Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2019-04

AUTHORS

Syed Jawad Hussain Shahzad, Elie Bouri, Naveed Raza, David Roubaud

ABSTRACT

This paper aims to examine short- and long-run asymmetries in the impacts of disaggregated oil price shocks on economic policy uncertainty, stock market uncertainty, treasury rates, and investor (bullish and bearish) sentiment in the US. To this end, we use a nonlinear auto-regressive distributed lag cointegration approach, which allows us to capture both positive and negative disaggregated oil shocks. We find that oil demand shocks are the main drivers of both measures of uncertainty, while oil supply shocks affect treasury rates. However, both oil demand shocks and oil supply shocks affect investor sentiment, with certain differences in the effects of positive and negative shocks. The overall effects of both oil demand and supply shocks—whether positive or negative—are stronger in the long-run than in the short-run. Additionally, we apply rolling causality and reveal evidence of a rather homogenous causal flow from disaggregated oil shocks to the variables studied, particularly around global stress periods. Our findings have implications for asset pricing and portfolio risk management and suggest policy formulations that differentiate between disaggregated positive and negative oil price shocks. More... »

PAGES

901-921

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11156-018-0730-9

DOI

http://dx.doi.org/10.1007/s11156-018-0730-9

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1103789402


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "about": [
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1402", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Applied Economics", 
        "type": "DefinedTerm"
      }, 
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/14", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Economics", 
        "type": "DefinedTerm"
      }
    ], 
    "author": [
      {
        "affiliation": {
          "alternateName": "Montpellier Business School", 
          "id": "https://www.grid.ac/institutes/grid.468923.2", 
          "name": [
            "Montpellier Business School, Montpellier Research in Management, 2300 Avenue des Moulins, 34080, Montpellier, France"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Shahzad", 
        "givenName": "Syed Jawad Hussain", 
        "id": "sg:person.015125501567.15", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015125501567.15"
        ], 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "Holy Spirit University of Kaslik", 
          "id": "https://www.grid.ac/institutes/grid.444434.7", 
          "name": [
            "USEK Business School, Holy Spirit University of Kaslik Jounieh, Jounieh, Lebanon"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Bouri", 
        "givenName": "Elie", 
        "id": "sg:person.013252655055.12", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013252655055.12"
        ], 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "COMSATS Institute of Information Technology", 
          "id": "https://www.grid.ac/institutes/grid.418920.6", 
          "name": [
            "Montpellier Business School, Montpellier Research in Management, 2300 Avenue des Moulins, 34080, Montpellier, France", 
            "COMSATS Institute of Information Technology, Islamabad, Pakistan"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Raza", 
        "givenName": "Naveed", 
        "id": "sg:person.015770727701.47", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015770727701.47"
        ], 
        "type": "Person"
      }, 
      {
        "affiliation": {
          "alternateName": "Montpellier Business School", 
          "id": "https://www.grid.ac/institutes/grid.468923.2", 
          "name": [
            "Montpellier Business School, Montpellier Research in Management, 2300 Avenue des Moulins, 34080, Montpellier, France"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Roubaud", 
        "givenName": "David", 
        "id": "sg:person.015166117306.43", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015166117306.43"
        ], 
        "type": "Person"
      }
    ], 
    "citation": [
      {
        "id": "https://doi.org/10.1111/j.1468-2354.2009.00568.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1005492564"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1468-2354.2009.00568.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1005492564"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.enpol.2016.08.020", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1007214066"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.resourpol.2016.06.011", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1008745777"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.eneco.2016.08.015", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1010762415"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.apenergy.2016.11.037", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1011068838"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.econlet.2013.04.004", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1012050098"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.eneco.2010.05.015", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1013408272"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.econmod.2013.07.025", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1017303815"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/1467-9892.00091", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1019847367"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/978-1-4899-8008-3_9", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1020103837", 
          "https://doi.org/10.1007/978-1-4899-8008-3_9"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1111/j.1542-4774.2012.01079.x", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1024745373"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.eneco.2008.04.003", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1027602191"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1002/jae.616", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1027827784"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.intfin.2013.07.001", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1034459837"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/02664760120047906", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1035197336"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.eneco.2006.11.001", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1037603482"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/s11156-011-0265-9", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1038490870", 
