volatility to estimate the changing spillover of global oil shocks into the Maltese economy during the period that goes from … prices. The results evidence how Great Recession and COVID-19 pandemic are associated with higher inflation responsiveness …. Notwithstanding, the response of energy inflation gradually declines and, as a consequence, the medium-term pass-through from …

and inflation dynamics in Europe. Specifically, we include in our specification two separate energy markets (oil and … natural gas) and two target macroeconomic variables, measuring inflation expectations and the realized headline inflation. Our … results demonstrate that, during the last year, inflation in the Euro area is more affected from energy price shocks …

inflation, especially in the short term. However, in order to strengthen the economy's resilience to oil-price shocks, the paper …This paper aims to examine the impacts of oil-price shocks on China's price levels. To that end, we develop a partial …-through mechanism during oil-price shocks. Using the models of both China and the U.S., we separate the impact of price control from …

The aim of this paper is to investigate how major net oil exporter economies react to oil price shocks. We contribute … respect to sign, size and causes of the oil price shocks, as well as the state of the economy in which the shocks occur. We … it divides economic development in two regimes under which we expect the effects of oil price shocks to differ. First, We …

of past experience and international best practices. It confirms that food inflation has been the driver of domestic … inflation. The paper studies the recommendations of the Urjit Patel Committee and comments that monetary policies predominantly … focussed on inflation targeting may not necessarily be effective in India where inflation and inflationary expectations …

We study the effects of crude oil price shocks on the stock market volatility of the G7 economies. We rely on a … oil demand innovations have on financial volatility. We show that stock market volatility does not respond to oil supply … structural VAR model to identify the causes underlying the oil price shocks and gauge the differential impact that oil supply and …

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 … stock market volatility only with delay. This implies that innovations to the price of crude oil are not strictly exogenous …

We present a weekly structural Vector Autoregressive (VAR) model of the US crude oil market. Exploiting weekly data we … can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia … spread to capture shocks to the real price of crude oil driven by changes in expectations and US inventories to describe …

This paper provides an analysis of the link between the global market for crude oil and oil futures risk premium at the … of oil can be useful to address some research questions, among which: what is the relationship between crude oil risk … premium and unexpected rise in the price of oil? On average, what should speculators expect to receive as a compensation for …