policy uncertainty reac…Oil financialization and volatility forecast: Evidence from multidimensional predictors (2019)Oil financialization and vola…Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures (2019)Developing a hierarchical sys…Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach (2018)Uncertainties and extreme ris…The spillover effect of the US uncertainty on emerging economies: a panel VAR approach (2018)The spillover effect of the U…Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains (2018)Multi-scale interactions betw…Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS (2018)Modelling dynamic dependence …Information spillovers and connectedness networks in the oil and gas markets (2018)Information spillovers and co…Economic policy uncertainty and economic activity in Turkey (2018)Economic policy uncertainty a…Is economic policy uncertainty important to forecast the realized volatility of crude oil futures? (2017)Is economic policy uncertaint…Investor sentiment and the price of oil (2017)Investor sentiment and the pr…A deep learning ensemble approach for crude oil price forecasting (2017)A deep learning ensemble appr…On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes (2016)On the dynamic dependence bet…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Uncertainty and Crude Oil Returns (2015)Uncertainty and Crude Oil Ret…Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)Dynamic spillovers of oil pri…Macroeconomics and Reality (1980)Macroeconomics and RealityHow EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis (2024)How EPU, VIX, and GPR interac…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autoregressive Unit Root (1996)The Impact of Uncertainty Shocks (2009)Coronavirus and Oil Price Crash (2020)Economic policy uncertainty, energy consumption and carbon emissions in G7 countries: evidence from a panel Granger causality analysis (2020)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016)Global financial crisis and rising connectedness in the international commodity markets (2018)Symmetric and asymmetric impact of oil price, FDI and economic growth on carbon emission in Pakistan: Evidence from ARDL and non-linear ARDL approach (2020)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Testing for a Unit Root in Time Series Regression (1988)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Machine learning in energy economics and finance: A review (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)How China's current carbon trading policy affects carbon price? An investigation of the Shanghai Emission Trading Scheme pilot (2018)COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price (2020)The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach (2021)The Consequences of Policy Uncertainty (2016)Covid-19, oil price and UK economic policy uncertainty: evidence from the ARDL approach (2020)Symmetric and asymmetric impact of economic policy uncertainty on food prices in China: A new evidence (2021)Impact of economic policy uncertainty, geopolitical risk, and economic complexity on carbon emissions and ecological footprint: an investigation of the E7 countries (2022)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)CoVaR (2016)Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis (2019)Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle (2022)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Measuring Uncertainty (2015)Impact of economic policy uncertainty shocks on China's financial conditions (2019)Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover (2020)Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis (2022)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Modeling and Forecasting Realized Volatility (2003)Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter? (2019)Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach (2020)Forecasting crude oil market volatility using variable selection and common factor (2022)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2014Dynamic spillovers of oil price shocks and economic policy uncertainty435 cited
  • 2017A deep learning ensemble approach for crude oil price forecasting387 cited
  • 2015Uncertainty and Crude Oil Returns256 cited
  • 2018Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS236 cited
  • 2017Investor sentiment and the price of oil232 cited
  • 2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach197 cited
  • 2019Oil financialization and volatility forecast: Evidence from multidimensional predictors154 cited
  • 2018Economic policy uncertainty and economic activity in Turkey137 cited
  • 2018Information spillovers and connectedness networks in the oil and gas markets137 cited
  • 2018Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains119 cited
  • 2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes97 cited
  • 2019Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures88 cited

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2017
Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?
87 cited
  • 2018The spillover effect of the US uncertainty on emerging economies: a panel VAR approach58 cited
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    • 2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis47 cited