create a website

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

Cited: 29

Citations received by this document

Cites: 48

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics. (2024). Yan, Meng ; Shi, Kai.
    In: Open Economies Review.
    RePEc:kap:openec:v:35:y:2024:i:3:d:10.1007_s11079-023-09734-5.

    Full description at Econpapers || Download paper

  2. Economic policy uncertainty and capital flows tail risk in China. (2024). Huang, Xiaowei ; Zhang, Man ; He, Chenyu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001215.

    Full description at Econpapers || Download paper

  3. Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

    Full description at Econpapers || Download paper

  4. Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment. (2024). Furceri, Davide ; Choi, Sangyup ; Yoo, Seung Yong.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000514.

    Full description at Econpapers || Download paper

  5. Price Setting of Firms under Cost Uncertainty. (2023). MORIKAWA, MASAYUKI.
    In: Discussion papers.
    RePEc:eti:dpaper:23040.

    Full description at Econpapers || Download paper

  6. Impact of Uncertainty Shocks on Income and Wealth Inequality. (2022). Choi, Sangyup ; Phi, Jeeyeon.
    In: Working papers.
    RePEc:yon:wpaper:2022rwp-196.

    Full description at Econpapers || Download paper

  7. Evaluating tail risks for the U.S. economic policy uncertainty. (2022). Apergis, Nicholas.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3971-3989.

    Full description at Econpapers || Download paper

  8. Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, Sojung.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737.

    Full description at Econpapers || Download paper

  9. Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Lopez-Martin, Bernabe ; Canales, Mario.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:908.

    Full description at Econpapers || Download paper

  10. Fear thy neighbor: Spillovers from economic policy uncertainty. (2021). Hengge, Martina ; Grigoli, Francesco ; Biljanovska, Nina.
    In: Review of International Economics.
    RePEc:bla:reviec:v:29:y:2021:i:2:p:409-438.

    Full description at Econpapers || Download paper

  11. EURQ: A New Web Search‐based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo.
    In: Economica.
    RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

    Full description at Econpapers || Download paper

  12. Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia.
    In: MPRA Paper.
    RePEc:pra:mprapa:99403.

    Full description at Econpapers || Download paper

  13. Trade (Dis)integration: The Sudden Death of NAFTA. (2020). Magkonis, Georgios ; Bakas, Dimitrios ; Jackson, Karen.
    In: Open Economies Review.
    RePEc:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-019-09567-1.

    Full description at Econpapers || Download paper

  14. Quantifying uncertainty and identifying its impacts on the Turkish economy. (2020). CEVIK, SAYGIN ; Erdoğan Coşar, Evren ; Sahinoz, Saygin ; Cosar, Evren Erdogan.
    In: Empirica.
    RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9424-8.

    Full description at Econpapers || Download paper

  15. Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Uddin, Gazi ; Troster, Victor ; Granberg, Mark ; Ahmed, Ali.
    In: LiU Working Papers in Economics.
    RePEc:hhs:liuewp:0007.

    Full description at Econpapers || Download paper

  16. How does economic policy uncertainty affect the bitcoin market?. (2020). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037.

    Full description at Econpapers || Download paper

  17. Measuring Chinese consumers’ perceived uncertainty. (2020). Jeon, Yoontae ; Lee, Kiryoung.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:51-70.

    Full description at Econpapers || Download paper

  18. U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Liang, Chin Chia ; Troy, Carol.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

    Full description at Econpapers || Download paper

  19. A simple aggregate demand analysis with dynamic optimization in a small open economy. (2020). Ono, Yoshiyasu ; Hashimoto, Ken-ichi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:91:y:2020:i:c:p:89-99.

    Full description at Econpapers || Download paper

  20. Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik.
    In: Working papers.
    RePEc:yon:wpaper:2019rwp-142.

    Full description at Econpapers || Download paper

  21. Does Trilemma Speak Chinese?. (2019). Rudkin, Simon ; Magkonis, Georgios.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-01.

    Full description at Econpapers || Download paper

  22. 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

  23. Economic Policy Uncertainty in the Euro Area: Cross-Country Spillovers and Macroeconomic Impact. (2019). Thiem, Christopher ; Clausen, Volker ; Christopher, Thiem ; Alexander, Schlosser ; Volker, Clausen.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:239:y:2019:i:5-6:p:957-981:n:3.

    Full description at Econpapers || Download paper

  24. How important are different aspects of uncertainty in driving industrial production in the CEE countries?. (2019). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:50:y:2019:i:c:p:252-266.

    Full description at Econpapers || Download paper

  25. Uncertainty and cross-border banking flows. (2019). Furceri, Davide ; Choi, Sangyup.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:260-274.

