create a website

Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan.
In: Economics - The Open-Access, Open-Assessment Journal.
RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 74

References cited by this document

Cocites: 53

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Adeosun, O. A., Anagreh, S., Tabash, M. I., & Vo, X. V. (2024). Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals. Studies in Economics and Finance. doi: 10.1108/sef-10-2023-0586.
    Paper not yet in RePEc: Add citation now
  2. Adhikary, B. K. (2017). Factors influencing foreign direct investment in South Asian economies: A comparative analysis. South Asian Journal of Business Studies, 6(1), 8–37.
    Paper not yet in RePEc: Add citation now
  3. Agyei, S. K. (2023) Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era. Heliyon, 9(2), e13319.
    Paper not yet in RePEc: Add citation now
  4. Ahmed, Q. N., Rizvi, S. A. A., Naeem, H. A., & Ahmed, S. (2023). Is oil prices volatility taking toll: Sectoral analysis of Pakistan stock exchange. Journal of Organisational Studies & Innovation, 10(3), 1–16.
    Paper not yet in RePEc: Add citation now

  5. Ahmed, S., & Hussain, S. M. (2014) The financial cost of rivalry: A tale of two South Asia neighbors. Emerging Market Finance and Trade, 50(suppl. 3), 35–60.

  6. Antonakakis, N., & Gabauer, D. (2017). Refined measures of dynamic connectedness based on TVP-VAR. University Library of Munich.
    Paper not yet in RePEc: Add citation now

  7. Antonakakis, N., Chatziantoniou, I., & Filis, G. (2014). Dynamic spillovers of oil price shocks and economic policy uncertainty. Energy Economics, 44, 433–447.

  8. Antonakakis, N., Chatziantoniou, I., & Gabauer, D. (2020). Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13, 84. doi: 10.3390/jrfm13040084.
    Paper not yet in RePEc: Add citation now

  9. Arouri, M., Estay, C., Rault, C., & Roubaud, D. (2016). Economic policy uncertainty and stock markets: Long-run evidence from the US. Finance Research Letters, 18, 136–141.

  10. Arya, V., & Singh, S. (2022). Dynamics of relationship between stock markets of SAARC countries during COVID-19 pandemic.
    Paper not yet in RePEc: Add citation now
  11. Aslam, F., Kang, H. G., Mughal, K. S., Awan, T. M., & Mohmand, Y. T. (2021). Stock market volatility and terrorism: New evidence from the Markov switching model. Peace Economics, Peace Science and Public Policy, 27(2), 263–284.
    Paper not yet in RePEc: Add citation now
  12. Aysan, A. F., Demir, E., Gozgor, G., & Lau, C. K. M. (2019). Effects of the geopolitical risks on Bitcoin returns and volatility. Research in International Business and Finance, 47, 511–518.
    Paper not yet in RePEc: Add citation now
  13. Aysan, A. F., Muğaloğlu, E., Polat, A. Y., & Tekin, H. (2023). Whether and when did bitcoin sentiment matter for investors? Before and during the COVID-19 pandemic. Financial Innovation, 9, 124. doi: 10.1186/ s40854-023-00536-9.
    Paper not yet in RePEc: Add citation now
  14. Aziz, T., Marwat, J., Mustafa, S., Zeeshan, A., & Iqbal, Y. (2021). Linkage between US financial uncertainty and stock markets of SAARC Countries. The Journal of Asian Finance, Economics and Business, 8(2), 747–757.
    Paper not yet in RePEc: Add citation now
  15. Bloomfield, D. S., McAteer, R. J., Lites, B. W., Judge, P. G., Mathioudakis, M., & Keenan, F. P. (2004). Wavelet phase coherence analysis: Application to a quiet-sun magnetic element. The Astrophysical Journal, 617, 623–632.
    Paper not yet in RePEc: Add citation now
  16. Bouri, E., Shahzad, S. J. H., Roubaud, D., Kristoufek, L., & Lucey, B. (2020). Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. The Quarterly Review of Economics and Finance, 77, 156–164.
    Paper not yet in RePEc: Add citation now
  17. Böyükaslan, A., Demirer, R., Ergüney, E. B., & Gursoy, S. (2024). Geopolitical risks and the energy-stock market nexus: Evidence from Turkiye. Borsa Istanbul Review, 24(1), 73–83.
    Paper not yet in RePEc: Add citation now

  18. Brogaard, J., & Detzel, A. (2015). The asset-pricing implications of government economic policy uncertainty. Management Science, 61(1), 3–18.

