Energy Economics · 2023 · 17 citations · 34 references
Social SciencesBusiness EconomicsEconomicsEconometricsMacroeconomicsUncertainty QuantificationBusiness CyclesCommodity Price DynamicsDynamic Economic ModelsEconomic DynamicsOil EconomicsUnemploymentEquilibrium UnemploymentOil Price ShocksOil Price VolatilityOil PricesUnemployment Dynamics
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Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
The Impact of Uncertainty Shocks
Nicholas Bloom · Econometrica · 2009 · 5.7K citations
Oil and the Macroeconomy since World War II
James D. Hamilton · Journal of Political Economy · 1983 · 3.8K citations
Measuring and Testing the Impact of News on Volatility
Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations