7
H index
6
i10 index
436
Citations
| 7 H index 6 i10 index 436 Citations RESEARCH PRODUCTION: 4 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Soojin Jo. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 6 |
| Working Papers / Federal Reserve Bank of Dallas | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046. Full description at Econpapers || Download paper |
| 2025 | Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114. Full description at Econpapers || Download paper |
| 2025 | Economic uncertainty and the redistributive effect of taxes and transfers in the UK and the US since the 1980s. (2025). Claveria, Oscar ; Sori, Petar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00216. Full description at Econpapers || Download paper |
| 2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. Full description at Econpapers || Download paper |
| 2025 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744. Full description at Econpapers || Download paper |
| 2024 | Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape. (2024). Tiwari, Aviral ; Hammoudeh, Shawkat ; Tripathi, Nitya Nand ; Raj, Asha Binu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001128. Full description at Econpapers || Download paper |
| 2025 | Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284. Full description at Econpapers || Download paper |
| 2024 | Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153. Full description at Econpapers || Download paper |
| 2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper |
| 2024 | Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373. Full description at Econpapers || Download paper |
| 2024 | Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883. Full description at Econpapers || Download paper |
| 2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper |
| 2024 | Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152. Full description at Econpapers || Download paper |
| 2025 | Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375. Full description at Econpapers || Download paper |
| 2025 | Pandemic, Ukraine, OPEC+ and strategic stockpiles: Taming the oil market in turbulent times. (2025). Smith, James ; Pierru, Axel ; Almutairi, Hossa. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001422. Full description at Econpapers || Download paper |
| 2025 | Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451. Full description at Econpapers || Download paper |
| 2025 | The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia. (2025). Wadley, David ; Dargusch, Paul ; Richards, Russell ; Rahman, Arief. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500489x. Full description at Econpapers || Download paper |
| 2024 | From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726. Full description at Econpapers || Download paper |
| 2024 | Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810. Full description at Econpapers || Download paper |
| 2025 | The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119. Full description at Econpapers || Download paper |
| 2025 | What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701. Full description at Econpapers || Download paper |
| 2025 | Financial uncertainties drive extreme risks in China. (2025). Huang, Shupei ; Lucey, Brian M ; Wang, Xinya. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s105752192500434x. Full description at Econpapers || Download paper |
| 2025 | Oil price uncertainty, exchange rate volatility, and African stock markets: A nonparametric quantile-on-quantile analysis. (2025). Chen, Yufeng ; Msofe, Zulkifr Abdallah ; Wang, Chuwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004727. Full description at Econpapers || Download paper |
| 2024 | Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Ge, Zhenyu ; Sun, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292. Full description at Econpapers || Download paper |
| 2024 | Oil price disaster risk, macroeconomic dynamics and monetary policy. (2024). Shi, Wenhui ; Liu, Zongming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005064. Full description at Econpapers || Download paper |
| 2024 | Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173. Full description at Econpapers || Download paper |
| 2025 | Forecasting crude oil price volatility with uncertainty: New modeling with multivariate selection. (2025). Zhang, Yunyi ; Hu, Ting ; Xiao, Shuang. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325007020. Full description at Econpapers || Download paper |
| 2025 | Balancing the books: The role of energy-related uncertainty in corporate leverage. (2025). Yang, Lukai ; Huang, Xinhui. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000043. Full description at Econpapers || Download paper |
| 2024 | An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409. Full description at Econpapers || Download paper |
