Market Dynamics and Volatility
Market Dynamics and Volatility is a research topic within Economics and Econometrics. Science Explorer counts 49k research works in it since 1950. 34.5% of them reached the world's top 10% most cited for their field and year.
This cluster of papers focuses on the impact of oil price shocks on the global economy, including the stock market, volatility spillovers, commodity markets, and the macroeconomic effects of economic policy uncertainty. It explores the role of financialization, speculation, and monetary policy in shaping the response to oil price fluctuations.
- Oil Price Shocks
- Economic Policy Uncertainty
- Stock Market
- Volatility Spillovers
- Commodity Markets
- Macroeconomic Effects
- Financialization
- Speculation
- Global Economy
- Monetary Policy
- Research works
- 49k fractional, since 1950
- In the world top 10%
- 17k per year above
- Top-10% rate
- 34.5% share of its works in the world top 10%
- Growth, 2013–17 → 2018–22
- +54% the tick is no change
Which countries lead Market Dynamics and Volatility research?
By volume, China and the United States publish the most (2.7k and 1.4k works in 2022–2025).
By volume, 2022–2025
- 1 China 2.7k works
- 2 United States 1.4k works
- 3 India 1.1k works
- 4 Türkiye 906 works
- 5 United Kingdom 606 works
- 6 Indonesia 298 works
- 7 Italy 297 works
- 8 France 288 works
- 9 Germany 286 works
- 10 Australia 273 works
How concentrated that is
The same countries as shares of everything the list above accounts for. A node where two countries do two thirds of the work and one spread evenly across twelve read alike as a ranking and not at all alike here.
Shares of the rows listed above, not of the whole node.
Which institutions lead Market Dynamics and Volatility research?
By volume in 2022–2025, Bucharest University of Economic Studies publishes the most Market Dynamics and Volatility research, followed by Southwestern University of Finance and Economics and Southwest Jiaotong University.
By volume, 2022–2025
- 1 Bucharest University of Economic StudiesRomania 54 works
- 2 Southwestern University of Finance and EconomicsChina 53 works
- 3 Southwest Jiaotong UniversityChina 52 works
- 4 University of SfaxTunisia 50 works
- 5 Central University of Finance and EconomicsChina 48 works
- 6 Lebanese American UniversityLebanon 44 works
- 7 Renmin University of ChinaChina 43 works
- 8 Nanjing University of Science and TechnologyChina 42 works
- 9 Xiamen UniversityChina 41 works
- 10 Central South UniversityChina 40 works
Who are the leading researchers in Market Dynamics and Volatility?
The most-cited researchers publishing on Market Dynamics and Volatility include Eugene F. Fama, M. Hashem Pesaran and Robert F. Engle.
- 1 Eugene F. Fama United States 12k citations
- 2 M. Hashem Pesaran United States 9.1k citations
- 3 Robert F. Engle United States 8.7k citations
- 4 Tim Bollerslev United States 7.8k citations
- 5 Yongcheol Shin United Kingdom 6.8k citations
- 6 H. Eugene Stanley United States 5.5k citations
- 7 Clive W. J. Granger United States 4.5k citations
- 8 Kenneth R. French United States 4.4k citations
- 9 Campbell R. Harvey United States 4.2k citations
Ranked by citations received across their whole record, among researchers with at least three works on this topic.
Where is Market Dynamics and Volatility research done?
The largest centres of Market Dynamics and Volatility research in 2022–2025 are Beijing (China), Shanghai (China), Istanbul (Türkiye) and London (United Kingdom). Among places with at least 20 works in it, it is an unusually large share of all research in Cape Coast.
Largest cities, 2022–2025
Where it is the local speciality
- Cape CoastGH · 27.7 works15×
Location quotient: how much more of its research is in Market Dynamics and Volatility than the world average.
Where is the best place to study Market Dynamics and Volatility?
Among universities, judged by research, Lebanese American University, University of Business and Technology and University of Sfax score highest, combining excellence, specialisation, size, growth and international reach. Research strength is one signal when choosing where to study; it does not measure teaching.
One dot per university in the table below. The upper left is the interesting corner: small places doing unusually strong work.
| # | University | Score | Top 10% | Specialisation | Works | Growth |
|---|---|---|---|---|---|---|
| 1 | Lebanese American UniversityLebanon | 82.7 | 84.5% | 30.2× | 44 | -4.0% |
| 2 | University of Business and TechnologySaudi Arabia | 82.4 | 68.1% | 19.4× | 24 | +233.4% |
| 3 | University of SfaxTunisia | 78.9 | 54.6% | 15.1× | 50 | +158.3% |
| 4 | Paris School of BusinessFrance | 78.9 | 74.5% | 82.0× | 17 | +234.6% |
| 5 | Southwestern University of Finance and EconomicsChina | 76.6 | 44.3% | 28.3× | 53 | +211.6% |
| 6 | University of SousseTunisia | 74.6 | 51.4% | 18.7× | 30 | +201.1% |
| 7 | Nanjing University of Finance and EconomicsChina | 74.0 | 64.5% | 15.2× | 26 | +174.5% |
| 8 | Zayed UniversityUnited Arab Emirates | 73.9 | 82.5% | 10.0× | 10 | +164.4% |
| 9 | Central University of Finance and EconomicsChina | 73.6 | 46.6% | 32.0× | 48 | +161.0% |
| 10 | University of Economics Ho Chi Minh CityVietnam | 73.4 | 60.7% | 38.4× | 39 | +93.2% |
Universities only. Score blends excellence (30%), specialisation (25%), size (20%), growth (15%) and international reach (10%), 2015–2022; growth compares 2010–14 with 2015–19.
Is Market Dynamics and Volatility research growing?
Output in 2018–2022 was 54% higher than in 2013–2017, peaking in 2023. The fastest-growing topics are Market Dynamics and Volatility.
The same series as a ribbon — one cell per year, darker for more. The line above answers how much; this answers when.
Which topics inside it are moving
Growth and decline on one axis around a shared zero. Two lists side by side hide the thing that matters: whether the growth dwarfs the decline, or the other way round.