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Exogenous shocks and the spillover effects between uncertainty and oil price

Citations

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Cited by:

  1. Lee, Chi-Chuan & Lee, Chien-Chiang & Ning, Shao-Lin, 2017. "Dynamic relationship of oil price shocks and country risks," Energy Economics, Elsevier, vol. 66(C), pages 571-581.
  2. Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024. "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, vol. 136(C).
  3. Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong, 2019. "Risk spillovers between oil and stock markets: A VAR for VaR analysis," Energy Economics, Elsevier, vol. 80(C), pages 524-535.
  4. Zhang, Yaojie & Zhao, Xinyi & Zhang, Zhikai, 2025. "Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 75(PB).
  5. Su, Zhi & Lu, Man & Yin, Libo, 2018. "Oil prices and news-based uncertainty: Novel evidence," Energy Economics, Elsevier, vol. 72(C), pages 331-340.
  6. Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2024. "Asymmetric volatility spillover between crude oil and other asset markets," Energy Economics, Elsevier, vol. 130(C).
  7. Zhang, Feipeng & Gao, Hongfu & Yuan, Di, 2024. "The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model," Journal of Commodity Markets, Elsevier, vol. 35(C).
  8. Attílio, Luccas Assis & Mollick, André Varella, 2024. "Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects," Energy Economics, Elsevier, vol. 135(C).
  9. Yu, Senyuan & Li, Jianfeng & Tao, Zhensheng & Yao, Xiaoyang & Wang, Hui, 2025. "The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information," International Review of Financial Analysis, Elsevier, vol. 108(PA).
  10. Mensi, Walid & Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis," Resources Policy, Elsevier, vol. 79(C).
  11. Gu, Xin & Zhu, Zixiang & Yu, Minli, 2021. "The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?," Energy Economics, Elsevier, vol. 100(C).
  12. Guivis Nkemgha & Ulrich Kevin Kamwa & Elsa Tajeussong, 2025. "Linking energy shocks and bank performance in developing countries," Economics Bulletin, AccessEcon, vol. 45(2), pages 1107-1122.
  13. Geng, Jiang-Bo & Chen, Fu-Rui & Ji, Qiang & Liu, Bing-Yue, 2021. "Network connectedness between natural gas markets, uncertainty and stock markets," Energy Economics, Elsevier, vol. 95(C).
  14. Marek Szturo & Bogdan Włodarczyk & Ireneusz Miciuła & Karolina Szturo, 2021. "The Essence of Relationships between the Crude Oil Market and Foreign Currencies Market Based on a Study of Key Currencies," Energies, MDPI, vol. 14(23), pages 1-17, November.
  15. Shahriyar Mukhtarov & Sugra Humbatova & Mubariz Mammadli & Natig Gadim‒Oglu Hajiyev, 2021. "The Impact of Oil Price Shocks on National Income: Evidence from Azerbaijan," Energies, MDPI, vol. 14(6), pages 1-11, March.
  16. Chen, Jinyu & Liang, Zhipeng & Ding, Qian & Liu, Zhenhua, 2022. "Quantile connectedness between energy, metal, and carbon markets," International Review of Financial Analysis, Elsevier, vol. 83(C).
  17. Naeem, Muhammad Abubakr & Peng, Zhe & Suleman, Mouhammed Tahir & Nepal, Rabindra & Shahzad, Syed Jawad Hussain, 2020. "Time and frequency connectedness among oil shocks, electricity and clean energy markets," Energy Economics, Elsevier, vol. 91(C).
  18. Nasim, Asma & Downing, Gareth, 2023. "Energy shocks and bank performance in the advanced economies," Energy Economics, Elsevier, vol. 118(C).
  19. Jiang, Wei & Chen, Yunfei, 2022. "The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 77(C).
  20. Tiantian Liu & Shigeyuki Hamori, 2021. "Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach," Energies, MDPI, vol. 14(12), pages 1-21, June.
