Oil Price Uncertainty

By J. Elder, Apostolos Serletis. 2012

760 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/1e810cb3b61d0e541ef6edc3658bcd4c092fb4ed

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. George Filis
2. Stavros Degiannakis *
3. Lutz Kilian
4. Wensheng Kang
5. Ronald A. Ratti
6. Ioannis Chatziantoniou
7. Robert J. Vigfusson
8. Nikolaos Antonakakis

In Renewable Energy, Sustainability and the Environment

1. George Filis
2. Stavros Degiannakis *
3. Lutz Kilian
4. Wensheng Kang
5. Ronald A. Ratti
6. Robert J. Vigfusson
7. Ioannis Chatziantoniou
8. Kyung Hwan Yoon

Citations in the corpus

• Forecasting oil price realized volatility using information channels from other asset classes (2017, background): “Elder and Serletis (2010) opine that oil price uncertainty exercises significant impact on the economy.”
• Forecasting the Price of Oil (2010, background): “…time series are, and indeed researchers in practice have typically asserted rather than measured these shifts in real price volatility or they have treated short-horizon volatility as a proxy for longer-horizon volatility (see, e.g., Elder and Serletis 2010).35 This approach is unlikely to work.”
• Dynamic spillovers of oil price shocks and economic policy uncertainty (2014, background): “Furthermore, authors such as, Rahman and Serletis (2011), Elder and Serletis (2010), Cologni and Manera (2008), Cunado and Pérez de Gracia (2005), Lee et al. (1995) and Hamilton (1983) confirm that the US economic activity has been significantly affected by rises in oil prices, as well as, by the…”
• Oil Price Shocks: Causes and Consequences (2014, methodology): “After relaxing this restriction using a stochastic volatility model, the uncertainty effect is reduced to one third of the estimate in Elder and Serletis (2010), but some asymmetry in the response estimates remains.”
• Oil price volatility in the context of Covid-19 (2021, background): “Nevertheless, oil demand appears to have reached its peak, with the major economies already showing signs of a need to diversify (Elder and Serletis, 2010; Dai and Serletis, 2018; Aye et al., 2014; Van Eyden et al., 2019).”
• NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIP (2010, methodology): “An interesting question, considered in ongoing research, is to what extent the apparent asymmetry in the consumption responses in Elder and Serletis (2010) may be caused by omitted nonlinearities linked to the time-varying expenditure share on energy or by the choice of the energy price series.15”