Results 31 to 40 of about 4,016 (167)
Interpreting the oil risk premium: Do oil price shocks matter? [PDF]
Energy Economics, 2018 This paper provides an analysis of the link between the global market for crude oil and oil futures risk premium at the aggregate level. It offers empirical evidence on whether the compensation for risk required by the speculators depends on the type of the structural shock of interest.
Valenti D., Manera M., Sbuelz A.
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The effect of oil price fluctuation on the economy: what can we learn from alternative models?
Journal of Applied Economics, 2022 Following the exisiting literature, we present the most up-to-date estimates of oil shocks and the response of the U.S. economy. Regardless of model specifications, oil supply shocks have a negative effect on the U.S.
Gil Kim, David Vera
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Monetary Policy Response to Oil Price Shocks [PDF]
Journal of Money, Credit and Banking, 2009 How should monetary authorities react to an oil price shock? This paper shows that in a noncompetitive economy, policies that perfectly stabilize prices entail large welfare costs, hence explaining the reluctance of policymakers to enforce them. The policy trade‐off is nontrivial because oil (energy) is an input to both production and consumption.
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EFFECT OF GLOBAL CRUDE OIL PRICE ON EXCHANGE RATE AND INFLATION RATE IN NIGERIA
Gusau Journal of Accounting and Finance, 2021 The aim of this study is to assess the effect of global oil price volatility on exchange rate and the inflation rate on Nigerian economic activities.
Abdullahi Masud
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Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks [PDF]
Energy Economics, 2017 Abstract The paper empirically analyzes the effect of positive oil price shocks on China's economy, having special interest in the response of the Chinese interest rate to those shocks. Using different econometric models, i) a time-varying parameter structural vector autoregression (TVP SVAR) model with short-run identifying restrictions, ii) a ...
Kim, Won Joong +3 more
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Investigating the Economic Effects of Oil and Food Price Shocks on Macroeconomic Variables in Iran [PDF]
پژوهشهای اقتصادی, 2014 The purpose of this study is to investigate the economic effects of world food and oil price shocks on macroeconomic variables (industrial output growth, inflation, stock price indices, lending rate, and real exchange rate) in Iran. For this purpose, the
Esmaeil Pishbahar, Maryam Baghestani
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Multifractal relationship between decomposed oil price shocks and trading volume
Humanities & Social Sciences CommunicationsThe decomposition of oil price shocks is crucial for understanding the multifractal nature of price-volume dynamics in crude oil futures. Using the structural vector autoregression (SVAR), this study decomposes the crude oil futures prices into three ...
Xunfa Lu +3 more
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Structural analysis and forecast of gold price returns
Journal of Management Science and Engineering, 2021 Gold has multiple attributes and its price is affected by various factors in the market. This paper studies the dynamic relationship between the gold price returns and its affecting factors. Then we use the STL-ETS, neural network and Bayesian structural
Jian Chai +3 more
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AN EQUILIBRIUM AGGREGATE DEMAND AND SUPPLY MODEL TO EXAMINE THE DYNAMIC EFFECT OF OIL PRICE SHOCKS ON OUTPUT AND INFLATION IN IRAN AS AN OIL EXPORTING COUNTRY [PDF]
Экономика региона, 2017 Iran is an oil exporting country in Middle East. The high share of the oil revenues in Iran is a serious economic problem. Due to the high dependency of Iran’s economy on oil revenues, oil price shocks have a determinant impact on macroeconomic variables.
Sajjad Barkordari , Maryam Fattahi
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Commodities, 2022 Many empirical studies have examined the role of oil price fluctuations on macroeconomic activities [...]
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