Search Results - subject:"oil price changes"

Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction

Bruna, Karel; Quang Van Tran - In: Energy economics 128 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10015066551

The role of the past long-run oil price changes in stock market

Wu, Shue-Jen - In: International review of economics & finance : IREF 84 (2023), pp. 274-291

Persistent link: https://www.econbiz.de/10014343124

Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects

Thai-Ha Le; Youngho, Chang; Park, Donghyun - In: The Singapore economic review 67 (2022) 6, pp. 1811-1833

Persistent link: https://www.econbiz.de/10014240133

Instability and time-varying dependence structure between oil prices and stock markets in GCC countries

Boubaker, Heni; Sghaier, Nadia - Institut de Préparation à l'Administration et à la … - 2013

This paper investigates the dependence structure between daily oil price changes and stock market returns in six GCC … structures. The empirical results show evidence of asymmetric dependence between oil price changes and stock market returns. In …

Persistent link: https://www.econbiz.de/10010754727

Measuring Oil-Price Shocks Using Market-Based Information

Wu, Tao; Cavallo, Michele - International Monetary Fund (IMF) - 2012

We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then develop measures of exogenous shocks that avoid endogeneity and predictability...

Persistent link: https://www.econbiz.de/10009650637

The Future of Oil; Geology Versus Technology

Chauvet, Marcelle; Selody, Jack G.; Laxton, Douglas; … - International Monetary Fund (IMF) - 2012

We discuss and reconcile two diametrically opposed views concerning the future of world oil production and prices. The geological view expects that physical constraints will dominate the future evolution of oil output and prices. It is supported by the fact that world oil production has...

Persistent link: https://www.econbiz.de/10011242439

A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets

Boubaker, Heni; Raza, Syed Ali - In: Energy economics 64 (2017), pp. 105-117

Persistent link: https://www.econbiz.de/10011758081

Fiscal Policy in Oil Producing Countries During the Recent Oil Price Cycle

International Monetary Fund (IMF); International … - 2010

This paper presents a detailed analysis of the average fiscal policy responses of oil producing countries (OPCs) to the recent oil price cycle. We find that OPCs worsened their non-oil primary balances substantially during 2003-2008 driven by an increase in primary spending. However, this trend...

Persistent link: https://www.econbiz.de/10008519486

On the Sources of Oil Price Fluctuations

Unalmis, Deren; Unalmis, Ibrahim; Unsal, D. Filiz - International Monetary Fund (IMF) - 2009

Analyzing macroeconomic impacts of oil price changes requires first to investigate different sources of these changes … framework. It models a small open economy and the rest of the world together to discover both accompanying effects of oil price … changes and their international transmission mechanisms. Our results indicate that different sources of oil price fluctuations …

Persistent link: https://www.econbiz.de/10008561072

Managing the Oil Revenue Boom; The Role of Fiscal Institutions

Villafuerte, Mauricio; Ossowski, Rolando; Thomas, Theo; … - International Monetary Fund (IMF) - 2008

Oil-producing countries have benefited from rising oil prices in recent years. The increase in oil exports and oil revenues has had major implications for these countries. These developments have revealed how governments manage their fiscal policies in light of changing oil-market conditions and...

Persistent link: https://www.econbiz.de/10011245905