… 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. …

… increase the level of oil prices, but also because they raise oil price volatility. This paper …
by showing that oil price volatility, measured by monthly standard deviations of daily oil prices, …

… about the causes of the oil price fluctuations shown in Figure 1. Section 5 discusses how oil
price volatility affects oil exporters. Section 6 focuses on how oil price shocks affect trade and …

… the current public health crisis has affected oil price and seek to measure its impact on oil
price volatility. To this end, we investigate oil price volatility with regard to a shock that affected …

… oil price shocks. We constructed an oil price volatility measure using daily prices of crude oil
… First, as hypothesized, oil price volatility has a negative and significant effect on future GDP …

… , large shocks to oil supply explained most of the high oil price volatility observed during
that … of higher oil price volatility is that oil prices can become more sensitive to variation in oil …

… oil price shock is a manifestation of extreme volatility. For the purposes of the present study,
which focuses on oil price volatility … terms of the size of price deviations. Acute deviations in …

… to generate reliable forecasts of the volatility of crude oil pricces. Since the “spot oil price
volatility reflects the volatility of current as well as future values of [oil] production, consumption …

… It should also be noted that, we focus on realised oil price volatility as opposed to conditional
oil price volatility; although we do consider the latter alternative for robustness purposes. …

… 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, …