This document has not been cited yet.

1. Abiad, A. and Qureshi, I. A. (2023). The macroeconomic effects of oil price uncertainty, Energy Economics, 125, 106839.

2. Aguilera, R. F., and Radetzki, M. (2017). The synchronized and exceptional price performance of oil and gold: explanations and prospects. Resources Policy, 54, 81-87.

3. Antonakakis, N., Chatziantoniou, I. and Gabauer, D. (2020). Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13(4), 84.

4. Atems, B., Kapper, D. and Lam, E. (2015). Do exchange rates respond asymmetrically to shocks in the crude oil market? Energy Economics, 49, 227-238.

5. Batten, J. A., Ciner, C., and Lucey, B. M. (2014). On the economic determinants of the gold– inflation relation. Resources Policy, 41, 101-108.
   Paper not yet in RePEc: Add citation now
   

6. Baur, D. G., and McDermott, T. K. (2010). Is gold a safe haven? International evidence. Journal of Banking and Finance, 34(8), 1886-1898.

7. Bildirici, M. E., and Turkmen, C. (2015). Nonlinear causality between oil and precious metals. Resources Policy, 46, 202-211.
   Paper not yet in RePEc: Add citation now
   

8. Buetzer, S., Habib, M.M. and Stracca, L. (2016). Global exchange rate configurations: Do oil shocks matter? IMF Economic Review, 64, 443-470.

9. Colacito, R., Engle, R.F., and Ghysels, E. (2011). A component model for dynamic correlations. Journal of Econometrics, 164(1), 45–59.

10. Dang, T.H-N., Nguyen, C.P., Lee, G.S., Nguyen, B.Q., and Le, T.T. (2023). Measuring the energyrelated uncertainty index. Energy Economics, 124, 106817.

11. Diebold, F. X. and Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Economic Journal, 119(534), 158-171.

12. Diebold, F. X. and Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57-66.

13. Diebold, F. X. and Yılmaz, K. (2014). On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms. Journal of Econometrics, 182, 119–34.

14. Diebold, F.X., and Mariano, R.S. (1995). Comparing Predictive Accuracy. Journal of Business and Economic Statistics, 13, 253–263.

15. Engle, R.F., Ghysels, E., and Sohn, B. (2013). Stock Market Volatility and Macroeconomic Fundamentals. The Review of Economics and Statistics, 95(3), 776–797.

16. Harvey, D., Leybourne, S., and Newbold, P. (1997). Testing the equality of prediction mean squared errors. International Journal of Forecasting, 13(2), 281-291.

17. Hooker, M. A. (2002). Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. Journal of Money, Credit and Banking, 34(2), 540-561.

18. Jain, A., and Ghosh, S. (2013). Dynamics of global oil prices, exchange rate and precious metal prices in India. Resources Policy, 38(1), 88-93.

19. Jin, J., Yu, J., Hu, Y., and Shang, Y. (2019). Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets. Physica A: Statistical Mechanics and its Applications, 527, 121121.

20. Li, C., and Umair, M. (2023a). Does green finance development goals affect renewable energy in China. Renewable Energy, 203, 898-905.

21. Li, Y., and Umair, M. (2023b). The protective nature of gold during times of oil price volatility: an analysis of the COVID-19 pandemic. The Extractive Industries and Society, 15, 101284.
    Paper not yet in RePEc: Add citation now
    
22. Mokni, K., Hammoudeh, S., Ajmi, A. N., and Youssef, M. (2020). Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price? Resources Policy, 69, 101819.
    Paper not yet in RePEc: Add citation now
    
23. Nguyen, B.H., Okimoto, T. and Tran, T.D. (2022). Uncertainty and sign-dependent effects of oil market shocks. Journal of Commodity Markets, 26, 100207.
    Paper not yet in RePEc: Add citation now
    

24. Reboredo, J. C. (2010). Nonlinear effects of oil shocks on stock returns: a Markov-switching approach. Applied Economics, 42(29), 3735-3744.

25. Salisu, A. A., and Adediran, I. (2020). Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. Resources Policy, 66, 101606.
    Paper not yet in RePEc: Add citation now
    

26. Salisu, A. A., Ndako, U. B., and Oloko, T. F. (2019). Assessing the inflation hedging of gold and palladium in OECD countries. Resources Policy, 62, 357-377.

27. Salisu, A. A., Ogbonna, A. E., & Adewuyi, A. (2020). Google trends and the predictability of precious metals. Resources Policy, 65, 101542.

28. Salisu, A. A., Vo, X. V., and Lawal, A. (2021a). Hedging oil price risk with gold during COVID19 pandemic. Resources Policy, 70, 101897.
    Paper not yet in RePEc: Add citation now
    
29. Salisu, A.A., Adediran, I., Omoke, P.C., and Tchankam, J.P. (2023). Gold and tail risks. Resources Policy, 80, 103154.
    Paper not yet in RePEc: Add citation now
    

30. Salisu, A.A., Cuñado, J., Isah, K., and Gupta, R. (2021b). Oil Price and Exchange Rate Behaviour of the BRICS. Emerging Markets Finance and Trade, 57(7), 2042-2051.

31. Salisu, A.A., Gupta, R., Karmakar, S., and Das, S. (2022). Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. Resources Policy, 75, 102527.

