Disentangling Timing Uncertainty of Event-Driven Connectedness Among Oil-Based Energy Commodities
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F25%3A10501648" target="_blank" >RIV/00216208:11230/25:10501648 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11690/25:10501648
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=hFCTgAdYfc" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=hFCTgAdYfc</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1111/1467-8462.12583" target="_blank" >10.1111/1467-8462.12583</a>
Alternative languages
Result language
angličtina
Original language name
Disentangling Timing Uncertainty of Event-Driven Connectedness Among Oil-Based Energy Commodities
Original language description
Reported news events frequently influence the pricing dynamics of oil-based commodities. We analyse almost 900 oil-related events from 1987 to 2022, categorising them based on recurring characteristics. We quantify dynamic connectedness among energy commodities and apply a novel bootstrap-after-bootstrap testing procedure to identify 21 statistically significant historical events that triggered abrupt and enduring increases in volatility connectedness. Geopolitical events are more consistently associated with elevated connectedness than economic events, while natural events do not exhibit a similar impact. Events share prevailing characteristics: their negativity, unexpected nature and the introduction of concerns about oil supply shortages.
Czech name
—
Czech description
—
Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50201 - Economic Theory
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Australian Economic Review
ISSN
0004-9018
e-ISSN
1467-8462
Volume of the periodical
58
Issue of the periodical within the volume
2
Country of publishing house
GB - UNITED KINGDOM
Number of pages
26
Pages from-to
65-90
UT code for WoS article
001389854000001
EID of the result in the Scopus database
2-s2.0-85214083734