Global Economic Policy Uncertainties and International Oil Price Volatility Under Alternative Market Conditions-Reference-Cited by-同舟云学术

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Global Economic Policy Uncertainties and International Oil Price Volatility Under Alternative Market Conditions

Published:2024-10-31 Issue:Early View Volume:5 Page:
ISSN:2652-6433
Container-title:Energy RESEARCH LETTERS
language:en
Short-container-title:

Author:

Hammed Yinka Sabuur¹²^ORCID

Affiliation:

1. Nigerian Institute of International Affairs, Lagos, Nigeria

2. Obafemi Awolowo University, Ile-Ife, Nigeria

Abstract

This study mainly investigates the predictability prowess of global economic policy uncertainty (GEPU) for oil price volatility under different market episodes. The results clearly show that the GEPU-oil price volatility nexus is episodic in nature. While evidence of mean reverting stance is confirmed across the sectionalized market phases, the long-term impact of GEPU in the nexus holds true for the Covid-19 pandemic, Russia-Ukraine war, and oil price shock episodes.

Publisher

Asia-Pacific Applied Economics Association

Reference11 articles.

1. Measuring economic policy uncertainty;S. R. Baker;The Quarterly Journal of Economics,2016

2. Oil price volatility in the context of Covid-19;D. Bourghelle;International Economics,2021

3. Impact of economic policy uncertainty on exchange rate volatility of China;L. Chen;Finance Research Letters,2020

4. Uncertainty and crude oil market volatility: new evidence;C. Liang;Applied Economics,2020

5. Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective;B. Lin;Research in International Business and Finance,2021

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