This paper investigates the time-varying impact of oil price uncertainty on stock prices in China using weekly data on … suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …

This paper investigates the time-varying impact of oil price uncertainty on stock prices in China using weekly data on … suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …

Autoregressive (SVAR) methodology is applied incorporating realized volatility as an indicator of oil price uncertainty to …

We study the impact of oil price shocks on U.S. stock market volatility. We derive three different structural oil shock … variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate … stock market volatility only with delay. This implies that innovations to the price of crude oil are not strictly exogenous …

We study the effects of crude oil price shocks on the stock market volatility of the G7 economies. We rely on a … oil demand innovations have on financial volatility. We show that stock market volatility does not respond to oil supply …

volatility periods in both of them, separately. From a multivariate perspective, we do not observe a significant effect between …