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Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective
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Cited by:
- Ben Salem, Leila & Nouira, Ridha & Jeguirim, Khaled & Rault, Christophe, 2022.
"The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches,"
Resources Policy, Elsevier, vol. 79(C).
- Leila Ben Salem & Ridha Nouira & Khaled Jeguirim & Christophe Rault, 2022. "The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches," CESifo Working Paper Series 10050, CESifo.
- Salem, Leila Ben & Nouira, Ridha & Jeguirim, Khaled & Rault, Christophe, 2022. "The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches," IZA Discussion Papers 15666, Institute of Labor Economics (IZA).
- Leila Ben Salem & Ridha Nouira & Khaled Jeguirim & Christophe Rault, 2022. "The determinants of crude oil prices: Evidence from ARDL, and non linear ARSL approaches," Working Papers hal-04638858, HAL.
- Leila BEN SALEM & Ridha NOUIRA & KHALED JEGUIRIM & Christophe RAULT, 2022. "The determinants of crude oil prices: Evidence from ARDL, and nonlinear ARSL approaches," LEO Working Papers / DR LEO 2958, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Leila Ben Salem & Ridha Nouira & Khaled Jeguirim & Christophe Rault, 2022. "The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches," Post-Print hal-04143946, HAL.
- Fasanya, Ismail & Makanda, Samantha, 2024. "Disentangled oil shocks and macroeconomic policy uncertainty in South Africa," Resources Policy, Elsevier, vol. 95(C).
- Dai, Xingyu & Dai, Peng-Fei & Wang, Qunwei & Ouyang, Zhi-Yi, 2023. "The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon," Research in International Business and Finance, Elsevier, vol. 64(C).
- Lin, Boqiang & Chen, Yiyang & Gong, Xu, 2024. "Stress from attention: The relationship between climate change attention and crude oil markets," Journal of Commodity Markets, Elsevier, vol. 34(C).
- Khan, Zeeshan & Badeeb, Ramez Abubakr & Nawaz, Kishwar, 2022.
"Natural resources and economic performance: Evaluating the role of political risk and renewable energy consumption,"
Resources Policy, Elsevier, vol. 78(C).
- Zeeshan Khan & Ramez Abubakr Badeeb & Kishwar Nawaz, 2022. "Natural resources and economic performance: Evaluating the role of political risk and renewable energy consumption," Post-Print hal-03858132, HAL.
- Dai, Zhifeng & Peng, Yongxin, 2022. "Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Wang, Shouwen & Xu, Lijie & Yu, Siming & Wang, Siyao, 2023. "Russia-Ukraine war perspective of natural resources extraction: A conflict with impact on sustainable development," Resources Policy, Elsevier, vol. 85(PA).
- Yi‐Ting Peng & Tsangyao Chang & Omid Ranjbar, 2022. "Analyzing the degree of persistence of economic policy uncertainty using linear and non‐linear fourier quantile unit root tests," Manchester School, University of Manchester, vol. 90(4), pages 453-471, July.
- Hordofa, Tolassa Temesgen & Liying, Song & Mughal, Nafeesa & Arif, Asma & Minh Vu, Hieu & Kaur, Prabjot, 2022. "Natural resources rents and economic performance: Post-COVID-19 era for G7 countries," Resources Policy, Elsevier, vol. 75(C).
- Liu, Fangying & Su, Chi Wei & Tao, Ran & Lobonţ, Oana-Ramona, 2024. "Does economic and climate policy uncertainty matter the oil market?," Resources Policy, Elsevier, vol. 95(C).
- Gong, Mengqi & You, Zhe & Wang, Longle & Ruan, Dapeng, 2024. "Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices," Journal of Asian Economics, Elsevier, vol. 90(C).
- Xiao, Jihong & Wang, Yudong, 2021. "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, vol. 97(C).
- Tunc, Ahmet & Kocoglu, Mustafa & Aslan, Alper, 2022. "Time-varying characteristics of the simultaneous interactions between economic uncertainty, international oil prices and GDP: A novel approach for Germany," Resources Policy, Elsevier, vol. 77(C).
