Advanced Studies in Empirical Macroeconomics and Finance

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Economics and Finance".

Deadline for manuscript submissions: 31 December 2025 | Viewed by 1617

Special Issue Editors


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Guest Editor
Department of Training of Economic Sciences, Central Bank of Hungary, 1013 Budapest, Hungary
Interests: econometrics; empirical macroeconomics

E-Mail Website
Guest Editor
Department of Training of Economic Sciences, Central Bank of Hungary, 1013 Budapest, Hungary
Interests: applied econometrics; empirical finance

Special Issue Information

Dear Colleagues,

We are pleased to announce a call for papers for this Special Issue on 'Advanced Studies in Empirical Macroeconomics and Finance'. This Special Issue aims to collect a number of new contributions that will add to the growing literature on empirical macroeconomics and empirical finance. We welcome papers from all empirical research areas in macroeconomics and finance, particularly focusing on the following major areas: economic growth, debt, the financial market, green finance, energy finance, the effects of monetary and fiscal policies, macroeconomic forecasting, uncertainty, risk management, the housing market, and inequality.

Dr. Chaoyi Chen
Dr. Gabor Neszveda
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • economic growth
  • debt
  • financial market
  • green finance
  • energy finance
  • climate finance
  • monetary policy
  • fiscal policy
  • forecasting
  • uncertainty
  • risk management
  • housing market
  • inequality

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Published Papers (1 paper)

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Research

14 pages, 4793 KiB  
Article
Oil Price Shocks and the Canadian Stock Market
by Ruiqi Tan and Wei Dai
J. Risk Financial Manag. 2024, 17(11), 518; https://doi.org/10.3390/jrfm17110518 - 18 Nov 2024
Viewed by 1154
Abstract
In this paper, we use monthly data from 1992 to 2022 and a structural VAR model to investigate the effects of oil supply shocks, aggregate demand shocks, and oil-specific demand shocks in the global crude oil market on the Canadian stock market. Our [...] Read more.
In this paper, we use monthly data from 1992 to 2022 and a structural VAR model to investigate the effects of oil supply shocks, aggregate demand shocks, and oil-specific demand shocks in the global crude oil market on the Canadian stock market. Our analysis reveals that these shocks affect the S&P/TSX Composite Index and various sector-specific indices in different ways. Specifically, the response of the Canadian market to oil-specific demand shocks diverges notably from the U.S. market, highlighting Canada’s unique position as an oil-exporting country. In the long run, oil price shocks account for over 10% of the variation in the composite index and as much as 35% in the Energy sector index. Full article
(This article belongs to the Special Issue Advanced Studies in Empirical Macroeconomics and Finance)
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