32. Shafiee, S., and Topal, E. (2010). An overview of the global gold market and gold price forecasting. Resources Policy, 35(3), 178-189.
    Paper not yet in RePEc: Add citation now
    
33. Zhang, Y. J., and Wei, Y. M. (2010). The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. Resources Policy, 35(3), 168-177.
    Paper not yet in RePEc: Add citation now
    

1. Climate policy and international capital reallocation. (2025). Li, Xiang ; Fourne, Marius.
   In: IWH Discussion Papers.
   RePEc:zbw:iwhdps:302560.

   Full description at Econpapers || Download paper

2. Evidence of Energy-Related Uncertainties and Changes in Oil Prices on U.S. Sectoral Stock Markets. (2025). Chen, Yu-Fen ; Chiang, Thomas C ; Lin, Fu-Lai.
   In: Mathematics.
   RePEc:gam:jmathe:v:13:y:2025:i:11:p:1823-:d:1667941.

   Full description at Econpapers || Download paper

3. The Dynamic Effects of Economic Uncertainties and Geopolitical Risks on Saudi Stock Market Returns: Evidence from Local Projections. (2025). ben Mbarek, Noura ; Ayadi, Ezer.
   In: JRFM.
   RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:264-:d:1655233.

   Full description at Econpapers || Download paper

4. Hybrid Method for Oil Price Prediction Based on Feature Selection and XGBOOST-LSTM. (2025). Lin, Shucheng ; Wang, Yue ; Wei, Haocheng.
   In: Energies.
   RePEc:gam:jeners:v:18:y:2025:i:9:p:2246-:d:1644703.

   Full description at Econpapers || Download paper

5. Dynamic effects of maritime risk on macroeconomic and global maritime economic activity. (2025). Kuang, Haibo ; Qiu, Bingcheng ; Meng, Bin ; Chen, Shuiyang.
   In: Transport Policy.
   RePEc:eee:trapol:v:167:y:2025:i:c:p:246-263.

   Full description at Econpapers || Download paper

6. Risk across the spectrum: Unpacking the nexus of global oil uncertainty, geopolitical tensions, energy volatility, and US-China trade tensions. (2025). Akadiri, Seyi ; Ozkan, Oktay.
   In: Energy Policy.
   RePEc:eee:enepol:v:202:y:2025:i:c:s0301421525001168.

   Full description at Econpapers || Download paper

7. Pandemic, Ukraine, OPEC+ and strategic stockpiles: Taming the oil market in turbulent times. (2025). Smith, James ; Pierru, Axel ; Almutairi, Hossa.
   In: Energy Economics.
   RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001422.

   Full description at Econpapers || Download paper

8. The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied.
   In: Energy Economics.
   RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065.

   Full description at Econpapers || Download paper

9. Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold.
   In: Economics Letters.
   RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284.

   Full description at Econpapers || Download paper

10. Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Shiba, Sisa.
    In: Working Papers.
    RePEc:pre:wpaper:202431.

    Full description at Econpapers || Download paper

11. Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang.
    In: Working Papers.
    RePEc:pre:wpaper:202418.

    Full description at Econpapers || Download paper

12. Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E.
    In: Working Papers.
    RePEc:pre:wpaper:202409.

    Full description at Econpapers || Download paper

13. Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

    Full description at Econpapers || Download paper

14. How does oil price uncertainty affect the stability of conventional and Islamic banks in major oil-exporting countries? Evidence from the GCC region. (2024). Alsharif, Mohammad.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011905.

    Full description at Econpapers || Download paper

15. Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008778.

    Full description at Econpapers || Download paper

16. Do global uncertainties impede insurance activity? An empirical evidence from top two economies. (2024). Xie, Yuantao ; Goldstein, Michael A ; Xuhua, HU ; Ahmed, Danish.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007657.

    Full description at Econpapers || Download paper

17. Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064.

    Full description at Econpapers || Download paper

18. Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming.
    In: Energy.
    RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810.

    Full description at Econpapers || Download paper

19. Revisiting the relationship between oil supply news shocks and U.S. economic activity: Role of the zero lower bound. (2024). Sardar, Naafey ; Qureshi, Irfan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001786.

    Full description at Econpapers || Download paper

20. Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy. (2024). zoundi, zakaria.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001500.

    Full description at Econpapers || Download paper

21. The Volatility Spillover of Global Oil Price Uncertainty. (2024). Chuponov, Sanat ; Tich, Lucie ; Pcha, Kamil ; Ataev, Jasur ; Hudayberganov, Dilshod ; Kuziboev, Bekhzod.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-03-63.

    Full description at Econpapers || Download paper

22. Quantifying the spillover effects of U.S. economic policy uncertainty on emerging market economies using GMM-PVAR model. (2024). Sikhwal, Shweta.
    In: Russian Journal of Economics.
    RePEc:arh:jrujec:v:10:y:2024:i:3:p:229-245.

    Full description at Econpapers || Download paper

23. Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Wichers, Casper ; Costola, Michele.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:279783.

    Full description at Econpapers || Download paper

24. Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Costola, Michele ; Iacopini, Matteo ; Wichers, Casper.
    In: Papers.
    RePEc:arx:papers:2310.17473.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 06:04:12 || Missing content? Let us know