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SSRNDerivatives & Volatility

Global Economic Uncertainty & Oil Market

The research shows a predictable two-way relationship between the Global Economic Policy Uncertainty index and global crude oil prices, mainly seen in volatility correlation.

Featured in No. 98 on 21 May 2025 · 4 days after release

Released
17 May 2025
First featured
No. 98 · 21 May 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5258748

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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