  21. Han, Liyan & Lv, Qiuna & Yin, Libo, 2017. "Can investor attention predict oil prices?," Energy Economics, Elsevier, vol. 66(C), pages 547-558.
  22. Meng, Juan & Nie, He & Mo, Bin & Jiang, Yonghong, 2020. "Risk spillover effects from global crude oil market to China’s commodity sectors," Energy, Elsevier, vol. 202(C).
  23. Linhai Zhao & Ehsan Rasoulinezhad & Tapan Sarker & Farhad Taghizadeh-Hesary, 2023. "Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 148-166, February.
  24. Libo Yin & Hong Cao, 2024. "Financialization of commodity markets: New evidence from temporal and spatial domains," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1357-1382, August.
  25. Wang, Xunxiao, 2020. "Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate," Energy Economics, Elsevier, vol. 91(C).
  26. Qi, Yajie & Bai, Jiangyao & Liu, Shuhao, 2024. "Spillover dynamics among commodities along the Chinese oil industrial chain: From the perspective of multidimensional networks," International Review of Economics & Finance, Elsevier, vol. 96(PB).
  27. Su, Chi Wei & Song, Xin Yue & Dou, Junyi & Qin, Meng, 2025. "Fossil fuels or renewable energy? The dilemma of climate policy choices," Renewable Energy, Elsevier, vol. 238(C).
  28. Dan Nie & Yanbin Li & Xiyu Li & Xuejiao Zhou & Feng Zhang, 2022. "The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains," Energies, MDPI, vol. 15(11), pages 1-28, May.
  29. Wei Yang & Yifu Zhang & Yuan Hu, 2022. "Heterogeneous Impact of Economic Policy Uncertainty on Provincial Environmental Pollution Emissions in China," Sustainability, MDPI, vol. 14(9), pages 1-13, April.
  30. Li, Sufang & Zhang, Hu & Yuan, Di, 2019. "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, vol. 84(C).
  31. Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
  32. Attílio, Luccas Assis & Faria, João Ricardo & Rodrigues, Mauro & Silva, Emilson, 2025. "Spillover effects from oil markets on international ethanol markets and Chinese electricity production," Energy Policy, Elsevier, vol. 207(C).
  33. Chen, Yan & Qiao, Gaoxiu & Zhang, Feipeng, 2022. "Oil price volatility forecasting: Threshold effect from stock market volatility," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
  34. Qiao, Gaoxiu & Ma, Xuekun & Jiang, Gongyue & Wang, Lu, 2024. "Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 415-437.
  35. Lee, Chi-Chuan & Lee, Chien-Chiang, 2019. "Oil price shocks and Chinese banking performance: Do country risks matter?," Energy Economics, Elsevier, vol. 77(C), pages 46-53.
  36. Muhammad Shahbaz & Arshian Sharif & Fateh Belaid & Xuan Vinh Vo, 2023. "Long‐run co‐variability between oil prices and economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1308-1326, April.
  37. repec:aen:journl:ej43-si1-nguyen is not listed on IDEAS
  38. Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang, 2023. "How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  39. Jin, Jiayu & Han, Liyan & Xu, Yang, 2022. "Does the SDR stabilize investing in commodities?," International Review of Economics & Finance, Elsevier, vol. 81(C), pages 160-172.
  40. Tsai, I-Chun, 2024. "Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source," Energy Policy, Elsevier, vol. 188(C).
  41. Wang, Kai-Hua & Wang, Zu-Shan & Yunis, Manal & Kchouri, Bilal, 2023. "Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective," Energy Economics, Elsevier, vol. 128(C).
  42. Jiang, Wei & Chen, Yunfei, 2022. "The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods," Energy, Elsevier, vol. 246(C).
  43. Wang, Xunxiao & Wang, Yudong, 2019. "Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective," Energy Economics, Elsevier, vol. 80(C), pages 995-1009.
  44. Křehlík, Tomáš & Baruník, Jozef, 2017. "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Energy Economics, Elsevier, vol. 65(C), pages 208-218.
