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The impact of uncertainty shocks on the volatility of commodity prices

Bakas, Dimitrios; Triantafyllou, Athanasios - In: Journal of international money and finance 87 (2018), pp. 96-111

Persistent link: https://www.econbiz.de/10012000843

Financial disruptions and heightened uncertainty : a case for timely policy action

Nalban, Valeriu; Smadu, Andra - 2020

Persistent link: https://www.econbiz.de/10012231025

The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach

Salisu, Afees A.; Gupta, Rangan; Olaniran, Abeeb - In: Applied economics letters 30 (2023) 3, pp. 269-274

Persistent link: https://www.econbiz.de/10013553138

The asymmetric responses of aggregate earnings and stock returns to oil shocks and policy uncertainty

Kang, Wensheng - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 1, pp. 97-109

Persistent link: https://www.econbiz.de/10012820818

Explosive oil prices

Gronwald, Marc - 2013

This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...

Persistent link: https://www.econbiz.de/10009786017

Does oil price respond to macroeconomic uncertainty? : new evidence

Yin, Libo - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 921-938

Persistent link: https://www.econbiz.de/10011554350

The impact of macroeconomic uncertainty on international commodity prices : empirical analysis based on TVAR model

Tan, Xiaofen; Ma, Yongjiao - In: China finance review international 7 (2017) 2, pp. 163-184

Persistent link: https://www.econbiz.de/10011797779

Global impacts of US monetary policy uncertainty shocks

Lastauskas, Povilas; Nguyen, Anh D. M. - 2021

We build a new empirical model to estimate the global impact of an increase in the volatility of US monetary policy … shocks. Specifically, we admit time-varying variances of local structural shocks from a stochastic volatility specification …. By allowing for rich dynamic interaction between the endogenous variables and time-varying volatility in the global …

Persistent link: https://www.econbiz.de/10012418859

Equity market connectedness across regimes of geopolitical risks : historical evidence and theory

Jalloul, Maya; Miescu, Mirela - 2021

Persistent link: https://www.econbiz.de/10012584185

VaR and persistence of risk shocks in cryptocurrencies market

Souza, Michel Cândido de - In: The empirical economics letters : a monthly … 18 (2019) 4, pp. 379-390

Persistent link: https://www.econbiz.de/10012312390