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Revisiting the macroeconomic impact of oil shocks in Asian economies

Cuñado Eizaguirre, Juncal; Jo, Soojin; Perez de … - 2015

This paper analyzes the macroeconomic impact of oil shocks in four of the largest oil-consuming Asian economies, using a structural vector autoregressive model. We identify three different types of oil shocks via sign restrictions: an oil supply shock, an oil demand shock driven by global...

Persistent link: https://www.econbiz.de/10011285458

Oil price shocks and stock market returns : evidence for some European countries

Cuñado Eizaguirre, Juncal; Perez de Gracia, Fernando - In: Energy economics 42 (2014), pp. 365-377

Persistent link: https://www.econbiz.de/10010504198

Oil prices, economic activity and inflation : evidence for some Asian countries

Cuñado Eizaguirre, Juncal; Perez de Gracia, Fernando - In: The quarterly review of economics and finance : journal … 45 (2005) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10002568027

Oil and asset classes implied volatilities : investment strategies and hedging effectiveness

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 91 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012518750

Oil volatility, oil and gas firms and portfolio diversification

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 70 (2018), pp. 499-515

Persistent link: https://www.econbiz.de/10011942874

Oil prices and economic activity : evidence for G-7 economies based on a wavelet approach

Redin, Dulce; Rodriguez, Ignacio; Cuñado Eizaguirre, Juncal - In: Applied economics letters 25 (2018) 5, pp. 305-308

Persistent link: https://www.econbiz.de/10011854488

Dynamic connectedness among the implied volatilities of oil prices and financial assets : new evidence of the COVID-19 pandemic

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: International review of economics & finance : IREF 83 (2023), pp. 114-123

Persistent link: https://www.econbiz.de/10014239933

Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures

Cuñado Eizaguirre, Juncal; Chatziantoniou, Ioannis; … - In: Journal of commodity markets 30 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014426696

Macroeconomic effects of oil price shocks in the G7 economies

Cuhado, Juncal; Perez de Gracia, Fernando - In: New research on energy economics, (pp. 183-196). 2008

Persistent link: https://www.econbiz.de/10003818505

Economic uncertainty, oil prices, hedging and US stock returns of the airline industry

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012822072