Defending global oil price security: Based on the perspective of uncertainty risk

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 and political uncertainty risk. The study res...

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Bibliographic Details
Main Authors: Chen, B. (Author), Song, Y. (Author), Wang, P.-P (Author), Wang, X.-Y (Author)
Format: Article
Language:English
Published: Elsevier Ltd 2022
Subjects:
Commerce
Costs
Decision making
Economic analysis
Economic policies
Economic policy uncertainty
Financial markets
Geopolitical risk
Geopolitical risks
Oil demand
Oil price security
Oil Prices
Public policy
Regression analysis
Stochastic volatility
Time varying parameter
Uncertainty
Vector autoregression models
Online Access:View Fulltext in Publisher

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