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The Effects of Oil Price Uncertainty on Global Real Economic Activity

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  1. Sung Je Byun & Soojin Jo, 2018. "Heterogeneity in the dynamic effects of uncertainty on investment," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(1), pages 127-155, February.
  2. Soojin Jo & Rodrigo Sekkel, 2019. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 436-446, July.
  3. Boqiang Lin & Siquan Wang, 2023. "Mechanism analysis of the influence of oil price uncertainty on strategic investment of renewable energy enterprises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4176-4193, October.
  4. Cunado, Juncal & Jo, Soojin & Perez de Gracia, Fernando, 2015. "Macroeconomic impacts of oil price shocks in Asian economies," Energy Policy, Elsevier, vol. 86(C), pages 867-879.
  5. Bakas, Dimitrios & Triantafyllou, Athanasios, 2018. "The impact of uncertainty shocks on the volatility of commodity prices," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 96-111.
  6. Xu, Yan & Liu, Tianli & Du, Pei, 2024. "Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict," Resources Policy, Elsevier, vol. 88(C).
  7. Xiao, Jihong & Chen, Xian & Li, Yang & Wen, Fenghua, 2022. "Oil price uncertainty and stock price crash risk: Evidence from China," Energy Economics, Elsevier, vol. 112(C).
  8. Chen, Lin & Wen, Fenghua & Li, Wanyang & Yin, Hua & Zhao, Lili, 2022. "Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes," Energy Economics, Elsevier, vol. 107(C).
  9. Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
  10. Popiel Michal Ksawery, 2020. "Fiscal policy uncertainty and US output," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
  11. Zhang, Zhikai & Wang, Yudong & Xiao, Jihong & Zhang, Yaojie, 2023. "Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions," Resources Policy, Elsevier, vol. 80(C).
  12. Laurent Ferrara & Pierre Guérin, 2018. "What are the macroeconomic effects of high‐frequency uncertainty shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 662-679, August.
  13. Athanasios Triantafyllou & Dimitrios Bakas & Marilou Ioakimidis, 2023. "Commodity price uncertainty as a leading indicator of economic activity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4194-4219, October.
  14. Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018. "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, vol. 75(C), pages 239-248.
  15. Apostolos Serletis & Libo Xu, 2023. "Oil price uncertainty and climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 323-332, June.
  16. Bataa, Erdenebat & Izzeldin, Marwan & Osborn, Denise R., 2016. "Changes in the global oil market," Energy Economics, Elsevier, vol. 56(C), pages 161-176.
  17. Joëts, Marc & Mignon, Valérie & Razafindrabe, Tovonony, 2017. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Energy Economics, Elsevier, vol. 68(C), pages 313-326.
  18. Bree J. Lang & Pratish Patel, 2023. "Funding infrastructure under uncertainty: evidence from tax credit prices," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(3), pages 635-677, June.
  19. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Adeabah, David & Sahay, Vinita S., 2024. "Time-varying relationship between international monetary policy and energy markets," Energy Economics, Elsevier, vol. 131(C).
  20. Haroon Mumtaz, 2018. "A generalised stochastic volatility in mean VAR," Working Papers 855, Queen Mary University of London, School of Economics and Finance.
  21. Kandemir Kocaaslan, Ozge, 2019. "Oil price uncertainty and unemployment," Energy Economics, Elsevier, vol. 81(C), pages 577-583.
  22. Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022. "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 882-895, August.
  23. Haykel Tlili & Kais Tissaoui & Bassem Kahouli & Rabab Triki, 2024. "How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-24, December.
  24. Mei, Dexiang & Zeng, Qing & Cao, Xiang & Diao, Xiaohua, 2019. "Uncertainty and oil volatility: New evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 155-163.
  25. Christiane Baumeister & Lutz Kilian, 2016. "Lower Oil Prices and the U.S. Economy: Is This Time Different?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 47(2 (Fall)), pages 287-357.
  26. Zhang, Yaojie & Wahab, M.I.M. & Wang, Yudong, 2023. "Forecasting crude oil market volatility using variable selection and common factor," International Journal of Forecasting, Elsevier, vol. 39(1), pages 486-502.
  27. Zhang, Xiang & Zhang, Zongyi & Zhou, Han, 2020. "Oil price uncertainty and cash holdings: Evidence from China," Energy Economics, Elsevier, vol. 87(C).