          "https://doi.org/10.1007/s11156-011-0265-9"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.eneco.2014.05.007", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1041341029"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/0304-4076(94)01616-8", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1041546140"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.eneco.2016.11.016", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1042763214"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.jbankfin.2006.11.013", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1046897733"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1080/02664760903039883", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1047656744"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/s11156-013-0359-7", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1049088215", 
          "https://doi.org/10.1007/s11156-013-0359-7"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1017/s1365100510000106", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1053792582"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1086/261140", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1058574621"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1086/261703", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1058575184"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1093/qje/qjw024", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1059983538"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1142/s0219091511002159", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1062990111"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1257/aer.99.3.1053", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064528015"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1257/jel.41.3.788", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064528878"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1257/mac.5.4.1", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1064531571"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.5547/01956574.35.1.3", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1072972559"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.5547/issn0195-6574-ej-vol30-no2-9", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1072973967"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.resourpol.2017.04.006", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1085067703"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/s11156-017-0674-5", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1092166583", 
          "https://doi.org/10.1007/s11156-017-0674-5"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "sg:pub.10.1007/s11156-017-0682-5", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1092707859", 
          "https://doi.org/10.1007/s11156-017-0682-5"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.eneco.2017.12.018", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1100726057"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.1016/j.resourpol.2018.01.001", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1100775694"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2139/ssrn.313831", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1102192736"
        ], 
        "type": "CreativeWork"
      }, 
      {
        "id": "https://doi.org/10.2139/ssrn.2881983", 
        "sameAs": [
          "https://app.dimensions.ai/details/publication/pub.1102469050"
        ], 
        "type": "CreativeWork"
      }
    ], 
    "datePublished": "2019-04", 
    "datePublishedReg": "2019-04-01", 
    "description": "This paper aims to examine short- and long-run asymmetries in the impacts of disaggregated oil price shocks on economic policy uncertainty, stock market uncertainty, treasury rates, and investor (bullish and bearish) sentiment in the US. To this end, we use a nonlinear auto-regressive distributed lag cointegration approach, which allows us to capture both positive and negative disaggregated oil shocks. We find that oil demand shocks are the main drivers of both measures of uncertainty, while oil supply shocks affect treasury rates. However, both oil demand shocks and oil supply shocks affect investor sentiment, with certain differences in the effects of positive and negative shocks. The overall effects of both oil demand and supply shocks\u2014whether positive or negative\u2014are stronger in the long-run than in the short-run. Additionally, we apply rolling causality and reveal evidence of a rather homogenous causal flow from disaggregated oil shocks to the variables studied, particularly around global stress periods. Our findings have implications for asset pricing and portfolio risk management and suggest policy formulations that differentiate between disaggregated positive and negative oil price shocks.", 
    "genre": "research_article", 
    "id": "sg:pub.10.1007/s11156-018-0730-9", 
    "inLanguage": [
      "en"
    ], 
    "isAccessibleForFree": false, 
    "isPartOf": [
      {
        "id": "sg:journal.1136353", 
        "issn": [
          "0924-865X", 
          "1573-7179"
        ], 
        "name": "Review of Quantitative Finance and Accounting", 
        "type": "Periodical"
      }, 
      {
        "issueNumber": "3", 
        "type": "PublicationIssue"
      }, 
      {
        "type": "PublicationVolume", 
        "volumeNumber": "52"
      }
    ], 
    "name": "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment", 
    "pagination": "901-921", 
    "productId": [
      {
        "name": "readcube_id", 
        "type": "PropertyValue", 
        "value": [
          "951c2f78b3f53abddc4175891de48b97203768db6315649d52e55dab4f7c8e79"
        ]
      }, 
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/s11156-018-0730-9"
        ]
      }, 
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1103789402"
        ]
      }
    ], 
    "sameAs": [
      "https://doi.org/10.1007/s11156-018-0730-9", 
      "https://app.dimensions.ai/details/publication/pub.1103789402"
    ], 
    "sdDataset": "articles", 
    "sdDatePublished": "2019-04-11T13:19", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000368_0000000368/records_78959_00000000.jsonl", 
    "type": "ScholarlyArticle", 
    "url": "https://link.springer.com/10.1007%2Fs11156-018-0730-9"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0730-9'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0730-9'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0730-9'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0730-9'


 

This table displays all metadata directly associated to this object as RDF triples.

