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International transmission of shocks and African forex markets
Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara - In: Energy economics 131 (2024), pp. 1-18
African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data … spanning over the period 2000-2023. We show that shock transmission between oil-exporting and oil-importing countries … heterogeneously depends on oil and GPR innovations. We also provide empirical evidence that return and volatility shock transmission …
Persistent link: https://www.econbiz.de/10015046270
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Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska; … - In: Energy economics 127 (2023) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
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Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model
Zhao, Yinglan; Feng, Chen; Xu, Nuo; Peng, Song; Liu, Chang - In: Energy economics 126 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014483640
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Anchoring inflation expectations in the face of oil shocks & in the proximity of ZLB : a tale of two targeters
Nasir, Muhammad Ali; Balsalobre-Lorente, Daniel; Toan … - In: Energy economics 86 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012511586
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The high-frequency asymmetric response of stock returns to monetary policy for high oil price events
Tsai, Chun-li - In: Energy economics 36 (2013), pp. 166-176
Persistent link: https://www.econbiz.de/10009724743
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The impact of oil shocks on exchange rates : a Markov-switching approach
Basher, Syed Abul; Haug, Alfred Albert; Sadorsky, Perry A. - In: Energy economics 54 (2016), pp. 11-23
Persistent link: https://www.econbiz.de/10011662720
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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
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Oil price shocks in a data-rich environment
Aastveit, Knut Are - In: Energy economics 45 (2014), pp. 268-279
Persistent link: https://www.econbiz.de/10010505375
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Identifying money and inflation expectation shocks to real oil prices
Benk, Szilárd; Gillman, Max - In: Energy economics 126 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014483561
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Global commodity prices and macroeconomic fluctuations in a low interest rate environment
Ahmed, Rashad - In: Energy economics 127 (2023) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10014489964