  19. Caldara, D., & Iacoviello, M. (2022). Measuring geopolitical risk. American Economic Review, 112(4), 1194–1225.

  20. Chaudhary, P. (2021). Impact of board structure, board activities and institutional investors on the firm risk: Evidence from India. Managerial Finance, 47(4), 506–524.
    Paper not yet in RePEc: Add citation now

  21. Chaudhry, N., Roubaud, D., Akhter, W., & Shahbaz, M. (2018). Impact of terrorism on stock markets: Empirical evidence from the SAARC region. Finance Research Letters, 26, 230–234.

  22. Chen, X. (2023). Are the shocks of EPU, VIX, and GPR indexes on the oilstock nexus alike? A time-frequency analysis. Applied Economics, 55(48), 5637–5652.

  23. Chien, F., Sadiq, M., Kamran, H. W., Nawaz, M. A., Hussain, M. S., & Raza, M. (2021). Co-movement of energy prices and stock market return: Environmental wavelet nexus of COVID-19 pandemic from the USA, Europe, and China. Environmental Science and Pollution Research, 28(25), 32359–32373.
    Paper not yet in RePEc: Add citation now
  24. Chowdhury, E. K. (2020). Is capital market integration among the SAARC countries feasible? An empirical study. Eurasian Journal of Business and Economics, 13(25), 21–36.
    Paper not yet in RePEc: Add citation now

  25. Diebold, F. X., & Yılmaz, K. (2014). On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal of Econometrics, 182(1), 119–134.

  26. Economic volatility and financial deepening in Sub-Saharan Africa: Evidence from panel cointegration with cross-sectional heterogeneity and endogenous structural breaks. Empirical Economics, 65(5), 2013–2038.
    Paper not yet in RePEc: Add citation now

  27. Ellahi, N., Kiani, A. K., Awais, M., Affandi, H., Saghir, R., & Qaim, S. (2021). Investigating the institutional determinants of financial development: Empirical evidence from SAARC countries. Sage Open, 11(2), 1–10.

  28. Elsayed, A. H., Gozgor, G., & Lau, C. K. M. (2022). Risk transmissions between bitcoin and traditional financial assets during the COVID19 era: The role of global uncertainties. International Review of Financial Analysis, 81, 102069.
    Paper not yet in RePEc: Add citation now

  29. Gajurel, D., & Chawla, A. (2022) International information spillovers and asymmetric volatility in South Asian stock markets. Journal of Risk and Financial Management, 15(10), 471.

  30. Geopolitical Risks and Stock Market Volatility  Johansson, A. C. (2008). Interdependencies among Asian bond markets. Journal of Asian Economics, 19(2), 101–116.
    Paper not yet in RePEc: Add citation now

  31. Gong, X., & Xu, J. (2022). Geopolitical risk and dynamic connectedness between commodity markets. Energy Economics, 110, 106028.

  32. Habiba, U. E., Peilong, S., Zhang, W., & Hamid, K. (2020). International stock markets integration and dynamics of volatility spillover between the USA and South Asian markets: Evidence from global financial crisis. Journal of Asia Business Studies, 14(5), 779–794.
    Paper not yet in RePEc: Add citation now

  33. He, Z., & Sun, H. (2024). The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. International Review of Economics & Finance, 91, 942–957.

