Narrow search
Showing 1 - 10 of 15,824
Cover Image
The determinants of crude oil prices : evidence from ARDL and nonlinear ARDL approaches
Ben Salem, Leila; Nouira, Ridha; Jeguirim, Khaled; … - 2022
lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long …-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL …) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration …
Persistent link: https://www.econbiz.de/10013429325
Cover Image
The Determinants of Crude Oil Prices : Evidence from ARDL and Nonlinear ARDL Approaches
Salem, Leila Ben; Nouira, Ridha; Jeguirim, Khaled; … - 2022
lag (ARDL) approach is applied to daily series spanning the period from January 2, 2003, to May 24, 2021, to analyze long …-run relationships and short-run dynamics. The paper also focuses on the asymmetric effects of covariates and a nonlinear ARDL (NARDL …) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration …
Persistent link: https://www.econbiz.de/10014242790
Cover Image
Chain of Cointegration in the Refined Products Market : From Crude Oil Spot to Gasoline Futures
Ghoddusi, Hamed - 2017
Using multiple econometrics methods, this paper examines the cointegration and causality relationships between the … cointegration between prices in adjacent markets, crude oil spot and gasoline spot as well as gasoline spot and gasoline futures … cointegration in the chain of crude oil spot, gasoline spot, and gasoline futures markets. Among other results, we observe a bi …
Persistent link: https://www.econbiz.de/10012968539
Cover Image
Exploring the nexus between oil prices and sectoral stock prices : nonlinear evidence from Kuwait stock exchange
Kisswani, Khalid M.; Elian, Mohammad I. - In: Cogent economics & finance 5 (2017) 1, pp. 1-17
This paper investigates the relationship between oil prices (Brent and West Texas Intermediate (WTI)) and Kuwait Stock Exchange (KSE) prices at the sector level. In a nonlinear autoregressive distributed lag (NARDL) model, ten major sectors in Kuwait are studied using daily data from 3 January...
Persistent link: https://www.econbiz.de/10011598070
Cover Image
Oil price and economic growth : a long story?
Gadea, María Dolores; Gómez-Loscos, Ana; Montañés, … - In: Econometrics : open access journal 4 (2016) 4, pp. 1-28
This study investigates changes in the relationship between oil prices and the US economy from a long-term perspective. Although neither of the two series (oil price and GDP growth rates) presents structural breaks in mean, we identify different volatility periods in both of them, separately....
Persistent link: https://www.econbiz.de/10011649469
Cover Image
The role of oil prices in exchange rate movements : the CIS oil exporters
Hasanov, Fakhri; Mikayilov, Jeyhun; Bulut, Cihan; … - In: Economies : open access journal 5 (2017) 2, pp. 1-18
shows that world oil prices play an important role in the appreciation of the exchange rates of oil-exporting developing … increasing importance of these economies in the world’s energy markets, this paper examines the role of oil prices in the …
Persistent link: https://www.econbiz.de/10011753820
Cover Image
Relationship between crude oil prices and macro-economic variables : evidence from BRICS countries
Raju, Guntur Anjana; Marathe, Shripad Ramchandra - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 264-271
Persistent link: https://www.econbiz.de/10012506035
Cover Image
Rockets and feathers meet Joseph : reinvestigating the oil-gasoline asymmetry on the international markets
Kristoufek, Ladislav; Lunackova, Petra - 2015
We reinvestigate the "rockets and feathers" effect between retail gasoline and crude oil prices in a new framework of fractional integration, long-term memory and borderline (non)stationarity. The most frequently used error-correction model is examined in detail and we find that the prices...
Persistent link: https://www.econbiz.de/10010471708
Cover Image
Modelling determinants of inflation in CESEE countries : global vector autoregressive approach
Jakši, Saša - In: Národohospodářský obzor : časopis věnovaný … 22 (2022) 2, pp. 137-169
Persistent link: https://www.econbiz.de/10013270502
Cover Image
Effects of crude oil prices on copper and maize prices
Kaulu, Byrne - In: Future Business Journal 7 (2021), pp. 1-15
This study explains the effects of crude oil prices on copper and maize prices. Vector autoregressive and vector error correction models are used to study the relationship between oil prices and prices of copper and maize. The commodity price data used consist of average monthly prices of each...
Persistent link: https://www.econbiz.de/10012668157