  28. Jo, Soojin & Karnizova, Lilia & Reza, Abeer, 2019. "Industry effects of oil price shocks: A re-examination," Energy Economics, Elsevier, vol. 82(C), pages 179-190.
  29. Han, Liyan & Lv, Qiuna & Yin, Libo, 2017. "Can investor attention predict oil prices?," Energy Economics, Elsevier, vol. 66(C), pages 547-558.
  30. Gieseck Arne & Largent Yannis, 2016. "The Impact of Macroeconomic Uncertainty on Activity in the Euro Area," Review of Economics, De Gruyter, vol. 67(1), pages 25-52, May.
  31. Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A., 2021. "Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
  32. Muhammad Arshad Khan & Muhammad Iftikhar Ul Husnain & Qaisar Abbas & Syed Zulfiqar Ali Shah, 2019. "Asymmetric effects of oil price shocks on Asian economies: a nonlinear analysis," Empirical Economics, Springer, vol. 57(4), pages 1319-1350, October.
  33. Mei, Dexiang & Ma, Feng & Liao, Yin & Wang, Lu, 2020. "Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models," Energy Economics, Elsevier, vol. 86(C).
  34. Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023. "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers 202332, University of Pretoria, Department of Economics.
  35. Gao, Lin & Hitzemann, Steffen & Shaliastovich, Ivan & Xu, Lai, 2022. "Oil volatility risk," Journal of Financial Economics, Elsevier, vol. 144(2), pages 456-491.
  36. Yang, Cai & Niu, Zibo & Gao, Wang, 2022. "The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach," Resources Policy, Elsevier, vol. 76(C).
  37. Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024. "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, vol. 48(2).
  38. Koirala, Niraj Prasad & Ma, Xiaohan, 2020. "Oil price uncertainty and U.S. employment growth," Energy Economics, Elsevier, vol. 91(C).
  39. Piotr Adamczyk, 2022. "Does the Volatility of Oil Price Affect the Structure of Employment? The Role of Exchange Rate Regime and Energy Import Dependency," Energies, MDPI, vol. 15(19), pages 1-10, September.
  40. Ma, Xiaohan, 2023. "Oil uncertainty and the price-cost markup: Evidence from U.S. data," Energy Economics, Elsevier, vol. 124(C).
  41. Chan, Ying Tung & Dong, Yilin, 2022. "How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model," Economic Modelling, Elsevier, vol. 114(C).
  42. Farid, Saqib & Kayani, Ghulam Mujtaba & Naeem, Muhammad Abubakr & Shahzad, Syed Jawad Hussain, 2021. "Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 72(C).
  43. Kyritsis, Evangelos & Serletis, Apostolos, 2018. "The zero lower bound and market spillovers: Evidence from the G7 and Norway," Research in International Business and Finance, Elsevier, vol. 44(C), pages 100-123.
  44. Nima Nonejad, 2021. "Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large‐scale out‐of‐sample forecast evaluation of US macroeconomic data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 769-791, August.
  45. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
  46. Wen, Xiaoqian & Xie, Yuxin & Pantelous, Athanasios A., 2022. "Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation," Energy Economics, Elsevier, vol. 108(C).
  47. Ine Van Robays, 2016. "Macroeconomic Uncertainty and Oil Price Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 671-693, October.
  48. Alain Kabundi & Franziska Ohnsorge, 2020. "Implications of cheap oil for emerging markets," CAMA Working Papers 2020-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  49. Punzi, Maria Teresa, 2019. "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, vol. 129(C), pages 1306-1319.
  50. Kocaarslan, Baris & Soytas, Mehmet Ali & Soytas, Ugur, 2020. "The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US," Energy Economics, Elsevier, vol. 86(C).
  51. Maud Korley & Evangelos Giouvris, 2022. "The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries," Economies, MDPI, vol. 10(11), pages 1-29, November.
  52. Guo, Yangli & Ma, Feng & Li, Haibo & Lai, Xiaodong, 2022. "Oil price volatility predictability based on global economic conditions," International Review of Financial Analysis, Elsevier, vol. 82(C).
  53. Bermpei, Theodora & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios & Alshalahi, Jebreel, 2023. "Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies," Journal of Commodity Markets, Elsevier, vol. 29(C).
