Analyzing the dynamics of oil price volatility
A Comparative Study of Market Fundamentals and Global Uncertainty
Bibliographic Data
| ID | 6422247 |
|---|---|
| Authors | Youness El Amine (0009-0002-1898-4346), Mohamed Badr Benboubker (0000-0002-3176-253X), Mounir benboubker |
| Year | 2025 |
| Volume | 42 |
| Issue | 3 |
| Pages | 829-851 |
| Publication date | 2025-06-27 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Economia Politica (JOURNAL) |
| Journal identifiers | ISSN: 1973-820X • E-ISSN: 1120-2890 |
| Publisher | Springer Science+Business Media (PUBLISHER • DE) |
| DOI | 10.1007/s40888-025-00373-2 |
| OpenAlex | W4411734357 |
| Language | EN |
| References cited | 67 |
Econometrics · Economics · Financial economics · Monetary economics · Oil price · Volatility (finance · Energy, Environment, Economic Growth · Global Energy and Sustainability Research · Market Dynamics and Volatility
Generalized impulse response analysis in linear multivariate models
Measuring Geopolitical Risk
The Role of Inventories and Speculative Trading in the Global Market for Crude Oil
Not All Oil Price Shocks Are Alike
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
The impact of Russia–Ukraine war on crude oil prices
Terrorism, geopolitics, and oil security
On the volatility transmission between oil and stock markets
A new look at oil price pass-through into inflation
La théorie économique dans la crise
Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe
| Highly cited | No |
|---|