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The impact of the fracking boom on Arab oil producers
Kilian, Lutz - 2016
This article contributes to the debate about the impact of the U.S. fracking boom on U.S. oil imports, on Arab oil exports, and on the global price of crude oil. First, I investigate the extent to which this oil boom has caused Arab oil exports to the United States to decline since late 2008....
Persistent link: https://www.econbiz.de/10011422578
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Country-specific oil supply shocks and the global economy : a counterfactual analysis
Mohaddes, Kamiar; Pesaran, M. Hashem - 2015
Persistent link: https://www.econbiz.de/10011285969
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Prospective modelling of oil supply in Tunisia
Necibi, Thameur - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 2, pp. 220-228
Persistent link: https://www.econbiz.de/10011286257
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Country-specific oil supply shocks and the global economy : a counterfactual analysis
Mohaddes, Kamiar; Pesaran, M. Hashem - 2015
This paper investigates the global macroeconomic consequences of country-specific oil-supply shocks. Our contribution is both theoretical and empirical. On the theoretical side, we develop a model for the global oil market and integrate this within a compact quarterly model of the global economy...
Persistent link: https://www.econbiz.de/10010528313
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Why do firms hold oil stockpiles?
Mason, Charles F. - 2011
the former but not the latter explanation. -- Petroleum Economics ; Stochastic Dynamic Optimization …
Persistent link: https://www.econbiz.de/10009419703
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The Survey of Oil Income on the Oil Exporting Countries Members’
Ahmadian, Sepide - 2012
Petroleum Exporting Countries in the crude oil exports have single-product, in other words income from selling oil or … the equation to import Petroleum Exporting Countries: the price of oil that can be a positive effect ordering that the … real imports that are probably through wealth. The Petroleum Exporting Countries to some extent of the price of oil higher …
Persistent link: https://www.econbiz.de/10013104639
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Volatility Spillovers between Returns on Crude Oil Futures and Oil Company Stocks
Chang, Chia-Lin - 2009
The purpose of this paper is to investigate the volatility spillovers between the returns on crude oil futures and oil company stocks using alternative multivariate GARCH models, namely the CCC model of Bollerslev (1990), VARMA-GARCH model of Ling and McAleer (2003), and VARMA-AGARCH model of...
Persistent link: https://www.econbiz.de/10013159693
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The Use of Copulas in Hedging Oil and Market Price Risk for US Oil and Gas Investors : Empirical Investigation
Liu, Jingzhen - 2017
Using copulas, we investigate the pairwise dependence structures between two risk factors, oil price and aggregate market index price, and the US oil and gas sub-sector indices. We also explore the out-of-sample hedging performance of a hedging strategy by minimizing the conditional...
Persistent link: https://www.econbiz.de/10012951539
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Understanding the Estimation of Oil Demand and Oil Supply Elasticities
Kilian, Lutz - 2020
This paper examines the advantages and drawbacks of alternative methods of estimating oil supply and oil demand elasticities and of incorporating this information into structural VAR models. I not only summarize the state of the literature, but also draw attention to a number of econometric...
Persistent link: https://www.econbiz.de/10012822493
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The Oil Endgame : Strategies of Oil Exporters in a Carbon-Constrained World
Van de Graaf, Thijs - 2015
There is mounting evidence that global oil demand will peak between 2020 and 2040, supported by rational economics (inter-fuel competition and efficiency gains) and environmental policies. The perspective of a peak in world oil demand poses a serious economic threat to petrostates whose GDP...
Persistent link: https://www.econbiz.de/10013018070