Structural oil price shocks and policy uncertainty

By Wensheng Kang, Ronald A. Ratti. 2013

189 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/702fd749b5c0a0908847b4acca416ce18f3ec5ab

How researchers see this paper

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

1. George Filis
2. Stavros Degiannakis *
3. Nikolaos Antonakakis
4. Ioannis Chatziantoniou
5. Stephen M. Miller
6. Riadh Aloui
7. A. Bastianin
8. Joaquin Vespignani

Citations in the corpus

• Uncertainty and Crude Oil Returns (2016, methodology): “…the literature dealing with uncertainty and oil returns, we briefly review the analysis of Kang and Ratti (2013a) and Antonakakis et al., (2014).2 Kang and Ratti (2013a), investigate the effect of oil-price shocks on EPU, using a structural vector autoregressive (SVAR) model, estimated with…”
• HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? (2017, unknown): “…that disentangling the causes underlying oil price shocks is important for explaining the response of many other variables, such as U.S. real gross domestic product and inflation [Kilian (2009)], bond returns [Kang et al. (2014)], and macroeconomic uncertainty [Kang and Ratti (2013a, 2013b)].”
• Dynamic spillovers of oil price shocks and economic policy uncertainty (2014, methodology): “These results are in line with Kang and Ratti (2013).”
• Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production (2017, background): “…and financial activity.1 Following the paper by Kilian (2009) connecting structural oil price shocks with the economy, Antonakakis et al. (2014) and Kang and Ratti (2013a, 2013b), among others, investigate the relationship between structural oil price shocks and economic policy uncertainty.”
• The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries (2016, background): “The relationship between stock markets and macroeconomic and financial variables has been widely investigated (see, for example, Engle and Rangel (2008), Güntner (2014), Kang and Ratti (2013) and Kilian and Park (2009)).”
• Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest (2017, background): “…to affect financial markets, whereas positive aggregate demand shocks (precautionary shocks) exert a positive (negative) impact (see, inter alia, Degiannakis et al., 2014; Abhyankar et al., 2013; Kang and Ratti, 2013; Baumeister and Peersman, 2013; Kilian and Park, 2009; Apergis and Miller, 2009).”