autoregression framework to decompose crude oil price shocks into oil supply shock, oil aggregate demand shock, and oil …-specific demand shock. We then explore the distinct effects of different kinds of oil price shocks from various sources.Based on the … appear to be heterogeneous. Oil supply shock appears to be a net transmitter of spillover effects for all G7 countries within …

We study the impact of oil price shocks on US stock market volatility. We derive three different structural oil shock … variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate … structural VAR models, one for each oil price shock. Identification is achieved by assuming that the price of crude oil reacts to …

disentangling demand and supply shocks. Based on monthly data from the 1999-2018 period, the results report evidence of a time …-varying reaction of all stock market returns to different oil shocks. Moreover, the stock returns react to the demand shocks more than … aggregate demand shocks exert a positive effect on almost all stock returns. Oil-specific demand shocks have positive effects on …

supply shocks have little effect on the ICS, other oil demand shocks such as a precautionary demand shock, for example, have ….S. households' expectations about current and future economic conditions - responds to structural oil supply and demand shocks. We … a statistically significant negative impact over a two-year horizon. The effect of aggregate demand shocks associated …