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Energy supply shocks' nonlinearities on output and prices
De Santis, Roberto A.; Tornese, Tommaso - 2023
We use a Bayesian Threshold Vector Autoregression model identified through sign and narrative restrictions to uncover non-linearities in the propagation of energy supply shocks. We find that the transmission of energy supply shocks on consumer prices is stronger in high-inflation regimes,...
Persistent link: https://www.econbiz.de/10014343158
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Existence of long memory in crude oil and petroleum products : generalised Hurst exponent approach
Tiwari, Aviral Kumar; Umar, Zaghum; Alqahtani, Faisal - In: Research in international business and finance 57 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013332984
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Dynamic structure of the spot price of crude oil : does time aggregation matter?
Aghababa, Hajar; Barnett, William A. - 2016
Persistent link: https://www.econbiz.de/10011565376
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Structural change and forecasting long-run energy prices
Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral - 2004
Persistent link: https://www.econbiz.de/10001962564
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Asymmetric responses of consumer spending to energy prices : a threshold VAR approach
Knotek, Edward S.; Zaman, Saeed - In: Energy economics 95 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012816279
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Dynamic structure of the spot price of crude oil : does time aggregation matter?
Aghababa, Hajar; Barnett, William A. - In: Energy economics 59 (2016), pp. 227-237
Persistent link: https://www.econbiz.de/10011699576
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The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri; Maaitah, Ahmad; Mishra, Tapas; Parhi, … - In: Energy economics 114 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
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Dynamic responses of energy prices to oil price shocks
Miller, Tom W. - In: Managerial finance 49 (2023) 2, pp. 357-377
Persistent link: https://www.econbiz.de/10013503874
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Forecasting the energy commodities : an evidence of ARIMA and intervention analysis
Yadav, Miklesh Prasad; Sehgal, Vandana; Ratra, Deepali; … - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 443-457
Persistent link: https://www.econbiz.de/10015066071
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COVID-19 and fractal characteristics in energy markets : evidence from US energy price time series
Emami-Meybodi, Mehdi; Owjimehr, Sakine; Samadi, Ali Hussein - In: Time and Fractals : Perspectives in Economics, …, (pp. 161-186). 2023
Persistent link: https://www.econbiz.de/10014430657