Results 11 to 20 of about 20,510 (268)
Oil shocks and the volatility of BRICS and G7 markets: SVAR analysis
Cogent Economics & Finance, 2022 Based on the Structural Vector Auto regression (SVAR) model, we study the impact of oil shocks on the volatility of the BRICS and G7 markets. We decompose oil shocks into three types: oil supply shocks, aggregate demand shocks and oil-specific demand ...
Houda BenMabrouk, Wafa HadjMohamed
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AN EQUILIBRIUM AGGREGATE DEMAND AND SUPPLY MODEL TO EXAMINE THE DYNAMIC EFFECT OF OIL PRICE SHOCKS ON OUTPUT AND INFLATION IN IRAN AS AN OIL EXPORTING COUNTRY [PDF]
Экономика региона, 2017 Iran is an oil exporting country in Middle East. The high share of the oil revenues in Iran is a serious economic problem. Due to the high dependency of Iran’s economy on oil revenues, oil price shocks have a determinant impact on macroeconomic variables.
Sajjad Barkordari , Maryam Fattahi
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Sources of economic fuctuations in France: A structural VAR model
European Journal of Government and Economics, 2012 This paper studies the economic fluctuations of an open economy such as the French economy. A system of variables containing output, price level, trade balance, real exchange rate and oil prices is analyzed by applying the structural vector ...
Nabil Ben Arfa
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Transportation Research Interdisciplinary Perspectives, 2021 The article disentangles shocks to the global crude oil and U.S. jet fuel markets into demand and supply shocks that underlie both markets, and then examines the effects of these shocks on the U.S. airline industry. I specify a block-recursive structural
Bebonchu Atems
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Oil Prices and the Hydrocarbon Markets: A Review
Energies, 2022 In this paper, we review the literature that investigates the impact of oil price shocks on the selected hydrocarbon prices. First, we present the empirical studies that presume, due to the global nature of the crude oil market, that the world oil price ...
Ali Jadidzadeh +2 more
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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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Commodities Shocks and Macroeconomic Fluctuations in Africa: Does Resource Status Matter? [PDF]
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, 2023 Sub-Saharan African (SSA) economies have faced cyclical and macroeconomic challenges, marked by volatile growth, high inflation, and unstable exchange rates, mainly driven by commodity price fluctuations.
Shakirudeen TAIWO +2 more
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Journal of Economic Structures, 2020 This paper investigates the effects of oil price shocks and policy uncertainty on the stock returns of clean energy companies. We use a structural vector autoregressive (VAR) model to separate demand and supply shocks in the global crude oil market from ...
Xiaohui Zhao
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AN ECONOMIC ANALYSIS OF THE MOST IMPORTANT VARIABLES AFFECTING AGRICULTURAL EMPLOYMENT IN IRAQ FOR THE PERIOD (1998 - 2019) [PDF]
مجلة الأنبار للعلوم الزراعية, 2023 The research aims to investigate the most important consequences of the economic shocks that Iraq has suffered in the past decades through some agricultural indicators with employment levels in the agricultural sector (agricultural wages, agricultural ...
S. A. Al-Badawi, R. T. Al-Wasity
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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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