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Crude oil price shocks and stock returns : evidence from Turkish stock market under global liquidity conditions
Berk, Istemi; Aydogan, Berna - 2012
tested the relationship between oil prices and stock market returns under global liquidity conditions by incorporating a … liquidity proxy variable, Chicago Board of Exchange's (CBOE) S&P 500 market volatility index (VIX), into the model. Variance … Turkish stock market. Rather, it was global liquidity conditions that were found to account for the greatest amount of …
Persistent link: https://www.econbiz.de/10009743922
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Oil exports and the Iranian economy
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - 2009
the world. We also find that the Iranian economy adjusts quite quickly to the shocks in foreign output and oil exports …
Persistent link: https://www.econbiz.de/10003897747
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Oil exports and the Iranian economy
Esfahani, Hadi Salehi; Mohaddes, Kamiar; Pesaran, M. Hashem - 2009
the world. We also find that the Iranian economy adjusts quite quickly to the shocks in foreign output and oil exports …
Persistent link: https://www.econbiz.de/10003909263
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Revisiting the Impact of Oil Price Shocks on Macroeconomic Performance : An International Perspective
Shen, Yifan - 2019
Dramatic fluctuations in oil prices from time to time demand more research that can evaluate the impact of oil price shocks across the globe. Using a large-scale structural vector autoregression (SVAR) model that allows for an evolving parameter structure and that covers 60 oil-importing and...
Persistent link: https://www.econbiz.de/10012897959
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Trade Linkages and Macroeconomic Effects of the Price of Oil
Korhonen, Iikka - 2008
In this paper we assess the impact of oil price shocks on oil-producer and oil-consumer economies. VAR models for different countries are linked together via a trade matrix, as in Abeysinghe (2001). As expected, we find that oil producers (Russia and Canada here) benefit from oil price shocks....
Persistent link: https://www.econbiz.de/10012722559
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Are the Macroeconomic Effects Greater from an Oil Price Shock or a Global Oil Demand Shock?
Ginn, Vance - 2014
Since a higher oil price has preceded ten out of the last eleven U.S. recessions, the macroeconomic responses to different oil market shocks concern policymakers. Although these responses might be declining, there is evidence indicating it is not fluctuations in the oil price that matters but...
Persistent link: https://www.econbiz.de/10013054345
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Dynamic Connectedness among the Implied Volatilities of Oil Prices and Financial Assets : New Evidence of the COVID-19 Pandemic
Antonakakis, Nikolaos; Cuñado, Juncal; Filis, George; … - 2022
This paper examines the dynamic connectedness among the implied volatilities of oil prices (OVX) and fourteen other assets, which can be grouped into five different assets classes (i.e., energy commodities, stock markets, precious metals, exchange rates and bond markets). To do so we estimate a...
Persistent link: https://www.econbiz.de/10013293023
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Oil Price Shocks and Economic Growth : The Volatility Link
Maheu, John M.; Song, Yong; Yang, Qiao - 2019
This paper shows that oil shocks primarily impact economic growth through the conditional variance of growth. Our comparison of models focuses on density forecasts. Over a range of dynamic models, oil shock measures and data we fi nd a robust link between oil shocks and the volatility of...
Persistent link: https://www.econbiz.de/10014114772
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China's Slowdown and Global Financial Market Volatility : Is World Growth Losing Out?
Cashin, Paul Anthony - 2017
repercussions, with world growth reducing by 0:23 percentage points in the short-run; and (ii) a surge in global financial market … volatility could translate into a fall in world economic growth of around 0:29 percentage points, but it could also have negative …
Persistent link: https://www.econbiz.de/10012969747
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China's Slowdown and Global Financial Market Volatility : Is World Growth Losing Out?
Cashin, Paul Anthony - 2016
repercussions, with world growth reducing by 0.23 percentage points in the short-run; and (ii) a surge in global financial market … volatility could translate into a fall in world economic growth of around 0.29 percentage points, but it could also have negative …
Persistent link: https://www.econbiz.de/10012983788