Results 51 to 60 of about 4,016 (167)
Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. [PDF]
The relationship between oil price and investor sentiment is crucial to economic activity. Disentangling the shocks in crude oil price by structural VAR model, this paper analyzes the interaction between oil price shocks and investor sentiment by linear ...
Zhifang He, Fangzhao Zhou
doaj +1 more source
Oil price shocks and European industries
We investigate the impact of oil price shocks at the industry level in the Euro area for the period 1983-2007. We use different oil price specifications and use dynamic VAR models and multivariate regression to investigate how 38 different industries respond to oil price shocks.
Scholtens, Bert, Yurtsever, Cenk
openaire +2 more sources
OIL PRICES SHOCKS AND GOVERNMENT EXPENDITURE
This study employs the vector autoregressive model (VAR), impulse response function and variance decomposition to study the impact of oil price shocks on components of government spending on both oil-exporting and oil importing countries over the period from 1980 to 2018.
openaire +2 more sources
Systemic risk and oil price volatility shocks
We examine the impact of different types of oil price volatility shocks on firm's systemic risk using a large panel dataset of US firms. Oil price volatility shocks occur due to changes in supply or demand for oil, or through idiosyncratic fluctuations of oil prices.
Ioannis Chatziantoniou +4 more
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Oil price shocks and China's consumer and entrepreneur sentiment: a Bayesian structural VAR approach. [PDF]
Li P, Ouyang Y.
europepmc +1 more source
Oil price shocks and human capital channels in Nigeria
Nigeria faces persistent challenges of high unemployment and poverty, worsened by its over-reliance on the oil sector. While many studies have investigated the relationship between oil price volatility and human capital development, few have examined how
Olabisi Rasheedat Oladipo +7 more
doaj +1 more source
Oil price shocks and the term structure of the US yield curve: a time-frequency analysis of spillovers and risk transmission. [PDF]
Umar Z +3 more
europepmc +1 more source
Oil Price Shocks and Dutch Disease: The Case of Iran [PDF]
Applying the SVAR method of 'Kilian' to the monthly data over the period of 1973-2007, in this paper, we decompose oil price shocks into five structural shocks, namely, Iran political supply shocks, OPEC political supply shocks, non- OPEC supply shocks ...
Javid Bahrami, Samira Nasiri
doaj
Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. [PDF]
Jareño F +3 more
europepmc +1 more source
Energy taxes and oil price shock
This paper examines if an energy price shock should be compensated by a reduction in energy taxes to mitigate its impact on consumer prices. Such an adjustment is often debated and advocated for redistributive reasons. Our investigation is based on a model that characterizes second-best optimal taxes in the presence of an externality generated by ...
Cremer, Helmuth +2 more
openaire +4 more sources