  34. Jana, S., & Sahu, T. N. (2023). Identifying cryptocurrencies as diversifying assets and safe haven in the Indian stock market. Asia-Pacific Financial Markets, 20(3), 1–20. doi: 10.1007/s10690-023-09436-5.
    Paper not yet in RePEc: Add citation now

  35. Jebran, K., & Iqbal, A. (2016). Examining volatility spillover between Asian countries’ stock markets. China Financial and Economic Review, 4(6), 1–13.

  36. Jiang, Z., & Yoon, S. M. (2020). Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. Energy Economics, 90, 104835.

  37. Kaur, A., & Mittal, P. (2023). Wavelet based analysis of oil price shocks, exchange rate and stock market behaviour: Evidences from emerging markets. OPEC Energy Review, 47(3), 163–175.
    Paper not yet in RePEc: Add citation now
  38. Khan, D., Ullah, A., Alim, W., & Haq, I-U. (2022). Does terrorism affect the stock market returns and volatility? Evidence from Pakistan’s stock exchange. Journal of Public Affairs, 20, 22, e2304.
    Paper not yet in RePEc: Add citation now

  39. Khraiche, M., Boudreau, J. W., & Chowdhury, M. S. R. (2023). Geopolitical risk and stock market development. Journal of International Financial Markets, Institutions and Money, 88(4), 101847.

  40. Koop, G., & Korobilis, D. (2014). A new index of financial conditions. European Economic Review, 71, 101–116. doi: 10.1016/j.euroecorev.2014.07.002 Li, W., Chien, F., Waqas Kamran, H., Aldeehani, T. M., Sadiq, M., Nguyen, V. C., & Taghizadeh-Hesary, F. (2022). The nexus between COVID-19 fear and stock market volatility. Economic ResearchEkonomska istraživanja, 35(1), 1765–1785.

  41. Li, X., Tong, Y., Zhong, K., Xu, G., & Zhao, W. (2024). Geopolitical risk and foreign subsidiary performance of emerging market multinationals. Journal of Multinational Financial Management, 72, 100836.

  42. Li, Z., Hasan, M. M. & Lu, Z. (2023). Assessing financial factors for oil supply disruptions and its impact on oil supply security and transportation risks. Environmental Science and Pollution Research, 30, 33695–33710.
    Paper not yet in RePEc: Add citation now

  43. Liaqat, A., Nazir, M. S., Ahmad, I., Mirza, H. H., & Anwar, F. (2020). Do stock price bubbles correlate between China and Pakistan? An inquiry of pre- and post-Chinese investment in Pakistani capital market under China-Pakistan Economic Corridor regime. International Journal of Finance & Economics, 25, 323–335.

  44. Liu, T., & Shigeyuki, H. (2021). Does investor sentiment affect clean energy stock? Evidence from TVP-VAR-Based Connectedness approach. Energies, 14, 3442. doi: 10.3390/en14123442.
    Paper not yet in RePEc: Add citation now

  45. Maiti, M. (2019). Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence? Future Business Journal, 5(5), 1–12.

  46. Mamman, S. O., Iliyasu, J., Ahmed, U. A., & Salami, F. (2020). Global uncertainties, geopolitical risks and price exuberance: Evidence from international energy market. OPEC Energy Review, 48(2), 96–107.
    Paper not yet in RePEc: Add citation now

  47. Mensi, W., Rehman, M. U., Maitra, D., Al-Yahyaee, K. H., & Vo, X. V. (2021). Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time–frequency domain. Resources Policy, 72, 102062.

  48. Morawakage, P. S., Nimal, P. D., & Kuruppuarachchi, D. (2019). Equity risk premium puzzle: Evidence from Indonesia and Sri Lanka. Bulletin of Indonesian Economic Studies, 55(2), 239–248.

  49. Nasir, R. M., & He, F. (2023). Do clean energy stocks and sub-sectors hedge China economic policy uncertainty: New evidence from wavelet analysis. Journal of Cleaner Production, 429, 139385 Nazir, M. S., Mahmood, J., Abbas, F., & Liaqat, A. (2020). Do rational bubbles exist in emerging markets of SAARC? Journal of Economic and Administrative Sciences, 36(2), 164–183.
    Paper not yet in RePEc: Add citation now

  50. Pesaran, H. H., & Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1), 17–29. doi: 10. 1016/S0165-1765(97)00214-0.