214 TRIPLES      21 PREDICATES      67 URIs      19 LITERALS      7 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/s11156-018-0730-9 schema:about anzsrc-for:14
2 anzsrc-for:1402
3 schema:author N042b0a7cd7c948fd92dca9ea2c5a0fd8
4 schema:citation sg:pub.10.1007/978-1-4899-8008-3_9
5 sg:pub.10.1007/s11156-011-0265-9
6 sg:pub.10.1007/s11156-013-0359-7
7 sg:pub.10.1007/s11156-017-0674-5
8 sg:pub.10.1007/s11156-017-0682-5
9 https://doi.org/10.1002/jae.616
10 https://doi.org/10.1016/0304-4076(94)01616-8
11 https://doi.org/10.1016/j.apenergy.2016.11.037
12 https://doi.org/10.1016/j.econlet.2013.04.004
13 https://doi.org/10.1016/j.econmod.2013.07.025
14 https://doi.org/10.1016/j.eneco.2006.11.001
15 https://doi.org/10.1016/j.eneco.2008.04.003
16 https://doi.org/10.1016/j.eneco.2010.05.015
17 https://doi.org/10.1016/j.eneco.2014.05.007
18 https://doi.org/10.1016/j.eneco.2016.08.015
19 https://doi.org/10.1016/j.eneco.2016.11.016
20 https://doi.org/10.1016/j.eneco.2017.12.018
21 https://doi.org/10.1016/j.enpol.2016.08.020
22 https://doi.org/10.1016/j.intfin.2013.07.001
23 https://doi.org/10.1016/j.jbankfin.2006.11.013
24 https://doi.org/10.1016/j.resourpol.2016.06.011
25 https://doi.org/10.1016/j.resourpol.2017.04.006
26 https://doi.org/10.1016/j.resourpol.2018.01.001
27 https://doi.org/10.1017/s1365100510000106
28 https://doi.org/10.1080/02664760120047906
29 https://doi.org/10.1080/02664760903039883
30 https://doi.org/10.1086/261140
31 https://doi.org/10.1086/261703
32 https://doi.org/10.1093/qje/qjw024
33 https://doi.org/10.1111/1467-9892.00091
34 https://doi.org/10.1111/j.1468-2354.2009.00568.x
35 https://doi.org/10.1111/j.1542-4774.2012.01079.x
36 https://doi.org/10.1142/s0219091511002159
37 https://doi.org/10.1257/aer.99.3.1053
38 https://doi.org/10.1257/jel.41.3.788
39 https://doi.org/10.1257/mac.5.4.1
40 https://doi.org/10.2139/ssrn.2881983
41 https://doi.org/10.2139/ssrn.313831
42 https://doi.org/10.5547/01956574.35.1.3
43 https://doi.org/10.5547/issn0195-6574-ej-vol30-no2-9
44 schema:datePublished 2019-04
45 schema:datePublishedReg 2019-04-01
46 schema:description This paper aims to examine short- and long-run asymmetries in the impacts of disaggregated oil price shocks on economic policy uncertainty, stock market uncertainty, treasury rates, and investor (bullish and bearish) sentiment in the US. To this end, we use a nonlinear auto-regressive distributed lag cointegration approach, which allows us to capture both positive and negative disaggregated oil shocks. We find that oil demand shocks are the main drivers of both measures of uncertainty, while oil supply shocks affect treasury rates. However, both oil demand shocks and oil supply shocks affect investor sentiment, with certain differences in the effects of positive and negative shocks. The overall effects of both oil demand and supply shocks—whether positive or negative—are stronger in the long-run than in the short-run. Additionally, we apply rolling causality and reveal evidence of a rather homogenous causal flow from disaggregated oil shocks to the variables studied, particularly around global stress periods. Our findings have implications for asset pricing and portfolio risk management and suggest policy formulations that differentiate between disaggregated positive and negative oil price shocks.
47 schema:genre research_article
48 schema:inLanguage en
49 schema:isAccessibleForFree false
50 schema:isPartOf N411caec2837d4518b6763bba062184e9
51 Nf95172d4845c434495d3d6a54002822b
