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Does Crude Oil Production Respond Differently to Oil Supply and Demand Shocks? Evidence from Alaska
CommoditiesThe paper conducts extensive research on how Alaska’s oil production is affected by shocks in oil supply, aggregate demand, and oil-specific demand under both symmetric and asymmetric scenarios.
Jungho Baek
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Oil Price Shocks and Dutch Disease: The Case of Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 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
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Dynamic Effect of Structural Oil Price Shocks on New Energy Stock Markets
Frontiers in Environmental Science, 2021 This paper decomposes daily crude oil shocks into demand shock, supply shock and risk shock. Then, it employs Diebold and Yilmaz connectedness index approach to explore the differences for the time-varying effect of different types of structural shocks ...
Ling Zhou, Jiang-Bo Geng
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Energy Nexus, 2023 This paper aims to re-examine the impact of energy consumption on economic growth in South Africa over the period from 1981 to 2020. The study used a non-linear ARDL model and four proxies of energy consumption, which are largely from non-renewable ...
Nicholas M. Odhiambo
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Oil Price Shocks, Income, and Democracy [PDF]
Review of Economics and Statistics, 2012 HE effect of natural resource wealth and income on political institutions is a central issue at the intersection of economics and political sciences. We contribute to this research by examining the effect of international oil price fluctuations on democratic institutions over the 1960–2007 period.
Brueckner, Markus +2 more
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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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Will Oil Price Volatility Cause Market Panic?
Energies, 2022 It is generally known that violent oil price volatility will cause market panic; however, the extent to which is worthy of empirical test. Firstly, this paper employs the TVP-VAR model to analyze the time-varying impacts of oil price volatility on the ...
Min Hong, Xiaolei Wang, Zhenghui Li
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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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OIL SHOCKS AND OPTIMAL MONETARY POLICY [PDF]
Macroeconomic Dynamics, 2010 This paper studies how monetary policy should react to oil shocks in a microfounded model with staggered price-setting and oil as an input in a CES production function. In particular, we extend Benigno and Woodford [Journal of the European Economic Association 3 (6) (2005), 1–52] to obtain a second-order approximation to the expected utility of the ...
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Oil Price Shocks and Inflation Risk [PDF]
Economic Synopses, 2011 Oil price shocks appear to have only transitory effects on headline inflation and virtually no impact on measures of underlying trend inflation.
Mingyu Chen, Yi Wen
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