Similar Search Results

Stock prices and crude oil shocks : the case of GCC countries

Al-Maadid, Alanoud; Spagnolo, Fabio; Spagnolo, Nicola - In: Handbook of frontier markets : evidence from Mittle …, (pp. 33-47). 2016

Persistent link: https://www.econbiz.de/10011549430

Linking historical oil price volatility and growth : investment and trade dynamics

Abiona, Olukorede - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 2, pp. 598-611

Persistent link: https://www.econbiz.de/10011455876

Does oil price volatility matter for Asian emerging economies?

Rafiq, Shuddhasattwa; Salim, Ruhul A. - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 4, pp. 417-441

Persistent link: https://www.econbiz.de/10011483642

Estimating the effects of global oil market shocks on Australian merchandise trade

Sotoudeh, M-Ali; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 50 (2016), pp. 74-84

Persistent link: https://www.econbiz.de/10011485448

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: Agricultural and Food Economics : AFE 4 (2016) 23, pp. 1-23

industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to … agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … multivariate GARCH model to account for potential volatility transmission. Results indicate strong price and volatility …

Persistent link: https://www.econbiz.de/10011556435

Oil price elasticities and oil price fluctuations

Caldara, Dario; Cavallo, Michele; Iacoviello, Matteo - 2016

We study the identification of oil shocks in a structural vector autoregressive (SVAR) model of the oil market. First, we show that the cross-equation restrictions of a SVAR impose a nonlinear relation between the short-run price elasticities of oil supply and oil demand. This relation implies...

Persistent link: https://www.econbiz.de/10011563138