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Elasticidades de demanda por electricidad e impactos macroeconómicos del precio de la energía eléctrica en Colombia
Espinosa Acuña, Óscar A.; Vaca González, Paola, A.; … - In: Revista de Métodos Cuantitativos para la Economía y … 16 (2013), pp. 216-249
good for the domestic demand. Furthermore, when energy prices increase approximately 20 %, the quarterly GDP growth falls …
Persistent link: https://www.econbiz.de/10011307203
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Oil price fluctuations and oil consuming sectors: An empirical analysis of Japan
Taghizadeh-Hesary, Farhad; Rasolinezhad, Ehsan; … - 2015
Since the oil price shocks of the 1970s, several studies have found significant impacts of oil prices on macro variables. However, it is particularly crucial to know how each micro sector in an economy, such as the residential, transport, industrial and non-energy sectors, respond to oil price...
Persistent link: https://www.econbiz.de/10011311035
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Who gains more from which infrastructure in rural People's Republic of China?
Wan, Guanghua; Zhang, Xun - 2015
Since the oil price shocks of the 1970s, several studies have found significant impacts of oil prices on macro variables. However, it is particularly crucial to know how each micro sector in an economy, such as the residential, transport, industrial and non-energy sectors, respond to oil price...
Persistent link: https://www.econbiz.de/10011311036
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The impact of oil shocks on the Spanish economy.
Gómez-Loscos, Ana; Montañes, Antonio; Gadea, Maria Dolores - 2010
This paper analyses the impact of oil both price shocks on the GDP and prices in the Spanish economy and its seventeen … the 1970s until the mid 1990s. For Spain, the influence of oil shocks recovers some of its initial importance for the GDP … mentioned regions, the influence of oil price shocks on the GDP progressively disappears; while the impact on CPI decreases from …
Persistent link: https://www.econbiz.de/10011332599
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The output effects of commodity price volatility: Evidence from exporting countries
Hachula, Michael; Hoffmann, Sebastian - 2015
Empirical evidence indicates that high oil price volatility has a dampening effect on output in countries that import commodities. Many countries, however, gain important revenues from commodity exports. This paper investigates the output effects of commodity price volatility in commodity...
Persistent link: https://www.econbiz.de/10011345585
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Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.
Gubler, Matthias; Hertweck, Matthias S. - 2011
This paper develops a 9-dimensional SVAR to investigate the sources of the U.S. business cycle. We extend the standard set of identified shocks to include unexpected changes in commodity prices. Our main result is that commodity price shocks are a very important driving force of macroeconomic...
Persistent link: https://www.econbiz.de/10011390656
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Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?
Krätschell, Karoline; Schmidt, Torsten - 2013
In this paper we use the frequency domain Granger causality test of Breitung/Candelon (2006) to analyse short and long-run causality between energy prices and prices of food commodities. We find that the oil price Granger causes all the considered food prices. However, when controlling for...
Persistent link: https://www.econbiz.de/10010329328
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Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2012
This paper analyses futures prices for four energy commodities (light sweet crude oil, heating oil, gasoline and natural gas) and five agricultural commodities (corn, oats, soybean oil, soybeans and wheat), over the period 1986-2010. Using CCC and DCC multivariate GARCH models, we find that...
Persistent link: https://www.econbiz.de/10010335316
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The relationship between real GDP, CO2 emissions, and energy use in the GCC countries: A time series approach
Magazzino, Cosimo - In: Cogent Economics & Finance 4 (2016) 1, pp. 1-20
This paper examines the relationship among real GDP, CO2 emissions, and energy use in the six Gulf Cooperation Council …, Oman, and Qatar) the predominance of the "growth hypothesis" emerges, since energy use drives the real GDP. Moreover, only …
Persistent link: https://www.econbiz.de/10011559206
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Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework
Thiem, Christopher - 2017
This paper reinvestigates the influence of oil price uncertainty on real economic activity in the U.S. using a four-variable VAR, GARCH-in-mean, asymmetric BEKK model. In contrast to previous studies in this area, the analysis focuses on business cycle fluctuations and we control for global...
Persistent link: https://www.econbiz.de/10011610002