News-based Equity Market Uncertainty and Crude Oil Volatility

The stability of U.S. economic policy: Does it really matter for oil price?

(2020) Meng Qin et al.   ENERGY

Crude oil prices and clean energy stock indices: Lagged and asymmetric effects with quantile regression

(2020) Ishaan Dawar et al.   RENEWABLE ENERGY

The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach

(2019) Yue-Jun Zhang et al.   QUANTITATIVE FINANCE

The relationship between news-based implied volatility and volatility of US stock market: What can we learn from multiscale perspective?

(2019) Bin Mo et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?

(2019) Sha Zhu et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data

(2018) Reneé van Eyden et al.   APPLIED ENERGY

Impact of oil price uncertainty on Middle East and African stock markets

(2017) Anupam Dutta et al.   ENERGY

How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index

(2013) Ming-Lei Liu et al.   ENERGY

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

(2010) Kyongwook Choi et al.   ENERGY POLICY