The multi-panel bar graph titled “Panel A: W T I oil price as the dependent variable”, “Panel B: Gas price as the dependent variable”, “Panel C: Coal price as the dependent variable”, and “Panel D: Uranium price as the dependent variable”. The vertical axis is labeled “Variables” in all panels and displays the list from top to bottom: “D Y S”, “T S”, “S M V”, “U R V”, “C R V”, “N G R V”, “C O R V”, “U I”, “N G I”, “O I”, “E T F I”, “D J U S C L”, “X N G”, “X O I”, “G R I”, “M C S I”, “E P U I”, “F M U I”, “M U I”, “C F N A I”, “M I”, “H S”, “R P C E”, “P P I”, “C P I”, “I P I”, “U R V”, “D P G” or “D P O” or “D P C” or “D P U” depending on panel, and “S P G” or “S P O” or “S P C” or “S P U” depending on panel. The horizontal axis is labeled “Lambda” in all the panels. In Panel A, the horizontal axis ranges from 0 to 14 in increments of 1 unit. The data for the bars are as follows: D Y S: 9.9 T S: 5.6 S M V: 6.1 U R V: 3.9 C R V: 2.6 N G R V: 5.5 C O R V: 3.7 U I: 2.8 C I: 7.2 N G I: 4.4 O I: 3.8 E T F I: 6.1 D J U S C L: 5.2 X N G: 3.9 X O I: 4.2 G R I: 13.3 M C S I: 6.9 E P U I: 7.7 F M U I: 12.6 M U I: 10.2 C F N A I: 8.4 M I: 7.3 H S: 1.3 R P C E: 5.1 P P I: 4.8 C P I: 2.9 I P I: 3.3 U R V: 4.2 D P O: 8.8 S P O: 8.1 In Panel B, the horizontal axis ranges from 0 to 11 in increments of 1 unit. The data for the bars are as follows: D Y S: 8.7 T S: 3.7 S M V: 2.9 U R V: 2.5 C R V: 3.1 N G R V: 4.4 C O R V: 2.9 U I: 6.1 C I: 5.2 N G I: 4.1 O I: 3.5 E T F I: 2.2 D J U S C L: 1.9 X N G: 2.7 X O I: 4.2 G R I: 5.6 M C S I: 6.7 E P U I: 5.8 F M U I: 9.3 M U I: 10.2 C F N A I: 0.7 M I: 3.7 H S: 1.7 R P C E: 4.2 P P I: 5.8 C P I: 1.9 I P I: 2.8 U R V: 3.3 D P G: 6.1 S P G: 4.9 In Panel C, the horizontal axis ranges from 0 to 10 in increments of 1 unit. The data for the bars are as follows: D Y S: 2.1 T S: 1.4 S M V: 3.8 U R V: 2.3 C R V: 3.1 N G R V: 4.95 C O R V: 1.9 U I: 2.1 C I: 1.7 N G I: 1.2 O I: 0.9 E T F I: 2.1 D J U S C L: 1.8 X N G: 1.75 X O I: 1.3 G R I: 5.2 M C S I: 3.45 E P U I: 5.0 F M U I: 4.6 M U I: 3.2 C F N A I: 0.35 M I: 2.55 H S: 1.4 R P C E: 1.8 P P I: 3.2 C P I: 2.1 I P I: 1.7 U R V: 2.4 D P C: 9.3 S P C: 8.9 In Panel D, the horizontal axis ranges from 0 to 11 in increments of 1 unit. The data for the bars are as follows: D Y S: 1.1 T S: 0.7 S M V: 5.2 U R V: 3.1 C R V: 2.86 N G R V: 4.06 C O R V: 3.6 U I: 3.3 C I: 2.65 N G I: 2.5 O I: 1.3 E T F I: 1.97 D J U S C L: 2.05 X N G: 1.4 X O I: 0.9 G R I: 8.4 M C S I: 4.1 E P U I: 5.6 F M U I: 4.4 M U I: 5.7 C F N A I: 1.09 M I: 3.7 H S: 1.0 R P C E: 2.3 P P I: 0.0 C P I: 1.9 I P I: 1.4 U R V: 1.3 D P U: 10.2 S P U: 6.0 Note: All numerical data values are approximated.Value of for each variable under analysis when the coefficient decreases to 0. Note(s): DPO denotes demand production oil; DPG denotes demand production gas; DPC denotes demand production coal; DPU denotes demand production uranium; SPO denotes supply production oil; SPG denotes supply production gas; SPC denotes supply production coal; SPU denotes supply production uranium; UR denotes unemployment rate; IPI denotes industrial production; CPI denotes consumer price index; PPI denotes producer price index; RPCE denotes real personal consumption expenditure; HS denotes housing starts; MI denotes money supply base local currency; CFNAI denotes Chicago Fed national activity; MUI denotes macroeconomic uncertainty index; FMUI denotes financial market uncertainty index; EPUI denotes economic policy uncertainty index; MCSI denotes Michigan consumer sentiment index; GRI denotes geopolitical risk index; XOI denotes NYSE Arca oil index; XNG denotes NYSE Arca natural gas index; DJUSCL denotes DJ coal index; GXUI denotes Global X uranium index; OL denotes oil index returns; NGL gas index returns; CL denotes coal index returns; UI denotes uranium index returns; CORV denotes crude oil realised volatility; NGRV denotes natural gas realised volatility; CRV denotes coal realised volatility; URV denotes uranium realised volatility; SMV denotes stock market variance; TS denotes term spread; and DYS denotes default-yield spread. Source(s): Authors' own elaboration