Dependency on oil-derived fuels in various sectors, most notably in mobility, has left the
global economy vulnerable to several macroeconomic economic side effects. Numerous …

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 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 …

While there exists numerous studies on the macroeconomic effects of oil and commodity
shocks, the literature is quite silent on the impact of macroeconomic uncertainty on oil and …

This paper shows that higher macroeconomic uncertainty causes higher oil price volatility.
Regimes of low and high uncertainty are identified in a threshold VAR model in which the …

This paper examines the effect of oil price uncertainty on industrial production and the
exchange rates in four oil exporting countries, Canada, Mexico, Norway and Russia. Within …

A comprehensive assessment of energy use, environmental degradation, and economic
progress can play a significant role in transition towards low-carbon economy, and it can …

The option-implied oil price volatility is a strong negative predictor of economic growth
beyond traditional uncertainty measures. A rise in oil volatility also predicts an increase in oil …

This paper evaluates the information spillover between equity-related uncertainty and the oil
price before and after the 2008 global financial crisis, and the effects of exogenous shocks …