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Asymmetric responses of consumer spending to energy prices : a threshold VAR approach
Knotek, Edward S.; Zaman, Saeed - In: Energy economics 95 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012816279
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Are the macroeconomic effects of oil price shock symmetric? : a Factor-Augmented Vector Autoregressive approach
An, Lian; Jin, Xiaoze; Ren, Xiaomei - In: Energy economics 45 (2014), pp. 217-228
Persistent link: https://www.econbiz.de/10010505399
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The effects of oil price shocks in a federation : the case of interregional trade and labour migration
Moshiri, Saeed; Moghaddam, Mohsen Bakhshi - In: Energy economics 75 (2018), pp. 206-221
Persistent link: https://www.econbiz.de/10011974007
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The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal; Zaman, Saeed - In: Energy economics 123 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
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Volatility transmission and volatility impulse response functions in crude oil markets
Jin, Xiaoye; Lin, Sharon X. W.; Tamvakis, Michael - In: Energy economics 34 (2012) 6, pp. 2125-2134
Persistent link: https://www.econbiz.de/10009688822
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Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao; Wu, Chongfeng - In: Energy economics 74 (2018), pp. 592-604
Persistent link: https://www.econbiz.de/10011972941
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Oil price volatility forecast with mixture memory GARCH
Klein, Tony; Walther, Thomas - In: Energy economics 58 (2016), pp. 46-58
Persistent link: https://www.econbiz.de/10011698485
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Is efficiency of crude oil market affected by multifractality? : evidence from the WTI crude oil market
Gu, Rongbao; Zhang, Bing - In: Energy economics 53 (2016), pp. 151-158
Persistent link: https://www.econbiz.de/10011660491
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Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Okhrin, Yarema; Uddin, Mohammed Gazi Salah; Yahya, Muhammad - In: Energy economics 125 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014485235
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Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.; Nusair, Salah - In: Energy economics 36 (2013), pp. 341-353
Persistent link: https://www.econbiz.de/10009724688