Oil price uncertainty, oil pricing reform, and corporate profitability: The case of China. [PDF]
This study investigates the impact of oil price uncertainty (OPU) on corporate profitability in China, the world's largest crude oil consumer. Most importantly, we examine how the Chinese government's oil price reform affects this relationship. Using the
Giang Thi Huong Vuong +2 more
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Does oil price uncertainty matter in stock market volatility forecasting? [PDF]
We analyze whether oil price uncertainty and U.S. stock uncertainty can simultaneously provide additional information to volatility forecast of six major stock indexes. For model settings, we find not only the uncertainty information of previous day, but
Peng Qin, Manying Bai
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Crude oil price uncertainty and corporate carbon emissions. [PDF]
Low-carbon transformation has become a key priority in China, as demonstrated in the implementation of the Carbon Peak, Carbon Neutralization policy, leading to increasing concern of environmental performance at the corporate level. This paper measures the carbon emission of 1,089 Chinese companies through the EIO-LCA-based approach.
Wei P, Li Y, Ren X, Duan K.
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Investigating the effect of oil price uncertainty on the consumer price index in Iran: a quantile regression approach based on wavelet transformation [PDF]
Investigating the effect of oil price uncertainty on the consumer price index of countries dependent on oil revenues is of great importance. Oil revenues in oil exporting countries are among the most important and influential factors in macroeconomic ...
Marzieh Esfandiari +2 more
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Effect of Crude Oil Price Volatilities on the Leverage Requirements of Companies Listed on the Stock Exchange [PDF]
During the last decade, the international price of crude oil has experienced frequent periods of volatility; which has motivated researchers to investigate how oil price uncertainty affects economic activities and financial markets. Reasonably, oil, as a
Sima Arabani, masomeh Latifi Benmaran
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How does oil price uncertainty affect output in the Central and Eastern European economies? – the Bayesian-based approaches [PDF]
Purpose – This paper aims to investigate how oil price uncertainty affects real gross domestic product (GDP) and industrial production in eight Central and Eastern European countries (CEEC).
Dejan Živkov, Jasmina Đurašković
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Oil price uncertainty and IPOs
We examine the impact of oil price uncertainty on IPO volume in the oil and gas sector. By using the implied volatility of oil options, a forward-looking uncertainty measure, we identify the effect of uncertainty on the going-public decision. Oil price uncertainty exhibits a strong negative relation to IPO volume.
Blomkvist, Magnus +3 more
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THE IMPACT OF OIL PRICE UNCERTAINTY ON US STOCK RETURNS
Oil price uncertainty has a negative and significant impact on stock returns during the period of 2003–2020 but not the earlier period of 1984–2002. The impact of stock price uncertainty on oil returns for both periods is not significant.
Yiuman Tse
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Defending global oil price security: Based on the perspective of uncertainty risk
This study uses the time-varying parameter/stochastic volatility vector autoregression (TVP-SV-VAR) model to explore the impact of uncertainty risk on oil prices. Economic policy uncertainty and geopolitical risk were used as proxy variables for economic
Yu Song +3 more
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The oil price volatility index (OPVI) is a direct and more accurate measure of oil price uncertainty. The significance of the crude oil prices volatility index is used in this paper to examine the effects of crude oil uncertainty on the aggregate and ...
Nenavath Sreenu
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