  51. Phillips, P. C., Shi, S., & Yu, J. (2015). Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500.

  52. Prakash, S., & Kumar, S. (2014). Stock market linkages: Examining the case of emerging South Asian markets. Pacific Business Review International, 6(12), 29–36.
    Paper not yet in RePEc: Add citation now

  53. Raheem, I. D., & Le Roux, S. (2023). Geopolitical risks and tourism stocks: New evidence from causality-in- quantile approach. Quarterly Review of Economics and Finance, 88, 1–7.

  54. Rashid, A., Javed, A., Jehan, Z., & Iqbal, U. (2022). Time-varying impacts of macroeconomic variables on stock market returns and volatility: Evidence from Pakistan. Romanian Journal of Economic Forecasting, 25(3), 144–166.

  55. Sahabuddin, M., Hassan, M. F., Tabash, M. I., Al-Omari, M. A., Alam, M. K., & Islam, F. T. (2021) Co-movement and causality dynamics linkages between conventional and Islamic stock indexes in Bangladesh: A wavelet analysis, Cogent Business & Management, 9(1), 1–16.
    Paper not yet in RePEc: Add citation now
  56. Saud, A. S., & Shakya, S. (2020). Analysis of look back period for stock price prediction with RNN variants: A case study on banking sector of NEPSE. Procedia Computer Science, 167, 788–798.
    Paper not yet in RePEc: Add citation now

  57. Sehgal, S., Pandey, P., Deisting, F., & McMillan, D. (2018). Time varying integration amongst the South Asian equity markets: An empirical study. Cogent Economics & Finance, 6(1), 5–26.

  58. Shafiq, S., Qureshi, S. S., & Akbar, M. (2023). Dynamic relationship of volatility of returns across different markets: Evidence from selected next 11 countries. Journal of Economic and Administrative Sciences. doi: 10.1108/JEAS-09-2022-0216.
    Paper not yet in RePEc: Add citation now

  59. Shahzad, A., Azeem, M., Nazir, M. S., Vo, X. V., & Linh, N. T. M. (2021). The determinants of capital structure: Evidence from SAARC countries. International Journal of Finance & Economics, 26, 6471–6487.

  60. Singh, S., Bansal, P., & Bhardwaj, N. (2022). Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations. Research in International Business and Finance, 63, 101756.

  61. Singh, V. K., & Ahmed, F. (2016). Econometric analysis of financial cointegration of least developed countries (LDCs) of Asia and the Pacific. China Finance Review International, 6(2), 208–227.

  62. Sreenu, N. (2023). Effect of exchange rate volatility and inflation on stock market returns dynamics-evidence from India. International Journal of System Assurance Engineering and Management, 14(3), 836–843.
    Paper not yet in RePEc: Add citation now
  63. Srinivasan, P., Kalaivani, M. & Ibrahim, P. (2011). An empirical investigation of foreign direct investment and economic growth in SAARC nations. Journal of Asia Business Studies, 5(2), 232–248.
    Paper not yet in RePEc: Add citation now
  64. Torrence, C., & Compo, G. P. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79, 61–78.
    Paper not yet in RePEc: Add citation now
  65. Tran, T. B. N. (2017). Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America. Research in International Business and Finance, 42, 454–467.
    Paper not yet in RePEc: Add citation now
  66. Tripathi, V., & Seth, R. (2016). Market Efficiency, Inter-linkages and volatility transmission in stock markets of selected SAARC countries. South Asian Journal of Management, 23(4), 149.
    Paper not yet in RePEc: Add citation now
  67. Uddin, M. A., Hoque, M. E., & Ali, M. H. (2020). International economic policy uncertainty and stock market returns of Bangladesh: Evidence from linear and nonlinear model. Quantitative Finance and Economics, 4 (2), 236–251. 14  Oana Panazan et al.
    Paper not yet in RePEc: Add citation now

  68. Umar, M., Mirza, N., Rizvi, S. K. A., & Furqan, M. (2023). Asymmetric volatility structure of equity returns: Evidence from an emerging market. The Quarterly Review of Economics and Finance, 87, 330–336.

