Macroeconomic Uncertainty and Oil Price Volatility

By Ine Van Robays. 2016

149 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/0b149da7158d5e2ee5daa18809076cea1521165a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Monge
2. Dimitrios Bakas
3. L. Gil‐Alana
4. A. B. Rejeb
5. A. Triantafyllou
6. Paresh Kumar Narayan
7. B. N. Iyke
8. Gang Li

In Renewable Energy, Sustainability and the Environment

1. M. Monge
2. Dimitrios Bakas
3. L. Gil‐Alana
4. A. B. Rejeb
5. A. Triantafyllou

Citations in the corpus

• Crude Oil Prices and COVID-19: Persistence of the Shock (2020, background): “Thus, lower price elasticity of demand results in higher oil price volatility (Van Robays, 2016).”
• The impact of uncertainty shocks on the volatility of commodity prices (2018, background): “…While many studies verify this negative impact of uncertainty shocks on the macroeconomy and equity markets, there is limited empirical evidence in the literature regarding the impact of uncertainty shocks on the volatility of commodity prices (Watugala, 2015; Joets et al., 2016; Van Robays, 2016).”
• Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight (2017, background): “The direct effects support the traditional approach and recent findings of Wang et al. (2010) and Sekmen (2011).”