Results 61 to 70 of about 8,828 (167)

Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States

Financial Innovation
This study assessed the connectedness between oil shocks and industry stock indexes in the United States (US). We consider the normal and extreme conditions across different frequency horizons, and the quantile time–frequency connectedness method is used
Oguzhan Ozcelebi, Jose Pérez-Montiel, Sang Hoon Kang   +2 more
doaj   +1 more source

Shielding against oil shocks: Contagion dynamics in Islamic versus conventional markets

Borsa Istanbul Review
This paper empirically examines the decoupling hypothesis by assessing the asymmetric transmissions and contagion effects of oil price shocks on Islamic and conventional stock indices in major oil-importing and -exporting countries.
Adnan Aslam, Mohammad Khaleq Newaz
doaj   +1 more source

Oil Shocks and Price Stability [PDF]

Economic Synopses, 2007
Yi Wen, Luke M. Shimek
openaire   +2 more sources

Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach. [PDF]

Springerplus, 2016
Su X, Zhu H, You W, Ren Y.
europepmc   +1 more source

Impact of commodity terms-of-trade shocks at disaggregate level. [PDF]

PLoS One
Jiménez-Rodríguez R, Morales-Zumaquero A.   +1 more
europepmc   +1 more source

Energy taxes and oil price shock

, 2011
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, Gahvari, Firouz, Ladoux, Norbert   +2 more
openaire   +4 more sources

LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]

Sci Rep
Zeng L, Huang J, Lin X.
europepmc   +1 more source

Empirical analysis of the correlation between China's Macroeconomic Market and Crude Oil Market based on mixed-frequency group factor model. [PDF]

PLoS One
Zhao J, Yin J.
europepmc   +1 more source

Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]

Front Artif Intell
Al-Besher S, Al-Najjar D.
europepmc   +1 more source

Risk formulation mechanism among top global energy companies under large shocks. [PDF]

PLoS One
Qi X, Zhao T.
europepmc   +1 more source