    Full description at Econpapers || Download paper

  26. Uncertainty and Cross-Border Banking Flows. (2018). Furceri, Davide ; Choi, Sangyup.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/004.

    Full description at Econpapers || Download paper

  27. Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; Risse, Marian ; GUPTA, RANGAN ; Ma, Jun.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

    Full description at Econpapers || Download paper

  28. Chinese policy uncertainty shocks and the world macroeconomy: Evidence from STVAR. (2018). RAZAFINDRAVAOSOLONIRINA, Romain ; Fontaine, Idriss ; Didier, Laurent.
    In: China Economic Review.
    RePEc:eee:chieco:v:51:y:2018:i:c:p:1-19.

    Full description at Econpapers || Download paper

  29. Uncertainty and the Great Recession. (2017). Elstner, Steffen ; Breuer, Sebastian ; Born, Benjamin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12083.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Dynamic spillovers of oil price shocks and economic policy uncertainty. 2014 Energy Econ.. 44 433-447

  2. Bachmann, R. ; Bayer, C. ‘Wait-and-See’ business cycles?. 2013 J. Monetary Econ.. 60 704-719

  3. Bachmann, R. ; Elstner, S. ; Sims, E.R. Uncertainty and economic activity: evidence from business survey data. 2013 Am. Econ. J.: Macroecon.. 5 217-249

  4. Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636

  5. Bar-Ilan, A. ; Strange, W.C. Investment lags. 1996 Am. Econ. Rev.. 86 610-622

  6. Basu, S. ; Bundick, B. Uncertainty shocks in a model of effective demand. 2017 Econometrica. 85 937-958

  7. Beetsma, R. ; Giuliodori, M. The changing macroeconomic response to stock market volatility shocks. 2012 J. Macroecon.. 34 281-293

  8. Bekaert, G. ; Hoerova, M. ; Lo Duca, M. Risk, uncertainty and monetary policy. 2013 J. Monetary Econ.. 60 771-788

  9. Benati, L. Economic policy uncertainty and the great recession. 2014 mimeo. -
    Paper not yet in RePEc: Add citation now
  10. Bernanke, B.S. ; Boivin, J. ; Eliasz, P. Measuring the effects of monetary policy: A Factor-Augmented Vector Autoregressive (FAVAR) approach. 2005 Q. J. Econ.. 120 387-422

  11. Bloom, N. Observations on uncertainty. 2017 Aust. Econ. Rev.. 50 79-84

  12. Bloom, N. The impact of uncertainty shocks. 2009 Econometrica. 77 623-685

  13. Bloom, N., Floetotto, M., Jaimovich, N., Saporta-Eksten, I., Terry, S. J., 2016. Really uncertain business cycles. Working Paper.
    Paper not yet in RePEc: Add citation now
  14. Bonciani, D. ; van Roye, B. Uncertainty shocks, banking frictions and economic activity. 2016 J. Econ. Dyn. Control. 73 200-219

  15. Born, B. ; Pfeifer, J. Policy risk and the business cycle. 2014 J. Monetary Econ.. 68 68-85

  16. Caggiano, G. ; Castelnuovo, E. ; Groshenny, N. Uncertainty shocks and unemployment dynamics in US recessions. 2014 J. Monetary Econ.. 67 78-92

  17. Caldara, D. ; Fuentes-Albero, C. ; Gilchrist, S. ; Zakrajšek, E. The macroeconomic impact of financial and uncertainty shocks. 2016 Eur. Econ. Rev.. 88 185-207

  18. Carrière-Swallow, Y. ; Céspedes, L.F. The impact of uncertainty shocks in emerging economies. 2013 J. Int. Econ.. 90 316-325
    Paper not yet in RePEc: Add citation now
  19. Choi, S. Are the effects of Bloom’s uncertainty shocks robust?. 2013 Econ. Lett.. 119 216-220

  20. Choi, S. ; Loungani, P. Uncertainty and unemployment: the effects of aggregate and sectoral channels. 2015 J. Macroecon.. 46 344-358

  21. Choi, S., 2016. The impact of US financial uncertainty shocks on emerging market economies: an international credit channel. Working Paper.
    Paper not yet in RePEc: Add citation now
  22. Clarida, R. ; Gali, J. ; Gertler, M. Monetary policy rules and macroeconomic stability: evidence and some theory. 2000 Q. J. Econ.. 147-180

  23. Cogley, T. ; Sargent, T.J. Drifts and volatilities: monetary policies and outcomes in the post WWII us. 2005 Rev. Econ. Dyn.. 8 262-302

