570
Views
30
CrossRef citations to date
0
Altmetric
Articles

How does economic policy uncertainty react to oil price shocks? A multi-scale perspective

, & ORCID Icon

References

  • Aloui, R., R. Gupta, and S. M. Miller. 2016. “Uncertainty and Crude Oil Returns.” Energy Economics 55: 92–100. doi:10.1016/j.eneco.2016.01.012.
  • Antonakakis, N., I. Chatziantoniou, and G. Filis. 2014. “Dynamic Spillovers of Oil Price Shocks and Economic Policy Uncertainty.” Energy Economics 44: 433–447. doi:10.1016/j.eneco.2014.05.007.
  • Baker, S. R., N. Bloom, and S. J. Davis. 2016. “Measuring Economic Policy Uncertainty.” The Quarterly Journal Of Economics 131 (4): 1593–1636. doi: 10.1093/qje/qjw024.
  • Berger, T., and G. S. Uddin. 2016. “On the Dynamic Dependence between Equity Markets, Commodity Futures and Economic Uncertainty Indexes.” Energy Economics 56: 374–383. doi:10.1016/j.eneco.2016.03.024.
  • Feng, M. M., I. M. Wahab, L. Jing, and L. Liu. 2017. “Is Economic Policy Uncertainty Important to Forecast the Realized Volatility of Crude Oil Futures?” Applied Economics Letters 50 (17): 1–15. doi:10.1080/00036846.2017.1388909.
  • Ji, Q., B.-Y. Liu, H. Nehler, and G. S. Uddin. 2018a. “Uncertainties and Extreme Risk Spillover in the Energy Markets: A Time-Varying Copula-Based CoVaR Approach.” Energy Economics 76: 115–126. doi:10.1016/j.eneco.2018.10.010.
  • Ji, Q., B.-Y. Liu, W.-L. Zhao, and Y. Fan. 2018b. “Modelling Dynamic Dependence and Risk Spillover between All Oil Price Shocks and Stock Market Returns in the BRICS.” International Review of Financial Analysis. doi:10.1016/j.irfa.2018.08.002.
  • Ji, Q., J.-B. Geng, and A. K. Tiwari. 2018. “Information Spillovers and Connectedness Networks in the Oil and Gas Markets.” Energy Economics 75: 71–84. doi:10.1016/j.eneco.2018.08.013.
  • Kang, S. H., and S.-M. Yoon. 2018. “Dynamic Connectedness Network in Economic Policy Uncertainties.” Applied Economics Letters 26 (1): 74–78. doi:10.1080/13504851.2018.1438580.
  • Ma, Y., Q. Ji, and J. Pan. 2019. “Oil Financialisation and Volatility Forecast: Evidence from Multidimensional Predictors.” Journal of Forecasting. doi:10.1002/for.2577.
  • Qadan, M., and H. Nama. 2018. “Investor Sentiment and the Price of Oil.” Energy Economics 69: 42–58. doi:10.1016/j.eneco.2017.10.035.
  • Sahinoz, S., and E. Erdogan Cosar. 2018. “Economic Policy Uncertainty and Economic Activity in Turkey.” Applied Economics Letters 25 (21): 1517–1520. doi:10.1080/13504851.2018.1430321.
  • Sims, C. A. 1980. “Macroeconomics and Reality.” Econometrica 48 (1): 1–48. doi:10.2307/1912017.
  • Sun, X., X. Chen, J. Wang, and L. Jianping. 2018. “Multi-Scale Interactions between Economic Policy Uncertainty and Oil Prices in Time-Frequency Domains.” The North American Journal of Economics and Finance. doi:10.1016/j.najef.2018.10.002.
  • Trung, N. B. 2018. “The Spillover Effect of the US Uncertainty on Emerging Economies: A Panel VAR Approach.” Applied Economics Letters 26 (3): 210–216. doi:10.1080/13504851.2018.1458183.
  • Wang, J., X. Sun, L. Jianping, J. Chen, and C. Liu. 2018. “Has China’s Oil-Import Portfolio Been Optimized from 2005 to 2014? A Perspective of Cost-Risk Tradeoff.” Computers & Industrial Engineering 126: 451–464. doi:10.1016/j.cie.2018.10.005.
  • Wei, L., L. Guowen, X. Zhu, X. Sun, and L. Jianping. 2019. “Developing a Hierarchical System for Energy Corporate Risk Factors Based on Textual Risk Disclosures.” Energy Economics 80: 452–460. doi:10.1016/j.eneco.2019.01.020.
  • Zhao, Y., J. Li, and L. Yu. 2017. “A Deep Learning Ensemble Approach for Crude Oil Price Forecasting.” Energy Economics 66: 9–16. doi:10.1016/j.eneco.2017.05.023.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.