مدل‌سازی نااطمینانی برینارد در قالب شوک‌های ساختاری و تحلیل واکنش‌های پویا

Ali, D. J., Sargon, B., & Hadi, D. M. (2024). The impact of economy policy uncertainty and oil price shocks on G20 banks' stock performance: Wavelet coherence and non-parametric causality in quantiles approach. Heliyon, 10(7). https://doi.org/10.1016/j.heliyon.2024.e28846

Balcilar, M., Ozdemir, Z. A., Aygun, G., & Ozdemir, H. (2022). The Macroeconomic Impact of Economic Uncertainty and Financial Shocks UnderLow and High Financial StressThe North American Journal of Economics and Finance. 63(10), 101801. https://doi.org/10.1016/j.najef.2022.101801

Bloom, N. (2025). The Impact of Uncertainty Shocks. Econometrica.

Cai, D., Zhang, T., Han, K., & Liang, J. (2022). Economic Policy Uncertainty Shocks and Chinese Stock Market Volatility: An Empirical Analysis With SVAR. Complexity, 2022(1). https://doi.org/10.1155/2022/6944318

Cipolletta, S., Entilli, L., & Filisetti, S. (2022). Uncertainty, Shock and Anger: Recent Loss Experiences of First‐wave COVID‐19 Pandemic in Italy. Journal of Community & Applied Social Psychology, 32(5), 983-997. https://doi.org/10.1002/casp.2604

Eyshi Ravandi, M., Moeinaddin, M., Taftiyan, A., & Rostami Bashmani, M. (2024). Investigating the Impact of Investor Sentiment and Liquidity on Stock Returns of the Iranian Stock Exchange. Dynamic Management and Business Analysis, 3(1), 40-52. https://doi.org/10.22034/dmbaj.2024.2038046.1068

Hasanzadeh, I., Sheikh, M. J., Arabzadeh, M., & Farzinfar, A. A. (2023). The Role of Economic Policy Uncertainty in Relation to Financial Market Instability and Stock Liquidity in Tehran Stock Exchange Companies. Dynamic Management and Business Analysis, 2(3), 163-178. https://doi.org/10.22034/dmbaj.2024.2031971.2315

Kamara, A., & Koirala, N. P. (2023). The dynamic impacts of monetary policy uncertainty shocks. Economies, 11(1), 17. https://doi.org/10.3390/economies11010017

Lyu, Y., Yi, H., Yang, M., Zou, Y., Li, D., & Qin, Z. (2025). Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. Applied Energy, 382, 125311. https://doi.org/10.1016/j.apenergy.2025.125311

Mohseni, H., & Ghasemi, R. (2024). The Impact of Oil Price Shocks and Economic Uncertainty on Unemployment in Oil-Exporting Countries. Journal of Economic Research and Development, 19(2), 98-115.

Palmén, O. (2022). Macroeconomic Effect of Uncertainty and Financial Shocks: A Non-Gaussian VAR Approach.

Papenfuss, I., Lommen, M. J. J., Huisman, M., & Ostafin, B. D. (2022). Aversive response to uncertainty as a mediator for the effect of a mindfulness intervention on symptoms of anxiety. International Journal of Psychophysiology, 179, 30-42. https://doi.org/10.1016/j.ijpsycho.2022.06.014

Shahbaz, M., Sheikh, U. A., Tabash, M. I., & Jiao, Z. (2024). Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. Energy Economics, 136, 107732. https://doi.org/10.1016/j.eneco.2024.107732

Usman, O., Ozkan, O., Koy, A., & Adebayo, T. S. (2024). Energy-related uncertainty shocks and inflation dynamics in the U.S: A multivariate quantile-on-quantile regression approach. Structural Change and Economic Dynamics, 71, 235–247. https://doi.org/10.1016/j.strueco.2024.07.012

Yildirim, Z., & Guloglu, H. (2024). Macro-financial transmission of global oil shocks to BRIC countries-International financial (uncertainty) conditions matter. Energy, 306, 132297. https://doi.org/10.1016/j.energy.2024.132297

Zare Bahnamiri, M. J., & Michaghani, H. (2023). Investigating the effect of environmental uncertainty on the relationship between herd behavior and negative price shock in TSE. Iranian Journal of Finance, 7(1), 66-84. https://doi.org/10.30699/ijf.2022.324531.1305