Oil price shocks and US economic activity

AM Herrera, MB Karaki, SK Rangaraju - Energy policy, 2019 - Elsevier
Our understanding of the sources of oil price fluctuations and their effects on the US
economy has undergone important transformations in the last decades. First, several studies …

Macroeconomic and uncertainty shocks' effects on energy prices: a comprehensive literature review

I Dokas, G Oikonomou, M Panagiotidis, E Spyromitros - Energies, 2023 - mdpi.com
GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

[HTML][HTML] Commodity price shocks related to the war in Ukraine and exchange rates of commodity exporters and importers

A Sokhanvar, E Bouri - Borsa Istanbul Review, 2023 - Elsevier
The war in Ukraine and new sanctions imposed on Russia have affected commodity prices
and induced historic moves in exchange rate markets. In this paper, we examine the impact …

Coronavirus and oil price crash

C Albulescu - arXiv preprint arXiv:2003.06184, 2020 - arxiv.org
Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and
amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradually …

The roles of oil shocks and geopolitical uncertainties on China's green bond returns

CC Lee, H Tang, D Li - Economic Analysis and Policy, 2022 - Elsevier
This research assesses the linkages among oil shocks, geopolitical uncertainties, and green
bond returns based on a structural vector autoregression framework for China from January …

The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach

H Atri, S Kouki, M imen Gallali - Resources Policy, 2021 - Elsevier
This study investigates whether COVID-19 news, panic and media coverage affect oil and
gold prices. Using the ARDL approach over the period January 23, 2020 to June 23, 2020 …

Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach

K Abbass, A Sharif, H Song, MT Ali, F Khan, N Amin - Resources Policy, 2022 - Elsevier
This study examines how the geopolitical oil price risk index, global gold price, global
interest rate, and global exchange rate affect Islamic and conventional securities. For …

The power play of natural gas and crude oil in the move towards the financialization of the energy market

SKA Rizvi, B Naqvi, S Boubaker, N Mirza - Energy Economics, 2022 - Elsevier
The financialization of the energy market has capacitated energy commodities to affect
economic activities unfathomably. Despite the availability of rich literature investigating …

Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities

SH Kang, JA Hernandez, MU Rehman, SJH Shahzad… - Resources Policy, 2023 - Elsevier
We investigate the spillovers and hedging between US equity sector returns and oil, gold,
Islamic stocks, and the implied volatilities of oil (OVX) and US stock market (VIX) based on …

Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar

D Das, CL Le Roux, RK Jana, A Dutta - Finance Research Letters, 2020 - Elsevier
In this article, we examine the hedging and safe-haven properties of Bitcoin against crude oil
implied volatility (OVX) and structural shocks using a dummy variable GARCH and quantile …