The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States

We examine the impact of the global economic activity, oil supply, oil-specific consumption demand, and oil inventory demand shocks on the expected aggregate skewness of the United States (US) economy, obtained based on a data-rich environment involving 211 macroeconomic and financial variables in t...

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Autors principals:	Xin Sheng, Rangan Gupta, Qiang Ji
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2023-10-01
Col·lecció:	Risks
Matèries:	oil shocks expected macroeconomic skewness US economy local projection model impulse response functions
Accés en línia:	https://www.mdpi.com/2227-9091/11/11/186
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