• Skip to main content
  • Skip to footer

OptionMetrics

search
  • About Us
    • Who We Serve
    • Why OptionMetrics
    • Leadership
  • Data Products
    • Equities
      • United States
      • United States Intraday
      • Europe
      • Asia
      • Canada
      • ETFs
    • Futures
    • Signed Volume
    • Implied Beta
    • Dividend
      • Implied Dividend
      • Dividend Forecasting
  • Research
  • Blog
  • News & Events
  • Careers
  • Contact

B. Lucey, A. Dixit, J. Pathak & S. Jain: Energy-Related and its Impact on the Us Financial Markets

May 27, 2024

This study investigates whether financial markets price the uncertainty surrounding the Fed speeches encompassing energy-related discussions. We attempt to quantify select aspects of the energy-related discussion in Fed speeches, and examine their impact on important financial market variables, namely, the equity risk premium (ERP) and volatility. The results provide evidence that the proportion of energy-related discussion in the Fed speeches positively affects ERP and index volatility. Furthermore, we show that the Dovishness of such discussions alleviates the uncertainty caused by energy- related concerns, and in turn, reduces the next day volatility. This underscores the importance of energy-related discussion in Fed speeches, and suggests that the US financial market requires a compensation for the uncertainty caused by such discussions.

Download

Share this post:
  • Facebook
  • Pinterest
  • Twitter
  • Linkedin
OptionMetrics Logo
  • About Us
  • Who We Serve
  • Why OptionMetrics
  • Leadership
  • Data Products
  • Equities
  • Futures
  • Signed Volume
  • Implied Beta
  • Dividend
  • Research
  • Blog
  • News & Events
  • Careers
  • Contact Us
  • Support Request
Stay Connected

dashicons-linkedin dashicons-twitter dashicons-facebook-alt

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply

© 2025 OptionMetrics, LLC. All Rights Reserved. | Privacy Policy | Terms of Use | Accessibility | Site Map