  24. Cole, H.L. ; Obstfeld, M. Commodity trade and international risk sharing: how much do financial markets matter?. 1991 J. Monetary Econ.. 28 3-24

  25. Colombo, V. Economic policy uncertainty in the US: does it matter for the Euro area?. 2013 Econ. Lett.. 121 39-42

  26. Davis, S. J., 2016. An index of global economic policy uncertainty. NBER Working Paper.

  27. Fajgelbaum, P. ; Schaal, E. ; Taschereau-Dumouchel, M. Uncertainty traps. 2017 Q. J. Econ.. -
    Paper not yet in RePEc: Add citation now
  28. Fernández-Villaverde, J. ; Guerrón-Quintana, P. ; Kuester, K. ; Rubio-Ramírez, J. Fiscal volatility shocks and economic activity. 2015 Am. Econ. Rev.. 105 3352-3384

  29. Geweke, J. Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments. 1992 Bayesian Stat.. 4 169-188
    Paper not yet in RePEc: Add citation now
  30. Gourio, F. ; Siemer, M. ; Verdelhan, A. International risk cycles. 2013 J. Int. Econ.. 89 471-484

  31. Jones, P.M. ; Olson, E. The international effects of US uncertainty. 2015 Int. J. Finance Econ. 20 242-252

  32. Jurado, K. ; Ludvigson, S.C. ; Ng, S. Measuring uncertainty. 2015 Am. Econ. Rev.. 105(3) 1177-1216

  33. Kang, W. ; Ratti, R.A. ; Vespignani, J.L. Oil price shocks and policy uncertainty: new evidence on the effects of US and non-US oil production. 2017 Energy Econ. -

  34. Leduc, S. ; Liu, Z. Uncertainty shocks are aggregate demand shocks. 2016 J. Monetary Econ.. 82 20-35

  35. Lin, J.-L. ; Tsay, R.S. Co-integration constraint and forecasting: an empirical examination. 1996 J. Appl. Econometrics. 11 519-538

  36. Ludvigson, S. C., Ma, S., Ng, S., 2016. Uncertainty and business cycles: exogenous impulse or endogenous response?Working Paper.

  37. McConnell, M.M. ; Perez-Quiros, G. Output fluctuations in the United States: what has changed since the early 1980s?. 2000 Am. Econ. Rev.. 90 1464-1476

  38. Meinen, P. ; Röhe, O. On measuring uncertainty and its impact on investment: cross-country evidence from the Euro area. 2017 Eur. Econ. Rev.. 92 161-179

  39. Mumtaz, H. ; Theodoridis, K. Common and country specific economic uncertainty. 2017 J. Int. Econ.. 105 205-216

  40. Mumtaz, H. ; Theodoridis, K. The changing transmission of uncertainty shocks in the US. 2017 J. Bus. Econ. Stat.. 1-14
    Paper not yet in RePEc: Add citation now
  41. Nakajima, J. ; Kasuya, M. ; Watanabe, T. Bayesian analysis of time-varying parameter Vector Autoregressive model for the Japanese economy and monetary policy. 2011 J. Jpn. Int. Econ.. 25 225-245

  42. Novy, D., Taylor, A. M., 2014. Trade and uncertainty. NBER Working Paper.

  43. Plante, M. ; Richter, A.W. ; Throckmorton, N.A. The zero lower bound and endogenous uncertainty. 2017 Econ. J. -
    Paper not yet in RePEc: Add citation now
  44. Primiceri, G.E. Time varying structural Vector Autoregressions and monetary policy. 2005 Rev. Econ. Stud.. 72 821-852

  45. Sadorsky, P. Oil price shocks and stock market activity. 1999 Energy Econ.. 21 449-469

  46. Sims, C.A. ; Stock, J.H. ; Watson, M.W. Inference in linear time series models with some unit roots. 1990 Econometrica: J. Econ. Soc.. 113-144

  47. Wong, K.-F. Variability in the effects of monetary policy on economic activity. 2000 J. Money, Credit Banking. 179-198

  48. Wu, J.C. ; Xia, F.D. Measuring the macroeconomic impact of monetary policy at the zero lower bound. 2016 J. Money, Credit Banking. 48 253-291

Cocites

Documents in RePEc which have cited the same bibliography

  1. 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

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

    Full description at Econpapers || Download paper

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

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

    Full description at Econpapers || Download paper

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. 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

  34. 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

  35. 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

  36. 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

  37. 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

  38. 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

  39. 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

  40. 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

  41. 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

  42. 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

  43. 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

  44. 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

  45. 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

  46. 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

  47. 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

  48. 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

  49. 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

  50. .

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 15:13:46 || 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.