- Cao, Yanyan & Xiang, Shihui, 2023. "Natural resources volatility and causal associations for BRICS countries: Evidence from Covid-19 data," Resources Policy, Elsevier, vol. 80(C).
- Yildirim, Zekeriya & Guloglu, Hasan, 2024. "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, vol. 306(C).
- Golitsis, Petros & Gkasis, Pavlos & Bellos, Sotirios K., 2022. "Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Davidmac O. Ekeocha & Jonathan E. Ogbuabor & Oliver E. Ogbonna & Anthony Orji, 2023. "Economic policy uncertainty, governance institutions and economic performance in Africa: are there regional differences?," Economic Change and Restructuring, Springer, vol. 56(3), pages 1367-1431, June.
- Jiang, Qisheng & Cheng, Sheng, 2021. "How the fiscal and monetary policy uncertainty of China respond to global oil price volatility: A multi-regime-on-scale approach," Resources Policy, Elsevier, vol. 72(C).
- Yan Ding & Yue Liu & Pierre Failler, 2022. "The Impact of Uncertainties on Crude Oil Prices: Based on a Quantile-on-Quantile Method," Energies, MDPI, vol. 15(10), pages 1-35, May.
- Muğaloğlu, Erhan & Kuşkaya, Sevda & Aldieri, Luigi & Alnour, Mohammed & Hoque, Mohammad Enamul & Magazzino, Cosimo & Bilgili, Faik, 2023. "Dynamic regime differences in the market behavior of primary natural resources in response to geopolitical risk and economic policy uncertainty," Resources Policy, Elsevier, vol. 87(PB).
- OlaOluwa S. Yaya & Hammed A. Olayinka & Ahamuefula E. Ogbonna & Mamdouh Abdulaziz Saleh Al-Faryan & Xuan Vinh Vo, 2024. "Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-27, April.
- Xiao, Jihong & Liu, Hong, 2023. "The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?," Resources Policy, Elsevier, vol. 82(C).
- Doğan, Buhari & Trabelsi, Nader & Tiwari, Aviral Kumar & Ghosh, Sudeshna, 2023. "Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 36-62.
- Padhan, Hemachandra & Kocoglu, Mustafa & Tiwari, Aviral Kumar & Haouas, Ilham, 2024. "Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective," Energy Economics, Elsevier, vol. 138(C).
- Khan, Zeeshan & Hossain, Mohammad Razib & Badeeb, Ramez Abubakr & Zhang, Changyong, 2023. "Aggregate and disaggregate impact of natural resources on economic performance: Role of green growth and human capital," Resources Policy, Elsevier, vol. 80(C).
- Boroumand, Raphaël Homayoun & Porcher, Thomas & Urom, Christian, 2021. "Negative oil price shocks transmission: The comparative effects of the GFC, shale oil boom, and Covid-19 downturn on French gasoline prices," Research in International Business and Finance, Elsevier, vol. 58(C).
- Dai, Zhifeng & Zhang, Xiaotong & Liang, Chao, 2024. "Efficient predictability of oil price: The role of VIX-based panic index shadow line difference," Energy Economics, Elsevier, vol. 129(C).
- Wang, Yilei & Cheng, Sheng & Cao, Yan, 2022. "How does economic policy uncertainty respond to the global oil price fluctuations? Evidence from BRICS countries," Resources Policy, Elsevier, vol. 79(C).
- Li, Siying & Cifuentes-Faura, Javier & Talbi, Besma & Sadiq, Muhammad & Si Mohammed, Kamel & Bashir, Muhammad Farhan, 2023. "Dynamic correlated effects of electricity prices, biomass energy, and technological innovation in Tunisia's energy transition," Utilities Policy, Elsevier, vol. 82(C).
- Xiao, Jihong & Wang, Yudong, 2022. "Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression," Energy, Elsevier, vol. 241(C).
- Zhang, Feng & Huang, Yongming & Nan, Xiaoli, 2022. "The price volatility of natural resource commodity and global economic policy uncertainty: Evidence from US economy," Resources Policy, Elsevier, vol. 77(C).
