Results 41 to 50 of about 4,016 (167)

Comparative Analysis of VAR and SVAR Models in Assessing Oil Price Shocks and Exchange Rate Transmission to Consumer Prices in South Africa

open access: yesEconometrics
This study compared standard VAR, SVAR with short-run restrictions, and SVAR with long-run restrictions to investigate the effects of oil price shocks and the foreign exchange rate (ZAR/USD) on consumer prices in South Africa after the 2008 financial ...
Luyanda Majenge   +2 more
doaj   +1 more source

Unforeseen Oil Price Shocks and Economic Growth in Iran: an Application of Markov Switching Regression [PDF]

open access: yesPizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2014
The Economy Affected by Oil Price Shocks when that’s Similar Shocks Didn’t occurred in nearest recent period. In other hands, the relationship between oil price shocks and the Iran economy changed by economic structural changes.
Nader Mehregan, Nader Mehregan
doaj  

Oil Price Shocks and Economic Activity: The Asymmetric Cointegration Approach in South Africa

open access: yesJournal of Economic and Financial Sciences, 2016
This study examines the link between oil prices and economic activity proxied by gross domestic product in the context of South Africa. The study employs the asymmetric approach proposed by Schorderet (2004) and advanced by Lardic and Mignon (2008 ...
Ntokozo Nzimande, Simiso Msomi
doaj   +1 more source

Domestic Macroeconomic Adjustment to Oil Price Shocks Under Different Exchange Rate Regimes in Malaysia

open access: yesMalaysian Management Journal, 2020
This study examined the insulation properties of flexible exchange rate regime and fixed exchange rate regime in response to the oil price shocks in Malaysia.
Fumitaka Furuoka   +3 more
doaj   +1 more source

Do Oil Price Shocks Matter for Environmental Degradation? Evidence of the Environmental Kuznets Curve in GCC Countries

open access: yesFrontiers in Environmental Science, 2022
This paper aims to examine the asymmetric impact of oil price shocks on environmental degradation for a panel of six Gulf Cooperation Council (GCC) countries from 1996 to 2016.
Ali Ebaid   +2 more
doaj   +1 more source

Un-anticipated oil price shocks and fiscal austerity in OPEC+ nations

open access: yesFinancial Innovation
This study explores the extent to which OPEC+ nations have abandoned fiscal austerity in response to both anticipated and unexpected oil price fluctuations. To analyze this, we construct fiscal austerity indicators that reflect reduced budgets, increased
Xiaodan Zhu, Waqar Ameer, Kazi Sohag
doaj   +1 more source

Symmetric oil price shocks and government expenditure-real exchange rate nexus: ARDL and SVAR models for an oil-based economy, 1970–2018

open access: yesCogent Economics & Finance, 2020
Historically, oil has been the main source of earnings in the Saudi Arabian economy. Different from other symmetric oil price shock studies, the aim of this paper is to test the impacts of symmetric oil price shocks on government expenditure-real ...
Abdulaziz Hamad Algaeed
doaj   +1 more source

Oil price shocks and stock returns nexus for Malaysia: Fresh evidence from nonlinear ARDL test

open access: yesEnergy Reports, 2018
In this research, we examined whether appreciation and depreciation in oil price, interest rate, exchange rate, industrial production, and inflation have the same effects on the stock market returns by using nonlinear autoregressive distributed lag ...
Ekhlas Al-hajj   +2 more
doaj   +1 more source

The effects of oil price uncertainty on economic activities in South Africa

open access: yesCogent Economics & Finance, 2018
This paper investigates the link between oil price uncertainty shocks and key macroeconomic indicators of a net oil importing country, South Africa. Monthly data covering the period 1990:01 to 2015:12 is used.
Junior T. Chiweza, Goodness C. Aye
doaj   +1 more source

Oil price shocks against stock return of oil- and gas-related firms in the economic depression: A new evidence from a copula approach

open access: yesCogent Economics & Finance, 2020
This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular
Thu Thuy Nguyen   +2 more
doaj   +1 more source

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