This paper investigates the effect of oil shocks on US stock market volatility based on a new
hybrid model that combines the least absolute shrinkage and selection operator (LASSO) …

This paper investigates the predictive ability of oil shocks for international stock market
volatility based on a data-rich environment. Our empirical analysis shows that multiple oil …

This paper investigates the extreme co-movements between three types of decomposed oil
price shocks, eg, supply shock, demand shock, and risk shock, and sustainable investments …

This study reexamines the causal relationship between oil price and economic performance
(proxy by GDP returns) in seven selected advanced economies: Australia, Canada, China …

Oil and gas are the most important inputs that countries use in their production process. For
this reason, changes in oil-gas prices affect economic growth, which is the most important …

This article examines interdependence between oil price shocks and United States
economic uncertainty and their effects on global stock markets within a structural VAR model …

In a volatile, uncertain, complex and ambiguous (VUCA) world, responses by governments
to global shocks will vary in substance and rate of success. We argue that policymakers can …

We quantify the reaction of US equity, bond futures, and exchange rate returns to oil price
shocks driven by oil inventory news. Across most sectors, equity prices decrease in …

This paper investigates the effects of crude oil price shocks on the Turkish economy from
2005: 01 to 2018: 04 using a relatively new technique: the factor-augmented vector …

In this paper, an estimation of differential impacts of shocks in oil prices on the economic
sectors in the oil-exporting Colombia is made. Using data from the world economy and …