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RETRACTED: Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players
16 references·0 citing·43 second hopsampled
RETRACTED: Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players (2023)RETRACTED: Geopolitical oil price uncerta…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Geopolitical risks and the oil-stock nexus over 1899–2016 (2017)Geopolitical risks and the oi…Uncertainty shocks are aggregate demand shocks (2016)Uncertainty shocks are aggreg…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Dynamic spillover effects amo…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyUncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Does the Fed Respond to Oil Price Shocks? (2011)Does the Fed Respond to Oil P…Approximate Asymptotic P Values for Structural-Change Tests (1997)Approximate Asymptotic P Valu…Oil price volatility and the macroeconomy (1996)Oil price volatility and the …A test for independence based on the correlation dimension (1996)A test for independence based…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Price of oil and world inflation and recession (1981)Price of oil and world inflat…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Engineering and econometric interpretations of energy-capital complementarity (1979)Engineering and econometric i…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Impact of Uncertainty Shocks (2009)Economic policy uncertainty: A literature review (2019)Tax Policy and Investment Behavior (1967)Expectations and the neutrality of money (1972)Understanding business cycles (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Testing for the Constancy of Parameters Over Time (1989)Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies (2021)Geopolitical risk and dynamic connectedness between commodity markets (2022)Risk, Uncertainty and Profit (1921)Investment Under Uncertainty. (1994)Really Uncertain Business Cycles (2014)Policy Uncertainty and Corporate Investment (2015)An Economic Theory of Democracy. (1958)Distributive Politics and Economic Growth (1994)Political uncertainty and risk premia (2013)Firm-Level Political Risk: Measurement and Effects* (2019)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

  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,169 cited
  • 1983Oil and the Macroeconomy since World War II3,892 cited
  • 1996A test for independence based on the correlation dimension3,573 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,451 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2016Uncertainty shocks are aggregate demand shocks830 cited
  • 1996Oil price volatility and the macroeconomy765 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
  • 1979Engineering and econometric interpretations of energy-capital complementarity481 cited
  • 1981Price of oil and world inflation and recession444 cited
  • 2017Geopolitical risks and the oil-stock nexus over 1899–2016413 cited
  • 2011Does the Fed Respond to Oil Price Shocks?385 cited

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1997
Approximate Asymptotic P Values for Structural-Change Tests
374 cited

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