The oil price and monetary policy – a new paradigm [PDF]
The oil price hit a low of around USD 10 at the end of 1999. Since then it has moved upwards in a series of steps. In recent years it has been one of the most closely monitored components of the Consumer Price Index (CPI), which is a leading inflation ...
Amstad, Marlene, Hildebrand, Philipp
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The impact of Russo-Ukrainian war, COVID-19, and oil prices on global food security. [PDF]
HeliyonAl-Rousan N, Al-Najjar H, Al-Najjar D.
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The Relationship of the value of the Dollar, and the Prices of Gold and Oil: A Tale of Asset Risk [PDF]
This paper investigates the relationship between the value of the dollar and the prices of two commodities, gold and oil. Granger causality is used on monthly data from January of 1970 through July of 2008.
David A. Dilts, Myeong Hwan Kim
core
Crude Oil Prices Forecast Based on Mixed-Frequency Deep Learning Approach and Intelligent Optimization Algorithm. [PDF]
Entropy (Basel)Lu W, Huang Z.
europepmc +1 more source
Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis. [PDF]
Empir Econ, 2022 Hussain SM, Naveed A, Ahmed S, Ahmad N.
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The Effects of Decomposed Oil Price Shocks on the Iranian Macroeconomic and Fiscal Variables
, 2022 Hossein Tohidimehr
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Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets [PDF]
We study the joint movements of the returns on futures for crude oil, heating oil and natural gas at a daily frequency. We model the leptokurtic behavior through the multivariate GARCH with dynamic conditional correlations and elliptical distributions ...
Marzo, Massimiliano, Zagaglia, Paolo
core
Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]
HeliyonDoabil L, Nasiru S, Iddrisu MM.
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