- Long, Shaobo & Zhang, Rui & Hao, Jing, 2022. "Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Aimer, Najmi & Lusta, Abdulmula, 2022. "Asymmetric effects of oil shocks on economic policy uncertainty," Energy, Elsevier, vol. 241(C).
- Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.
- Salim Hamza Ringim & Abdulkareem Alhassan & Hasan Güngör & Festus Victor Bekun, 2022. "Economic Policy Uncertainty and Energy Prices: Empirical Evidence from Multivariate DCC-GARCH Models," Energies, MDPI, vol. 15(10), pages 1-18, May.
- Mahmoud Ayoub & Mahmoud Qadan, 2024. "Financial ambiguity and oil prices," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-23, December.
- Wei Yang & Yifu Zhang & Yuan Hu, 2022. "Heterogeneous Impact of Economic Policy Uncertainty on Provincial Environmental Pollution Emissions in China," Sustainability, MDPI, vol. 14(9), pages 1-13, April.
- Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022. "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, vol. 61(C).
- Yanping Liu & Bo Yan, 2024. "Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 563-591, September.
- Ren, Yi-Shuai & Klein, Tony & Jiang, Yong & Ma, Chao-Qun & Yang, Xiao-Guang, 2024. "Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, vol. 104(C).
- Yang, Xiaoming & Zhang, Jia & Xu, Zhaoyi, 2023. "Natural resources for policy makers: Revisiting COVID-19 perspective of aggregate South Asian economies," Resources Policy, Elsevier, vol. 83(C).
- Zhang, Dongyang & Bai, Dingchuan & Chen, Xingyu, 2024. "Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange," Energy Economics, Elsevier, vol. 129(C).
- Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023. "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
- Ferreira, Paulo & Almeida, Dora & Dionísio, Andreia & Bouri, Elie & Quintino, Derick, 2022. "Energy markets – Who are the influencers?," Energy, Elsevier, vol. 239(PA).
- Bouteska, Ahmed & Hajek, Petr & Fisher, Ben & Abedin, Mohammad Zoynul, 2023. "Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network," Research in International Business and Finance, Elsevier, vol. 64(C).
- Haykir, Ozkan & Yagli, Ibrahim & Aktekin Gok, Emine Dilara & Budak, Hilal, 2022. "Oil price explosivity and stock return: Do sector and firm size matter?," Resources Policy, Elsevier, vol. 78(C).
- Zhou, Deheng & Siddik, Abu Bakkar & Guo, Lili & Li, Houjian, 2023. "Dynamic relationship among climate policy uncertainty, oil price and renewable energy consumption—findings from TVP-SV-VAR approach," Renewable Energy, Elsevier, vol. 204(C), pages 722-732.
- Mhd Ruslan, Siti Marsila & Mokhtar, Kasypi, 2021. "Stock market volatility on shipping stock prices: GARCH models approach," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Abiodun Moses Adetokunbo & Afe Success Mevhare, 2024. "The interconnectivity between green stocks, oil prices, and uncertainty surrounding economic policy: indications from the United States," SN Business & Economics, Springer, vol. 4(2), pages 1-26, February.
- Muhammad Luqman & Yafei Li, 2024. "Can oil prices affect economic uncertainty and financial stress? Quantile-based evidence from France and Germany," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-23, December.
- Olanipekun, Ifedolapo Olabisi & Ozkan, Oktay & Olasehinde-Williams, Godwin, 2023. "Is renewable energy use lowering resource-related uncertainties?," Energy, Elsevier, vol. 271(C).
- Sheng Cheng & Wei Liu & Qisheng Jiang & Yan Cao, 2023. "Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1593-1616, April.
- Efthimios Zervas & Leonidas Vatikiotis & Zoe Gareiou & Stella Manika & Ruth Herrero-Martin, 2021. "Assessment of the Greek National Plan of Energy and Climate Change—Critical Remarks," Sustainability, MDPI, vol. 13(23), pages 1-18, November.