Dynamic spillovers of oil price shocks and economic policy uncertainty

By Nikolaos Antonakakis, Ioannis Chatziantoniou, George Filis. 2014

403 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/47527c46201e07e33c9ac607025d9c1a3cbada69

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Citations in the corpus

Time-varying interactions between geopolitical risks and renewable energy consumption (2021, background): “Generally, increasing economic activity will increase renewable energy consumption, and vice versa (Sadorsky 2009; Apergis and Payne 2012; Inglesi-Lotz 2016). As economic growth slows down, energy consumption also decreases. Sadorsky (2009) uses a panel cointegration test to examine the long-run nex”
Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest (2017, background): “This is in line with Antonakakis et al. (2014) who further subscribe to the belief that for net oil–exporting countries, both aggregate demand and supply-side shocks appear to be important during periods of economic downturn, while oil–specific demand shocks are likely to be more important during…”
Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production (2017, background): “4 Please see Antonakakis et al. (2014) and Kang and Ratti (2013a; 2013b).”
Coronavirus and Oil Price Crash (2020, neutral): “the dynamic effects between the US EPU and international oil prices and discover that US oil production shocks are associated with a decrease of economic uncertainty. Similar findings are reported by Antonakakis et al. (2014) who resort to the spillover index proposed by Diebold and Yilmaz (2012) an”
Uncertainty and Crude Oil Returns (2016, background): “Louis.(6) We express oil prices as annualized returns (i.”
Uncertainty and crude oil market volatility: new evidence (2020, background): “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).”