Oil market uncertainty and international business cycle dynamics

A-Tier
Journal: Energy Economics
Year: 2019
Volume: 81
Issue: C
Pages: 728-740

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper sets out to identify the dynamic relationship between oil market uncertainty and international business cycle. Firstly, we implement the Granger causality linear tests and document significant linear causal relation. Then we perform the nonlinear tests, which, on the contrary, do not exhibit significant evidence of nonlinear relation between oil market uncertainty and the business cycle indicators. Further we perform the dynamic panel analysis utilizing the Arellano-Bond GMM procedure and find that oil volatility risk premium (VRP) has a significant leading effect on the output growth even controlling for country specific characters and other classic pricing factors of stock markets. Further, the impulse responses indicate that the shock of innovation in oil market uncertainty can boost the output growth within half a year and this effect will be absorbed gradually over time. Overall, oil market uncertainty does have a linear leading effect on the international business cycle.

Technical Details

RePEc Handle
repec:eee:eneeco:v:81:y:2019:i:c:p:728-740
Journal Field
Energy
Author Count
2
Added to Database
2026-01-29