This paper uses a number of different panel data estimators, including fixed effects, bias-
corrected least squares dummy variables (LSDVC), generalised methods of moments …

This paper examines the dynamic short-and long-run asymmetric interactions and causality
between real economic activity and stock and gold markets volatility shocks using both the …

This paper investigates the effect of oil price uncertainty on global real economic activity
using a quarterly vector autoregressive model with stochastic volatility in mean. Stochastic …

We study the impact of oil price uncertainty (OPU) on macroeconomic activity. We construct
a new measure of OPU by extracting information on oil markets from 50 newspapers around …

This paper uses a bivariate GARCH-in-mean VAR model to examine the effect of oil price
uncertainty on the US real stock returns at the aggregate and sectoral levels. Estimation …

In view of the dramatic fluctuation of international oil price over the past decade, oil price
uncertainty has aroused widespread concern of academia and policymakers. This paper …

In this study, we empirically search the effects of oil price uncertainty and oil price shocks on
US unemployment rate using a GARCH-in-mean VAR model for the period 1974: q2–2017 …

In this paper we build on recent work by Elder and Serletis (2010, forthcoming) and Rahman
and Serletis (forthcoming) and investigate the relationship between oil price uncertainty and …

This paper investigates empirical marginal effects of uncertainty measured by conditional
variance of the stock and crude oil prices on their returns using stock index prices for US …

Energy security, climate change, and growing energy demand issues are moving up on the
global political agenda, and contribute to the rapid growth of the renewable energy sector. In …