Uncertainty and oil volatility: New evidence

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

Social Sciences, Economics, Finance +9

The Model Confidence Set

Econometrica · 2011 · 2K citations

Computing, Economics, Mathematics +17

THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*

Lutz Kilian, Cheolbeom Park · International Economic Review · 2009 · 1.8K citations

Agriculture, Economics, Natural Resource Economics +17

A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

Peter Reinhard Hansen, Asger Lunde · Journal of Applied Econometrics · 2005 · 1.7K citations · Full text

Business, Economics, Finance +17

The Asset-Pricing Implications of Government Economic Policy Uncertainty

Jonathan Brogaard, Andrew L. Detzel · Management Science · 2015 · 1.4K citations

Business, Economics, Finance +17