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Infectious Diseases, Market Uncertainty and Oil Market Volatility
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
  • 2020COVID-Induced Economic Uncertainty1,562 cited
  • 2006Asymptotics for out of sample tests of Granger causality697 cited
  • 2008Realized Volatility: A Review517 cited
  • 2016The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method337 cited
  • 2017Forecasting oil price realized volatility using information channels from other asset classes284 cited
  • 2010Quasi-maximum likelihood estimation of volatility with high frequency data280 cited
  • 2018Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data225 cited
  • 2008Viewpoint: Estimating the equity premium195 cited
  • 2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss146 cited
  • 2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks140 cited
  • 2019The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging124 cited
  • 2016Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data

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Cited by

  • 2020Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities102 cited
  • 2021On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era101 cited
  • 2021Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–200888 cited
  • 2021Preventing crash in stock market: The role of economic policy uncertainty during COVID-1979 cited
  • 2021Government responses to COVID-19 and industry stock returns78 cited
  • 2021Risk Transmission from the COVID-19 to Metals and Energy Markets63 cited
  • 2021Regime-switching energy price volatility: The role of economic policy uncertainty63 cited
  • 2021Forecasting oil and gold volatilities with sentiment indicators under structural breaks44 cited
  • 2021Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis42 cited
  • 2022Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets38 cited
  • 2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment34 cited
  • 2025Business Resilience as a Mediator in the Link Between Digital Logistics Strategies and Competitive Advantage: Insights from Emerging Markets14 cited