Revisiting the Dynamic Response of Chinese Price Level to Crude Oil Price Shocks Based on a Network Analysis Method [PDF]
Entropy, 2022 Crude oil price shocks have led to a fluctuation in commodity prices through the industrial chain and supply–demand relationships, which can substantially influence a country’s economy.
Qingru Sun, Ze Wang, Nanfei Jia
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Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries [PDF]
Financial Innovation, 2020 The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was analyzed in this study using monthly data from January 1999 to March 2020.
Yonghong Jiang, Gengyu Tian, Bin Mo
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Investigating the Effect of Oil Price Shocks and Western Sanctions on Banks' Liquidity Creation: A Nonlinear Approach [PDF]
تحقیقات مالی, 2022 Objective: Liquidity creation is one of the functions of banks based on the theory of financial intermediation. The purpose of this article is to examine the effects of oil price shocks and economic sanctions on the liquidity creation of Iranian banks ...
Saied Falahpor +2 more
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The Impact of Oil Price Shocks on the Macroeconomic Variables of Major Oil Exporting Countries: A GVAR Approach [PDF]
International Journal of Management, Accounting and Economics, 2022 In a world scale economy considering interlinkage and interactions between countries, economic shocks will affect various economies through channels. Meantime, the oil price is one of the most important channels.
Elnaz Hajebi, Teimour Mohammadi
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Energies, 2022 This paper aims to explore the dynamic relationships between the crude oil price (shocks) and investor sentiment. Specifically, this paper utilizes web crawler to construct Chinese investor sentiment index.
Zhenghui Li, Zimei Huang, Pierre Failler
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The Time-Varying Effects of Oil Shocks on the Trade Balance of Saudi Arabia
Resources, 2023 This study aims to analyze the impact of oil shocks on the external balance of Saudi Arabia, as one of the largest net oil-exporting countries. To this end, a time-varying parameter vector autoregression model (TVP-VAR) is estimated by using quarterly ...
Mohamad Husam Helmi +3 more
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Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries
American Business Review, 2023 In recent years, there is increasing attention to examining the relationship between oil prices, financial markets, and the economy. Relatively little is known about the dynamic relationship between structural oil shocks and financial market stress of ...
Anirban Sengupta +3 more
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Inflationary Pass-through Effects of Oil Price Shocks on the Zambian Economy (1985–2019)
International Journal of Empirical Economics, 2023 This study explores the effect of disaggregated oil price shocks on Zambia’s historic headline inflation rates. To quantify the contemporaneous impact of oil price shocks on inflation, a Structural Vector Autoregressive Model (SVAR) is utilised, which is
Stephen Chundama
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External and Internal Shocks and the Movement of Palm Oil Price: SVAR Evidence from Malaysia
Economies, 2021 Movements in palm oil price give important signals to various stakeholders of the palm oil industry in Malaysia. Thus, understanding external and internal factors that may affect the palm oil price is vital to the industry players for sustainability of ...
Mohd Azlan Shah Zaidi +2 more
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ECOWAS common currency, a mirage or possibility? [PDF]
Panoeconomicus, 2023 Unlike previous studies, the current study uses oil price and inflationary shocks to assess the feasibility of actualizing the ECOWAS Vision 2020, which is aimed at creating a monetary union. With the help of the Blanchard and Quah (BQ) decomposition for
Mati Sagiru +2 more
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