Risk, uncertainty, world business cycles, and the U.S. stock-oil relationship
- 10 June 2025
- journal article
- Published by Elsevier in Journal of Commodity Markets
- Vol. 39
Abstract
No abstract availableThis publication has 71 references indexed in Scilit:
- Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?Empirical Economics, 2023
- Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysisEconomic Change and Restructuring, 2023
- Stock and oil price returns in international markets: Identifying short and long-run effectsJournal of Economics and Finance, 2022
- The impacts of oil price shocks and United States economic uncertainty on global stock marketsInternational Journal of Finance & Economics, 2020
- Oil price volatility and the US stock marketEmpirical Economics, 2020
- On the effects of policy uncertainty on stock pricesJournal of Economics and Finance, 2019
- Estimation of structural impulse responses: short-run versus long-run identifying restrictionsAStA Advances in Statistical Analysis, 2017
- The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality methodEmpirical Economics, 2016
- Dynamic co-movements of stock market returns, implied volatility and policy uncertaintyEconomics Letters, 2013
- Computation and analysis of multiple structural change modelsJournal of Applied Econometrics, 2002