| 2024 | Metal and energy price uncertainties and the global economy. (2024). Sheen, Jeffrey ; Ponomareva, Natalia ; Wang, Ben Zhe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317. Full description at Econpapers || Download paper |
| 2024 | Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict. (2024). Xu, Yan ; Liu, Tianli ; Du, Pei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309. Full description at Econpapers || Download paper |
| 2024 | On the effect of short-run and long-run US economic expectations on oil and gold volatilities. (2024). Pino, Gabriel ; Jose, Barrales-Ruiz. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003040. Full description at Econpapers || Download paper |
| 2024 | The impact of uncertainty shocks on energy transition metal prices. (2024). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005282. Full description at Econpapers || Download paper |
| 2024 | Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China. (2024). Yang, Xin ; Liu, Xinheng ; Pan, Sishi ; Huang, Chuangxia. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005853. Full description at Econpapers || Download paper |
| 2025 | Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods. (2025). Inacio, C. M. C., ; David, S A ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:659:y:2025:i:c:s0378437124008240. Full description at Econpapers || Download paper |
| 2025 | Understanding Bank-Level Uncertainty: New insights into banking activity and its macroeconomic impacts. (2025). Pathan, Shams ; Durand, Robert B ; Zheng, Chen ; Woahid, S M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004216. Full description at Econpapers || Download paper |
| 2024 | How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper |
| 2024 | Identification of the contagion effect in Chinas financial market uncertainties: A multiscale and dynamic perspective. (2024). Rong, Xueyun ; Wang, Xinya ; Xu, Xin ; Xuan, Siyuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1340-1362. Full description at Econpapers || Download paper |
| 2025 | How do exchange rate and oil price volatility shape Pakistan’s stock market?. (2025). Lucey, Brian M ; Naz, Farah ; Karim, Sitara ; Khan, Misbah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000522. Full description at Econpapers || Download paper |
| 2025 | Oil price uncertainty shock and Korean sectoral stock market: The role of common factor and asymmetry. (2025). Lee, Geonhee ; Kim, Young Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002454. Full description at Econpapers || Download paper |
| 2025 | Carbon emission cycles in the U.S.: Greening through browning?. (2025). Andrs, J ; di Gennaro, A ; Bosc, J E ; Ferri, J ; Domnech, R. In: Working Papers. RePEc:fda:fdaddt:2025-04. Full description at Econpapers || Download paper |
| 2024 | Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change. (2024). Miller, J. ; Chang, Yoosoon ; Park, Joon K. In: CAEPR Working Papers. RePEc:inu:caeprp:2024007. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic uncertainty and earnings management: evidence from commodity firms. (2024). Pierotti, Mariarita ; Greco, Giulio ; Rigamonti, Alessandro Paolo ; Capocchi, Alessandro. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01246-8. Full description at Econpapers || Download paper |
| 2024 | How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach. (2024). Triki, Rabab ; Kahouli, Bassem ; Tissaoui, Kais ; Tlili, Haykel. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03938-x. Full description at Econpapers || Download paper |
| 2025 | The dynamic impact of investor climate sentiment on the crude oil futures market: Evidence from the Chinese market. (2025). Liu, Wenwen ; Zhao, Peng ; Tang, Miao Miao. In: PLOS ONE. RePEc:plo:pone00:0314579. Full description at Econpapers || Download paper |
| 2025 | Asymmetric Effects of Oil Price Shocks on Economic Growth and Inflation in Asia: What do We Learn from Empirical Studies?. (2025). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:123664. Full description at Econpapers || Download paper |
| 2024 | Forecasting oil prices with random forests. (2024). Kohlscheen, Emanuel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02480-0. Full description at Econpapers || Download paper |
| 2024 | Measuring economic country-specific uncertainty in Türkiye. (2024). Balli, Faruk ; Kilic, Ilhan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02594-z. Full description at Econpapers || Download paper |
| 2025 | How sensitive are industrial demand and supply to energy price shocks. (2025). Iram, Humera ; Ridzuan, Abdul Rahim. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:52:y:2025:i:1:d:10.1007_s40812-024-00326-z. Full description at Econpapers || Download paper |
| 2025 | Spillover effects of separated oil price shocks on regional financial stress amidst Russia–Ukraine and global geopolitical tensions: a novel GVAR approach. (2025). Sohag, Kazi ; Ahmed, Faroque. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00329-8. Full description at Econpapers || Download paper |