  54. Knotek, Edward S. & Zaman, Saeed, 2021. "Asymmetric responses of consumer spending to energy prices: A threshold VAR approach," Energy Economics, Elsevier, vol. 95(C).
  55. Magdalena Ziolo & Iwona Bak & Anna Spoz & Beata Zofia Filipiak & Jaroslaw Kozuba & Piotr Niedzielski, 2020. "A Sustainable Approach for Financial and Energy Markets: The Perspective of OECD European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 462-487.
  56. Elder, John, 2020. "Employment and energy uncertainty," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  57. Arampatzidis, Ioannis & Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2021. "Oil and the U.S. stock market: Implications for low carbon policies," Energy Economics, Elsevier, vol. 103(C).
  58. Diaz, Elena Maria & Molero, Juan Carlos & Perez de Gracia, Fernando, 2016. "Oil price volatility and stock returns in the G7 economies," Energy Economics, Elsevier, vol. 54(C), pages 417-430.
  59. Sajjadur Rahman, 2021. "Oil price volatility and the US stock market," Empirical Economics, Springer, vol. 61(3), pages 1461-1489, September.
  60. Xiao, Jihong & Hu, Chunyan & Ouyang, Guangda & Wen, Fenghua, 2019. "Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach," Energy Economics, Elsevier, vol. 80(C), pages 297-309.
  61. Ouyang, Ruolan & Chen, Xiang & Fang, Yi & Zhao, Yang, 2022. "Systemic risk of commodity markets: A dynamic factor copula approach," International Review of Financial Analysis, Elsevier, vol. 82(C).
  62. Dohyoung Kwon, 2022. "The impacts of oil price shocks and United States economic uncertainty on global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1595-1607, April.
  63. Sun-Yong Choi & Changsoo Hong, 2020. "Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices," PLOS ONE, Public Library of Science, vol. 15(5), pages 1-26, May.
  64. Zalina Zainal, Zalina & Aziz, Mukhriz Izraf Azman & Md. Salleh, Mohd Faisol, 2021. "The Effect of Asymmetrical Relationship of Oil Price Shocks on Gross Domestic Product," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(2), pages 121-135.
  65. Nam, Kyungsik, 2021. "Investigating the effect of climate uncertainty on global commodity markets," Energy Economics, Elsevier, vol. 96(C).
  66. Fernandez-Perez, Adrian & Indriawan, Ivan & Tse, Yiuman & Xu, Yahua, 2023. "Cross-asset time-series momentum: Crude oil volatility and global stock markets," Journal of Banking & Finance, Elsevier, vol. 154(C).
  67. Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2024. "Metal and energy price uncertainties and the global economy," Journal of International Money and Finance, Elsevier, vol. 143(C).
  68. Alturki, Sultan & Olson, Eric, 2022. "Oil sentiment and the U.S. inflation premium," Energy Economics, Elsevier, vol. 114(C).
  69. Christina Anderl & Guglielmo Maria Caporale, 2023. "The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies," CESifo Working Paper Series 10276, CESifo.
  70. Jiang, Yong & Zhou, Zhongbao & Liu, Qing & Lin, Ling & Xiao, Helu, 2020. "How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks," Energy Economics, Elsevier, vol. 87(C).
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  120. Alsubaiei, Bader Jawid & Calice, Giovanni & Vivian, Andrew, 2024. "How does oil market volatility impact mutual fund performance?," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1601-1621.
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  123. Rahman, Sajjadur, 2022. "The asymmetric effects of oil price shocks on the U.S. stock market," Energy Economics, Elsevier, vol. 105(C).
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  126. Śmiech, Sławomir & Papież, Monika & Rubaszek, Michał & Snarska, Małgorzata, 2021. "The role of oil price uncertainty shocks on oil-exporting countries," Energy Economics, Elsevier, vol. 93(C).
  127. Tong Fang & Deyu Miao & Zhi Su & Libo Yin, 2023. "Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 872-904, July.
  128. Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021. "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, vol. 73(C).
  129. Guo, Yangli & He, Feng & Liang, Chao & Ma, Feng, 2022. "Oil price volatility predictability: New evidence from a scaled PCA approach," Energy Economics, Elsevier, vol. 105(C).
  130. Dąbrowski, Marek A. & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2022. "The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model," Energy Economics, Elsevier, vol. 110(C).
  131. Xie, Qichang & Tang, Guoqiang, 2022. "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, vol. 114(C).
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