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Record W4410456992 · doi:10.1016/j.jeca.2025.e00425

Energy price dynamics in the face of uncertainty shocks and the role of exchange rate regimes: A global cross-country analysis

2025· article· en· W4410456992 on OpenAlexvenueno aff
António Afonso, José Alves, João Tovar Jalles, Sofia Monteiro

Bibliographic record

VenueThe Journal of Economic Asymmetries · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
FundersFundação para a Ciência e a Tecnologia
KeywordsEconomicsExchange rateFace (sociological concept)MacroeconomicsEconometricsEnergy exchangeEnergy (signal processing)Dynamics (music)Monetary economicsInternational economicsPhysics

Abstract

fetched live from OpenAlex

This paper investigates the impact of geopolitical risk (GPR) and global uncertainty (WUI) on energy prices across 185 economies from 1980 to 2023, while accounting for the role of exchange rate regimes. Using a panel fixed-effects model and a panel SVAR framework, we examine whether uncertainty shocks translate into energy price inflation and how exchange rate regimes influence these dynamics. The results indicate that geopolitical risk and global uncertainty have significant effects on energy prices, with stronger price reactions under flexible exchange rate regimes. We further decompose the effects by country classification, revealing that oil-exporting economies and emerging markets exhibit distinct responses. Our findings highlight the importance of exchange rate policies in mitigating uncertainty-driven energy price volatility. The paper contributes to the literature by providing a global empirical perspective on uncertainty-energy price interactions, with relevant implications for policymakers managing exchange rate regimes and energy market stability.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.006
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.569
Threshold uncertainty score0.612

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.008
GPT teacher head0.235
Teacher spread0.228 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations5
Published2025
Admission routes1
Has abstractyes

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