… This paper aims to analyze the impact of oil price volatility on different macroeconomic
variables of Thailand, such as output, price level, unemployment, interest rate, fiscal deficit, …

… Our measure of crude oil prices is the daily spot price for the West Texas Intermediate (WTI)
crude oil, obtained from the US Energy Information Administration. The sample covers the …

… Oil price volatility shows the degree of rise or fall in oil prices … in the crude oil prices, control
limits of the OPEC annual price … 2015, and factors affecting the oil price volatility. As a result of …

… literature on crude oil price volatility. We, thus, model crude oil price volatility using daily …
To the best of our knowledge, there is no study that models crude oil prices using daily data. …

… Only a few years ago, the prevailing view in the literature was that at least the major crude
oil prices increases were exogenous with respect to the OECD economies and that these …

… Crude oil, like many other primary commodities, is a major input in the production process of
… an era of higher crude oil price volatility. Volatility in oil price may reduce aggregate output …

… Moreover, we extend our analysis to investigate whether carbon emission price volatility
impacts the realized volatility of new energy stock returns. Doing so will allow us to assess …

… demand and supply) on West Texas Intermediate (WTI) crude oil price volatility. Accordingly,
we show that oil price volatility reacted substantially to the pandemic-induced oil shocks. In …

… Our implied volatility crude oil data set consists of the historical CBOE Crude Oil ETF
Volatility Index (OVX) that is available on https://www.cboe.com/OVX and covers the period from …

… an oil price volatility measure using daily prices of crude oil … First, as hypothesized, oil
price volatility has a negative and … after we control for the oil price change, indicating that both …