  69. Upadhyaya, K. P., Nag, R., & Mixon Jr, F. G. (2023). Causal relationships between oil prices and key macroeconomic variables in India. International Journal of Financial Studies, 11(4), 143.

  70. Wang, Q., Zhang, C., & Li, R. (2024). Impact of different geopolitical factors on the energy transition: The role of geopolitical threats, geopolitical acts, and geopolitical risks. Journal of Environmental Management, 352, 119962.
    Paper not yet in RePEc: Add citation now
  71. Yang, M., Zhang, Q., Yi, A., & Peng, P. (2021). Geopolitical risk and stock market volatility in emerging economies: Evidence from GARCHMIDAS model. Discrete Dynamics in Economic and Business Systems, 1159358, 1–17.
    Paper not yet in RePEc: Add citation now

  72. Yu, L., Li, J., Tang, L., & Wang, S. (2015). Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. Energy Economics, 51, 300–311.

  73. Zhao, L., Liu, W., Zhou, M., & Wen, F. (2022). Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China. Finance Research Letters, 47, 102645. doi: 10.1016/j. frl.2021.102645.

  74. Ziadat, S. A., Mensi, W., & Kang, S. H. (2024). Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies. Energy, 291, 130239. Geopolitical Risks and Stock Market Volatility 

Cocites

Documents in RePEc which have cited the same bibliography

  1. Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan.
    In: Economics - The Open-Access, Open-Assessment Journal.
    RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023.

    Full description at Econpapers || Download paper

  2. Does the price of strategic commodities respond to U.S. Partisan Conflict?. (2020). Jiang, Yong.
    In: Papers.
    RePEc:arx:papers:1810.08396.

    Full description at Econpapers || Download paper

  3. Crude oil futures trading and uncertainty. (2019). Czudaj, Robert.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep027.

    Full description at Econpapers || Download paper

  4. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad ; Raza, Naveed.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

    Full description at Econpapers || Download paper

  5. Financial vs. Policy Uncertainty in Emerging Market Economies. (2019). Shim, Myungkyu ; Choi, Sangyup.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:2:d:10.1007_s11079-018-9509-9.

    Full description at Econpapers || Download paper

  6. Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach. (2019). Nonejad, Nima.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9835-4.

    Full description at Econpapers || Download paper

  7. The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Du, Ziqing ; Li, Zhenghui ; Liu, Yue ; Liao, Gaoke.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956.

    Full description at Econpapers || Download paper

  8. The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; de Gracia, Fernando Perez.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

    Full description at Econpapers || Download paper

  9. Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

    Full description at Econpapers || Download paper

  10. Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Dong, Minyi ; Chang, Chun-Ping.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

    Full description at Econpapers || Download paper

  11. A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). de Boyrie, Maria E ; Pavlova, Ivelina ; Parhizgari, Ali M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

    Full description at Econpapers || Download paper

  12. The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

    Full description at Econpapers || Download paper

  13. Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

    Full description at Econpapers || Download paper

  14. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

    Full description at Econpapers || Download paper

  15. The balance sheet effects of oil market shocks: An industry level analysis. (2018). ElFayoumi, Khalid.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:112-127.

    Full description at Econpapers || Download paper

  16. The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets. (2018). Fang, Libing ; Yu, Honghai ; Xiong, Cheng ; Chen, Baizhu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:56-63.

    Full description at Econpapers || Download paper

  17. Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

    Full description at Econpapers || Download paper

  18. Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Mensi, Walid ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

    Full description at Econpapers || Download paper

  19. Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

    Full description at Econpapers || Download paper

  20. Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade. (2018). Zhang, Dayong ; Shi, Xunpeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:33-41.