52 sg:journal.1136353
53 schema:name Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
54 schema:pagination 901-921
55 schema:productId N4a0861fa29214b1a9333b91dacf6cbad
56 N4f535f6dc86746b390ea56557817edae
57 N6b27d0aa8085408b97db5c156bd10ee1
58 schema:sameAs https://app.dimensions.ai/details/publication/pub.1103789402
59 https://doi.org/10.1007/s11156-018-0730-9
60 schema:sdDatePublished 2019-04-11T13:19
61 schema:sdLicense https://scigraph.springernature.com/explorer/license/
62 schema:sdPublisher N542e020370bf40d4a53d43d67595f1fa
63 schema:url https://link.springer.com/10.1007%2Fs11156-018-0730-9
64 sgo:license sg:explorer/license/
65 sgo:sdDataset articles
66 rdf:type schema:ScholarlyArticle
67 N042b0a7cd7c948fd92dca9ea2c5a0fd8 rdf:first sg:person.015125501567.15
68 rdf:rest N941dc534bc404d53a6256a2c91a6ef91
69 N382772e67e5b4133b43f9efc9e59f41e rdf:first sg:person.015166117306.43
70 rdf:rest rdf:nil
71 N411caec2837d4518b6763bba062184e9 schema:issueNumber 3
72 rdf:type schema:PublicationIssue
73 N4a0861fa29214b1a9333b91dacf6cbad schema:name doi
74 schema:value 10.1007/s11156-018-0730-9
75 rdf:type schema:PropertyValue
76 N4f535f6dc86746b390ea56557817edae schema:name dimensions_id
77 schema:value pub.1103789402
78 rdf:type schema:PropertyValue
79 N542e020370bf40d4a53d43d67595f1fa schema:name Springer Nature - SN SciGraph project
80 rdf:type schema:Organization
81 N6b27d0aa8085408b97db5c156bd10ee1 schema:name readcube_id
82 schema:value 951c2f78b3f53abddc4175891de48b97203768db6315649d52e55dab4f7c8e79
83 rdf:type schema:PropertyValue
84 N941dc534bc404d53a6256a2c91a6ef91 rdf:first sg:person.013252655055.12
85 rdf:rest Ndfb5f5ca65294bd3a88bf34c8f53ba9b
86 Ndfb5f5ca65294bd3a88bf34c8f53ba9b rdf:first sg:person.015770727701.47
87 rdf:rest N382772e67e5b4133b43f9efc9e59f41e
88 Nf95172d4845c434495d3d6a54002822b schema:volumeNumber 52
89 rdf:type schema:PublicationVolume
90 anzsrc-for:14 schema:inDefinedTermSet anzsrc-for:
91 schema:name Economics
92 rdf:type schema:DefinedTerm
93 anzsrc-for:1402 schema:inDefinedTermSet anzsrc-for:
94 schema:name Applied Economics
95 rdf:type schema:DefinedTerm
96 sg:journal.1136353 schema:issn 0924-865X
97 1573-7179
98 schema:name Review of Quantitative Finance and Accounting
99 rdf:type schema:Periodical
100 sg:person.013252655055.12 schema:affiliation https://www.grid.ac/institutes/grid.444434.7
101 schema:familyName Bouri
102 schema:givenName Elie
103 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.013252655055.12
104 rdf:type schema:Person
105 sg:person.015125501567.15 schema:affiliation https://www.grid.ac/institutes/grid.468923.2
106 schema:familyName Shahzad
107 schema:givenName Syed Jawad Hussain
108 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015125501567.15
109 rdf:type schema:Person
110 sg:person.015166117306.43 schema:affiliation https://www.grid.ac/institutes/grid.468923.2
111 schema:familyName Roubaud
112 schema:givenName David
113 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015166117306.43
114 rdf:type schema:Person
115 sg:person.015770727701.47 schema:affiliation https://www.grid.ac/institutes/grid.418920.6
116 schema:familyName Raza
117 schema:givenName Naveed
118 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015770727701.47
119 rdf:type schema:Person
120 sg:pub.10.1007/978-1-4899-8008-3_9 schema:sameAs https://app.dimensions.ai/details/publication/pub.1020103837
121 https://doi.org/10.1007/978-1-4899-8008-3_9
122 rdf:type schema:CreativeWork
