Economics, Econometrics and Finance
8 years ago

Oil price volatility predicts U.S. economic downturns, study finds.

Journal of Macroeconomics
Oil price volatility and the macroeconomy
J. Peter Ferderer

Paper Summary

Related papers

Economics, Econometrics and Finance
10 months ago

Public information fails to calm commodity market volatility, study finds.

Oil Price Shocks
Asset Pricing
Econophysics
Economics, Econometrics and Finance
2 years ago

Implied volatility fails as predictor of future market volatility.

Asset Pricing
Option Pricing
Oil Price Shocks
2 views
Economics, Econometrics and Finance
3 years ago

New study finds no winner between model-free and model-based volatility forecasting.

Financial Volatility
Option Pricing
Oil Price Shocks
2 views

Oil price volatility can impact the economy by affecting oil prices and their fluctuations. A study shows that the volatility of oil prices can predict changes in the overall output of the U.S. economy. Additionally, the way the economy responds to changes in oil prices can be partly explained by how it reacts to the volatility of these prices.