    Full description at Econpapers || Download paper

  21. Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

    Full description at Econpapers || Download paper

  22. Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Etienne, Xiaoli ; Scarcioffolo, Alexandre Ribeiro.
    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
    RePEc:ags:aaea18:273976.

    Full description at Econpapers || Download paper

  23. Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework. (2017). Thiem, Christopher.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:674.

    Full description at Econpapers || Download paper

  24. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
    In: Working Papers.
    RePEc:tas:wpaper:23399.

    Full description at Econpapers || Download paper

  25. The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. (2017). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0.

    Full description at Econpapers || Download paper

  26. Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:77531.

    Full description at Econpapers || Download paper

  27. Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:295.

    Full description at Econpapers || Download paper

  28. Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:53:y:2017:i:c:p:127-144.

    Full description at Econpapers || Download paper

  29. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

    Full description at Econpapers || Download paper

  30. Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Yao, Xiaoyang ; Sun, Xiaolei ; Wang, Jun.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

    Full description at Econpapers || Download paper

  31. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

    Full description at Econpapers || Download paper

  32. Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

    Full description at Econpapers || Download paper

  33. Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581.

    Full description at Econpapers || Download paper

  34. Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

    Full description at Econpapers || Download paper

  35. Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Energy Economics.
    RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

    Full description at Econpapers || Download paper

  36. Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond.
    In: Working Papers.
    RePEc:cui:wpaper:0029.

    Full description at Econpapers || Download paper

  37. Forecasting oil price realized volatility: A new approach. (2016). Filis, George ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:69105.

    Full description at Econpapers || Download paper

  38. The impact of oil price shocks on the volatility of the Turkish stock market. (2016). Hala, Umut ; Aala, Efe Aalar ; Takin, Dilvin F.
    In: International Journal of Accounting and Finance.
    RePEc:ids:intjaf:v:6:y:2016:i:1:p:1-23.

    Full description at Econpapers || Download paper

  39. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Cummins, Mark ; Dowling, Michael.
    In: Post-Print.
    RePEc:hal:journl:hal-01387596.

    Full description at Econpapers || Download paper

  40. Economic policy uncertainty and risk spillovers in the Eurozone. (2016). Gnabo, Jean-Yves ; Bernal, Oscar ; Guilmin, Gregory .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:65:y:2016:i:c:p:24-45.

    Full description at Econpapers || Download paper

  41. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

    Full description at Econpapers || Download paper

  42. Time series analysis of persistence in crude oil price volatility across bull and bear regimes. (2016). YAYA, OLAOLUWA ; Olubusoye, Olusanya ; GUPTA, RANGAN ; Gil-Alana, Luis.
    In: Energy.
    RePEc:eee:energy:v:109:y:2016:i:c:p:29-37.

    Full description at Econpapers || Download paper

  43. Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

    Full description at Econpapers || Download paper

  44. Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Yin, Libo ; Li, Lei ; Zhou, Yimin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

    Full description at Econpapers || Download paper

  45. The effects of oil price shocks on output and inflation in China. (2016). Zhang, Xun ; Wang, Shouyang ; Xu, Shanying ; Zhao, Lin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:101-110.

    Full description at Econpapers || Download paper

  46. The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China. (2016). Tsang, Andrew ; Funke, Michael ; Chen, Hongyi.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2016_011.

    Full description at Econpapers || Download paper

  47. Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
    In: Working papers.
    RePEc:uct:uconnp:2015-03.

    Full description at Econpapers || Download paper

  48. Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios.
    In: Working Papers.
    RePEc:mib:wpaper:298.

    Full description at Econpapers || Download paper

  49. THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-02.pdf.

    Full description at Econpapers || Download paper

  50. Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Gajdka, Jerzy ; Brzeszczyski, Janusz.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

    Full description at Econpapers || Download paper

  51. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: MPRA Paper.
    RePEc:pra:mprapa:59760.

    Full description at Econpapers || Download paper

  52. .

    Full description at Econpapers || Download paper

  53. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 13:26:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.