  45. S. A. Edalatpanah & S. Fatemeh Faghidian & Dragan Pamucar & Vladimir Simic, 2026. "Investigating the impact of unconventional variables on the improvement of OPEC crude oil price forecasting modeling," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-20, December.
  46. Jiang, Wei & Dong, Lingfei & Liu, Xutang & Zou, Liming, 2024. "Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective," Energy, Elsevier, vol. 307(C).
  47. Gong, Xu & Shi, Rong & Xu, Jun & Lin, Boqiang, 2021. "Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective," Applied Energy, Elsevier, vol. 285(C).
  48. Giray Gozgor & Ender Demir, 2017. "Excess stock returns, oil shocks, and policy uncertainty in the U.S," Economics Bulletin, AccessEcon, vol. 37(2), pages 741-755.
  49. Jiang, Wei & Chen, Yunfei, 2024. "Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets," Resources Policy, Elsevier, vol. 88(C).
  50. Wang, Hu & Li, Shouwei, 2021. "Asymmetric volatility spillovers between crude oil and China's financial markets," Energy, Elsevier, vol. 233(C).
  51. Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Rasoulinezhad, Ehsan & Chang, Youngho, 2019. "Trade linkages and transmission of oil price fluctuations," Energy Policy, Elsevier, vol. 133(C).
  52. Chi Wei Su & Xin Yue Song & Meng Qin & Oana‐Ramona Lobonţ, 2025. "Green intent or black smoke: Exploring investor sentiment on sustainable development," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1856-1872, April.
  53. Tiantian Liu & Tadahiro Nakajima & Shigeyuki Hamori, 2022. "The impact of economic uncertainty caused by COVID-19 on renewable energy stocks," Empirical Economics, Springer, vol. 62(4), pages 1495-1515, April.
  54. Rehman, Mobeen Ur, 2018. "Do oil shocks predict economic policy uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 498(C), pages 123-136.
  55. Karol Szafranek, 2018. "Determinanty zmiennej w czasie korelacji pomiędzy cenami ropy naftowej a kursem walutowym dolara amerykańskiego," Bank i Kredyt, Narodowy Bank Polski, vol. 49(6), pages 671-708.
  56. Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2018. "Forecasting the prices of crude oil using the predictor, economic and combined constraints," Economic Modelling, Elsevier, vol. 75(C), pages 237-245.
  57. Abhijit Roy & Eric Van Steenburg & Lauren Drury, 2025. "Effect of country characteristics and exogenous shocks on philanthropic impact: Opportunities for marketing strategy influence for nonprofits," AMS Review, Springer;Academy of Marketing Science, vol. 15(3), pages 363-389, December.
  58. El Khoury, Rim & Alshater, Muneer M. & Li, Yanshuang & Xiong, Xiong, 2024. "Quantile time-frequency connectedness among G7 stock markets and clean energy markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 71-90.
  59. Ferrer, Román & Shahzad, Syed Jawad Hussain & López, Raquel & Jareño, Francisco, 2018. "Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices," Energy Economics, Elsevier, vol. 76(C), pages 1-20.
  60. Anthony N. Rezitis & Panagiotis Andrikopoulos & Theodoros Daglis, 2024. "Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 451-483, March.
  61. Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping, 2020. "Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  62. Kamesh Anand K & Aswini Kumar Mishra, 2023. "Market Connectedness and Volatility Spillovers: A Meta-Literature Review," Commodities, MDPI, vol. 2(3), pages 1-19, June.
  63. Wei Guo, 2025. "Can Chinese stock market volatility forecast US news sentiment?," Quality & Quantity: International Journal of Methodology, Springer, vol. 59(5), pages 4503-4523, October.
  64. Maximilian Röglinger & Ralf Plattfaut & Vincent Borghoff & Georgi Kerpedzhiev & Jörg Becker & Daniel Beverungen & Jan Brocke & Amy Looy & Adela del-Río-Ortega & Stefanie Rinderle-Ma & Michael Rosemann, 2022. "Exogenous Shocks and Business Process Management," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 64(5), pages 669-687, October.
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