SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US
16 references·6 citing·42 second hop
The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US (2020)The asymmetric impact of oil prices, inte…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2008)An Autoregressive Distributed…Forecasting Volatility in Financial Markets: A Review (2003)Forecasting Volatility in Fin…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …What is an Oil Shock? (2000)What is an Oil Shock?The relation between implied and realized volatility (1998)The relation between implied …What happened to the oil price-macroeconomy relationship? (1996)What happened to the oil pric…Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Oil Shocks and the Macroecono…ARCH modeling in finance (1992)ARCH modeling in financeOil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Oil price uncertainty, workplace misconduct, and cash holding (2023)Oil price uncertainty, workpl…Does oil price uncertainty matter in firm innovation? Evidence from China (2023)Does oil price uncertainty ma…Oil price uncertainty, corporate governance and firm performance (2022)Oil price uncertainty, corpor…Asymmetric effect of monetary policy on Indian stock market sectors: Do monetary policy stimulus transpire the same effect on all sectors? (2022)Asymmetric effect of monetary…The role of oil price uncertainty shocks on oil-exporting countries (2020)The role of oil price uncerta…Black gold falls, black plague arise - An Opec crude oil price forecast using a gray prediction model (2020)Black gold falls, black plagu…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Policy Uncertainty and Corporate Investment (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)Oil price shocks and stock market activity (1999)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 2008An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis1,484 cited
  • 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
  • 1998The relation between implied and realized volatility1,114 cited
  • 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
  • 1996What happened to the oil price-macroeconomy relationship?918 cited

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

  • 1995Oil Shocks and the Macroeconomy: The Role of Price Variability*914 cited
  • Cited by

    • 2020The role of oil price uncertainty shocks on oil-exporting countries65 cited
    • 2022Oil price uncertainty, corporate governance and firm performance53 cited
    • 2020Black gold falls, black plague arise - An Opec crude oil price forecast using a gray prediction model45 cited
    • 2023Does oil price uncertainty matter in firm innovation? Evidence from China19 cited
    • 2023Oil price uncertainty, workplace misconduct, and cash holding17 cited
    • 2022Asymmetric effect of monetary policy on Indian stock market sectors: Do monetary policy stimulus transpire the same effect on all sectors?12 cited