THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS

By Sajjadur Rahman, Apostolos Serletis. Macroeconomic Dynamics, 2011

146 citations recorded by the source corpus.

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Citations in the corpus

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 shocks, policy uncertainty and stock market return (2013, background): “Elder and Serletis (2010) and Rahman and Serletis (2011) find that uncertainty about changes in the real price of oil has significant negative effects on real economic activity.”
Oil price shocks and stock market returns: New evidence from the United States and China (2014, background): “Since then a vast amount of studies have been published and the majority of them voice the opinion that oil prices exert a significant impact on economic variables (some influential papers include, inter alia, Baumeister and Peersman, 2012; Lippi and Nobili, 2012; Segal, 2011; Rahman and Serletis, 2”
The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data (2014, background): “Furthermore, some authors opine that oil price innovations exercise an impact on aggregate uncertainty and they have significant negative effects on investments (see, inter alia, Ratti et al., 2011; Rahman and Serletis, 2011; Elder and Serletis, 2010).”
Forecasting oil price realized volatility using information channels from other asset classes (2017, background): “…produce more accurate forecasts (see, 1 See, for instance, Hamilton, 1983; Jones and Kaul (1996), Kilian and Park (2009), Filis (2010), Arouri et al. (2011), Filis et al. (2011), Degiannakis et al. (2013), Rahman and Serletis (2011), Baumeister and Peersman (2013), Filis and Chatziantoniou (2014).”