123 sg:pub.10.1007/s11156-011-0265-9 schema:sameAs https://app.dimensions.ai/details/publication/pub.1038490870
124 https://doi.org/10.1007/s11156-011-0265-9
125 rdf:type schema:CreativeWork
126 sg:pub.10.1007/s11156-013-0359-7 schema:sameAs https://app.dimensions.ai/details/publication/pub.1049088215
127 https://doi.org/10.1007/s11156-013-0359-7
128 rdf:type schema:CreativeWork
129 sg:pub.10.1007/s11156-017-0674-5 schema:sameAs https://app.dimensions.ai/details/publication/pub.1092166583
130 https://doi.org/10.1007/s11156-017-0674-5
131 rdf:type schema:CreativeWork
132 sg:pub.10.1007/s11156-017-0682-5 schema:sameAs https://app.dimensions.ai/details/publication/pub.1092707859
133 https://doi.org/10.1007/s11156-017-0682-5
134 rdf:type schema:CreativeWork
135 https://doi.org/10.1002/jae.616 schema:sameAs https://app.dimensions.ai/details/publication/pub.1027827784
136 rdf:type schema:CreativeWork
137 https://doi.org/10.1016/0304-4076(94)01616-8 schema:sameAs https://app.dimensions.ai/details/publication/pub.1041546140
138 rdf:type schema:CreativeWork
139 https://doi.org/10.1016/j.apenergy.2016.11.037 schema:sameAs https://app.dimensions.ai/details/publication/pub.1011068838
140 rdf:type schema:CreativeWork
141 https://doi.org/10.1016/j.econlet.2013.04.004 schema:sameAs https://app.dimensions.ai/details/publication/pub.1012050098
142 rdf:type schema:CreativeWork
143 https://doi.org/10.1016/j.econmod.2013.07.025 schema:sameAs https://app.dimensions.ai/details/publication/pub.1017303815
144 rdf:type schema:CreativeWork
145 https://doi.org/10.1016/j.eneco.2006.11.001 schema:sameAs https://app.dimensions.ai/details/publication/pub.1037603482
146 rdf:type schema:CreativeWork
147 https://doi.org/10.1016/j.eneco.2008.04.003 schema:sameAs https://app.dimensions.ai/details/publication/pub.1027602191
148 rdf:type schema:CreativeWork
149 https://doi.org/10.1016/j.eneco.2010.05.015 schema:sameAs https://app.dimensions.ai/details/publication/pub.1013408272
150 rdf:type schema:CreativeWork
151 https://doi.org/10.1016/j.eneco.2014.05.007 schema:sameAs https://app.dimensions.ai/details/publication/pub.1041341029
152 rdf:type schema:CreativeWork
153 https://doi.org/10.1016/j.eneco.2016.08.015 schema:sameAs https://app.dimensions.ai/details/publication/pub.1010762415
154 rdf:type schema:CreativeWork
155 https://doi.org/10.1016/j.eneco.2016.11.016 schema:sameAs https://app.dimensions.ai/details/publication/pub.1042763214
156 rdf:type schema:CreativeWork
157 https://doi.org/10.1016/j.eneco.2017.12.018 schema:sameAs https://app.dimensions.ai/details/publication/pub.1100726057
158 rdf:type schema:CreativeWork
159 https://doi.org/10.1016/j.enpol.2016.08.020 schema:sameAs https://app.dimensions.ai/details/publication/pub.1007214066
160 rdf:type schema:CreativeWork
161 https://doi.org/10.1016/j.intfin.2013.07.001 schema:sameAs https://app.dimensions.ai/details/publication/pub.1034459837
162 rdf:type schema:CreativeWork
163 https://doi.org/10.1016/j.jbankfin.2006.11.013 schema:sameAs https://app.dimensions.ai/details/publication/pub.1046897733
164 rdf:type schema:CreativeWork
165 https://doi.org/10.1016/j.resourpol.2016.06.011 schema:sameAs https://app.dimensions.ai/details/publication/pub.1008745777
166 rdf:type schema:CreativeWork
167 https://doi.org/10.1016/j.resourpol.2017.04.006 schema:sameAs https://app.dimensions.ai/details/publication/pub.1085067703
168 rdf:type schema:CreativeWork
