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Time-varying persistence in real oil prices and its determinant
Kruse, Robinson; Wegener, Christoph - In: Energy economics 85 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012510274
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Oil volatility and economic growth : evidences from top oil trading countries
Bagadeem, Salim - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10014435126
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Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?
Benmoussa, Amor-Aniss; Ellwanger, Reinhard; Snudden, Stephen - 2023
Persistent link: https://www.econbiz.de/10014437432
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Oil prices in a general equilibrium model with precautionary demand for oil
Olovsson, Conny - In: Review of economic dynamics 32 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012229538
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The effect of oil price fluctuation on the economy : what can we learn from alternative models?
Kim, Gil; Vera, David - In: Journal of applied economics 25 (2022) 1, pp. 856-877
Following the exisiting literature, we present the most up-to-date estimates of oil shocks and the response of the U.S. economy. Regardless of model specifications, oil supply shocks have a negative effect on the U.S. real GDP, albeit the magnitude of responses is different across models....
Persistent link: https://www.econbiz.de/10014247272
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Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
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Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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Business cycles in oil exporting countries : a declining role for oil?
Huseynov, Salman; Ahmadov, Vugar - 2014
world business cycles, the sources of economic fluctuations have become more diversified, and consequently, the role of oil … statistically significantly explained by world GDP, but not by oil prices. We further develop our study using impulse … find that rising global political and economic integration can play a critical role in explaining business cycles of these …
Persistent link: https://www.econbiz.de/10010244566
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Predicting oil prices : an analysis of oil price volatility cycle and financial markets
Zhao, Lu-Tao; Wang, Zi-Jie; Wang, Shu-Ping; He, Ling-yun - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 4, pp. 1068-1087
Persistent link: https://www.econbiz.de/10012483300
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Role of oil price in fiscal cyclicality in Saudi Arabia
Alkahteeb, Tarek Tawfik; Mahmood, Haider; Sultan, Zafar … - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 194-198
Persistent link: https://www.econbiz.de/10012614443