Unveiling the impact of geopolitical conflict on oil prices: A case study of the Russia-Ukraine War and its channels
Abstract The Russia-Ukraine War, which has lasted for over a year, has been proven to
significantly impact crude oil prices. This article aims to explore the channels through which …
significantly impact crude oil prices. This article aims to explore the channels through which …
Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas
With the acceleration of global energy transition and financialization, intense climate policy
uncertainty and financial speculation have significant impacts on the global energy market …
uncertainty and financial speculation have significant impacts on the global energy market …
OPEC: what difference has it made?
B Fattouh, L Mahadeva - Annu. Rev. Resour. Econ., 2013 - annualreviews.org
The main purpose of this paper is to review the evolution of OPEC models and to link this
evolution to some key events in the oil market. Our main conclusion is that OPEC's pricing …
evolution to some key events in the oil market. Our main conclusion is that OPEC's pricing …
The macroeconomic effects of oil supply news: Evidence from OPEC announcements
DR Känzig - American Economic Review, 2021 - aeaweb.org
This paper studies how changes in oil supply expectations affect the oil price and the
macroeconomy. Using a novel identification design, exploiting institutional features of OPEC …
macroeconomy. Using a novel identification design, exploiting institutional features of OPEC …
[HTML][HTML] The impact of climate policy on US environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness
This paper investigates the green stock market reaction to climate policy events associated
with the Paris Agreement and the US presidential elections. We document abnormal returns …
with the Paris Agreement and the US presidential elections. We document abnormal returns …
Oil price volatility and oil-related events: An Internet concern study perspective
Q Ji, JF Guo - Applied Energy, 2015 - Elsevier
Oil-related events have increased the uncertainty and complexity of the worldwide oil
market. This paper investigates the effects of four types of oil-related events on world oil …
market. This paper investigates the effects of four types of oil-related events on world oil …
Dynamic spillovers among major energy and cereal commodity prices
Over the past decade, the sharp increases in the prices of oil and agricultural commodities
have raised serious concerns about the heightened volatility of these markets and the …
have raised serious concerns about the heightened volatility of these markets and the …
Climate change and fossil fuel prices: A GARCH-MIDAS analysis
In this study, we investigate the connection between climate change and the volatility of
fossil fuel prices using the GARCH-MIDAS framework which accommodates mixed data …
fossil fuel prices using the GARCH-MIDAS framework which accommodates mixed data …
Climate events matter in the global natural gas market
This study examines the impact of 2404 global extreme climate events on natural gas
abnormal returns (ARs) and identifies the driving factors of the impact. The findings show …
abnormal returns (ARs) and identifies the driving factors of the impact. The findings show …
Oil financialization and volatility forecast: Evidence from multidimensional predictors
Y Ma, Q Ji, J Pan - Journal of Forecasting, 2019 - Wiley Online Library
Using the generalized dynamic factor model, this study constructs three predictors of crude
oil price volatility: a fundamental (physical) predictor, a financial predictor, and a …
oil price volatility: a fundamental (physical) predictor, a financial predictor, and a …