169 https://doi.org/10.1016/j.resourpol.2018.01.001 schema:sameAs https://app.dimensions.ai/details/publication/pub.1100775694
170 rdf:type schema:CreativeWork
171 https://doi.org/10.1017/s1365100510000106 schema:sameAs https://app.dimensions.ai/details/publication/pub.1053792582
172 rdf:type schema:CreativeWork
173 https://doi.org/10.1080/02664760120047906 schema:sameAs https://app.dimensions.ai/details/publication/pub.1035197336
174 rdf:type schema:CreativeWork
175 https://doi.org/10.1080/02664760903039883 schema:sameAs https://app.dimensions.ai/details/publication/pub.1047656744
176 rdf:type schema:CreativeWork
177 https://doi.org/10.1086/261140 schema:sameAs https://app.dimensions.ai/details/publication/pub.1058574621
178 rdf:type schema:CreativeWork
179 https://doi.org/10.1086/261703 schema:sameAs https://app.dimensions.ai/details/publication/pub.1058575184
180 rdf:type schema:CreativeWork
181 https://doi.org/10.1093/qje/qjw024 schema:sameAs https://app.dimensions.ai/details/publication/pub.1059983538
182 rdf:type schema:CreativeWork
183 https://doi.org/10.1111/1467-9892.00091 schema:sameAs https://app.dimensions.ai/details/publication/pub.1019847367
184 rdf:type schema:CreativeWork
185 https://doi.org/10.1111/j.1468-2354.2009.00568.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1005492564
186 rdf:type schema:CreativeWork
187 https://doi.org/10.1111/j.1542-4774.2012.01079.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1024745373
188 rdf:type schema:CreativeWork
189 https://doi.org/10.1142/s0219091511002159 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062990111
190 rdf:type schema:CreativeWork
191 https://doi.org/10.1257/aer.99.3.1053 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064528015
192 rdf:type schema:CreativeWork
193 https://doi.org/10.1257/jel.41.3.788 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064528878
194 rdf:type schema:CreativeWork
195 https://doi.org/10.1257/mac.5.4.1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1064531571
196 rdf:type schema:CreativeWork
197 https://doi.org/10.2139/ssrn.2881983 schema:sameAs https://app.dimensions.ai/details/publication/pub.1102469050
198 rdf:type schema:CreativeWork
199 https://doi.org/10.2139/ssrn.313831 schema:sameAs https://app.dimensions.ai/details/publication/pub.1102192736
200 rdf:type schema:CreativeWork
201 https://doi.org/10.5547/01956574.35.1.3 schema:sameAs https://app.dimensions.ai/details/publication/pub.1072972559
202 rdf:type schema:CreativeWork
203 https://doi.org/10.5547/issn0195-6574-ej-vol30-no2-9 schema:sameAs https://app.dimensions.ai/details/publication/pub.1072973967
204 rdf:type schema:CreativeWork
205 https://www.grid.ac/institutes/grid.418920.6 schema:alternateName COMSATS Institute of Information Technology
206 schema:name COMSATS Institute of Information Technology, Islamabad, Pakistan
207 Montpellier Business School, Montpellier Research in Management, 2300 Avenue des Moulins, 34080, Montpellier, France
208 rdf:type schema:Organization
209 https://www.grid.ac/institutes/grid.444434.7 schema:alternateName Holy Spirit University of Kaslik
210 schema:name USEK Business School, Holy Spirit University of Kaslik Jounieh, Jounieh, Lebanon
211 rdf:type schema:Organization
212 https://www.grid.ac/institutes/grid.468923.2 schema:alternateName Montpellier Business School
213 schema:name Montpellier Business School, Montpellier Research in Management, 2300 Avenue des Moulins, 34080, Montpellier, France
214 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...