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Crude oil price dynamics with crash risk under fundamental shocks

Hui, Cho H.; Lo, Chi-Fai; Cheung, Chi-Hin; Wong, Andrew - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012664489

World Crude Oil Markets : Monetary Policy and the Recent Oil Shock

Krichene, Noureddine - 2014

This paper examines the relationship between monetary policy and oil prices within a world oil demand and supply model … rates is a two-way relationship that depends on the type of oil shock. During a supply shock, rising oil prices caused … interest rates to increase; whereas during a demand shock, falling interest rates caused oil prices to rise. Record low …

Persistent link: https://www.econbiz.de/10012752300

On the China factor in the world oil market : a regime switching approach

Cross, Jamie; Hou, Chenghan; Bao Hoang Nguyen - In: Energy economics 95 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012816553

Macroeconomic Shocks in an Oil Market VAR

Melolinna, Marko - 2021

underline the importance of the source of an oil shock for its macroeconomic consequences. Oil supply shocks have been less …

Persistent link: https://www.econbiz.de/10013315918

Asymmetric response of carbon emissions to recessions and expansions and oil market shocks

Jiang, Xueting; Stern, David I. - 2021

shocks. In the first three there was a supply shock and in 2020 a demand shock. Changes in oil consumption that are not …

Persistent link: https://www.econbiz.de/10013322758

Global oil shocks and China's commodity markets : the role of OVX

Jin, Xuejun; Zhu, Fangfei - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 3, pp. 914-929

Persistent link: https://www.econbiz.de/10012483269

Do global crude oil market shocks have differential effects on US regions?

Atems, Bebonchu; Melichar, Mark - In: Macroeconomic dynamics 23 (2019) 5, pp. 1978-2008

Persistent link: https://www.econbiz.de/10012127258

Changes in the global oil market

Bataa, Erdenebat; Izzeldin, Marwan; Osborn, Denise R. - 2015

Persistent link: https://www.econbiz.de/10012174655

The role of precautionary and speculative demand in the global market for crude oil

Cross, Jamie L.; Bao Hoang Nguyen; Trung Duc Tran - 2020

Persistent link: https://www.econbiz.de/10012225096

Refining the workhorse oil market model

Zhou, Xiaoqing - 2019

The Kilian and Murphy (2014) structural vector autoregressive model has become the workhorse model for the analysis of oil markets. I explore various refinements and extensions of this model, including the effects of (1) correcting an error in the measure of global real economic activity, (2)...

Persistent link: https://www.econbiz.de/10012230336