| 2024 | Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w. Full description at Econpapers || Download paper |
| 2024 | Financial ambiguity and oil prices. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00656-w. Full description at Econpapers || Download paper |
| 2024 | COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0. Full description at Econpapers || Download paper |
| 2024 | Dutch Disease and Deindustrialization: Symmetrical and Asymmetrical Impact of Oil Rent on Value-Added Industry in China. (2024). Helali, Kamel ; Kalai, Maha ; Kouas, Meriem. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01866-4. Full description at Econpapers || Download paper |
| 2025 | Dialectical Discussion of Regional Innovation, Population Agglomeration, and Economic Growth. (2025). Li, Bangxi ; Lu, Yuan ; Wan, Jingjing ; Bao, Chenchen. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01967-0. Full description at Econpapers || Download paper |
| 2024 | The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey. (2024). Yalinkaya, Mer ; Datan, Muhammet ; Karabulut, Kerem. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00239-0. Full description at Econpapers || Download paper |
| 2025 | Fiscal Multipliers in Resource-Rich Economies : Evidence from the Gulf Countries. (2025). Chattha, Muhammad Khudadad ; Kawalec, Tobias. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11193. Full description at Econpapers || Download paper |
| 2025 | Does Economic Policy Uncertainty differ from other uncertainty measures? Replication of Baker, Bloom, and Davis (2016). (2025). Shim, Myungkyu ; Bae, Siye ; Jo, Soojin. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:58:y:2025:i:1:p:40-74. Full description at Econpapers || Download paper |
| 2024 | Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets. (2024). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1581-1608. Full description at Econpapers || Download paper |
| 2024 | Changes in the effects of oil price shocks on US industrial production. (2024). Kwon, Dohyoung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2515-2526. Full description at Econpapers || Download paper |
| 2024 | Uncertainty and investment: Evidence from domestic oil rigs. (2024). Elder, John ; Dossani, Asad. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:323-340. Full description at Econpapers || Download paper |
| 2025 | Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?. (2025). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kellard, Neil. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:817-830. Full description at Econpapers || Download paper |
| 2025 | The Impact of Oil Price Uncertainty on Working Capital Management: Evidence From India. (2025). Wani, Bilal ; Altaf, Nufazil. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:7:p:3948-3958. Full description at Econpapers || Download paper |
| 2024 | The effects of energy efficiency on GDP and GHG emissions in Germany. (2024). Radke-Arden, Lucas ; Martin, Anika ; Juppner, Marcus. In: Technical Papers. RePEc:zbw:bubtps:303049. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | The Effects of Oil Price Uncertainty on the Macroeconomy In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2015 | Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2015 | Heterogeneity in the Dynamic Effects of Uncertainty on Investment In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Macroeconomic Uncertainty Through the Lens of Professional Forecasters In: Staff Working Papers. [Full Text][Citation analysis] | paper | 64 |
| 2017 | Macroeconomic Uncertainty Through the Lens of Professional Forecasters.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2021 | Energy Efficiency and Fluctuations in CO2 Emissions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Let’s Get Physical: Impacts of Climate Change Physical Risks on Provincial Employment In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Macroeconomic impacts of oil price shocks in Asian economies In: Energy Policy. [Full Text][Citation analysis] | article | 93 |
| 2018 | Texas Job Growth Swings More with Services than Oil In: Economic Letter. [Full Text][Citation analysis] | article | 0 |
| 2020 | How Do Housing Markets Affect Local Consumer Prices? – Evidence from U.S. Cities In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Spotlight: Wind and Solar Power: Perfect When Paired in Texas In: Southwest Economy. [Full Text][Citation analysis] | article | 0 |
| 2017 | Industry Effects of Oil Price Shocks: Re-Examination In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2019 | Uncertainty and Labor Market Fluctuations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The Effects of Oil Price Uncertainty on Global Real Economic Activity In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 212 |
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