Uncertainty and Crude Oil Returns

By Riadh Aloui, Rangan Gupta, Stephen M. Miller. 2016

250 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/025370386bc1a0e809928b4f7db35305b1b73c37

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Citations in the corpus

Crude Oil Prices and COVID-19: Persistence of the Shock (2020, background): “While the empirical literature has extensively shown the role of various types of uncertainties on crude oil prices (see Aloui et al., 2016; Elder & Serletis, 2010; Monge, Gil-Alana, & de Gracia, 2017; Monge, Gil-Alana, & Pérez de Gracia, 2017; Zavadska et al., 2018, among others) there is no work…”
Oil price shocks and uncertainty: How stable is their relationship over time? (2018, background): “The aforementioned findings find support from the existing literature, such as, Kilian and Park (2009), Kilian (2009), Hamilton (2009), Bloom (2009), Alquist and Kilian (2010), Filis et al. (2011), Stock and Watson (2012), Kang and Ratti (2013), Degiannakis et al. (2014) and Aloui et al.”
Uncertainty Due to Infectious Diseases and Energy Market Volatility (2020, background): “(2019) for studies on EPU and Aloui et al. (2016), Baker et al. (2016) and Wen et al.”
Coronavirus and Oil Price Crash (2020, unknown): “With a focus on extreme dependencies and resorting to a copula approach, Aloui et al. (2016) show that an increased EPU index has a positive effect on oil prices in periods that precede a financial crisis outburst.”
Uncertainty and crude oil market volatility: new evidence (2020, methodology): “For example, some recent papers focus on the impacts of economic policy uncertainty (EPU) on oil market (see, e.g. Antonakakis, Chatziantoniou, and Filis 2014; Aloui, Gupta, and Miller 2016; Wei et al. 2017) based on the work of Baker, Bloom, and Davis (2016).”
Can the COVID-19 Pandemic and Oil Prices Drive the US Partisan Conflict Index? (2020, unknown): “The literature has focused on exploring the association between oil prices and volatility and economic policy uncertainty (Aloui et al., 2016; Uddin et al., 2018), but no study has considered the role of partisan conflict linked to oil prices and volatility.”