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The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis

Wang, En-Ze; Lee, Chien-chiang - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 692-709

Persistent link: https://www.econbiz.de/10012821599

Pass-through of oil supply shocks to domestic gasoline prices : evidence from daily data

Shioji, Etsuro - In: Energy economics 98 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012821982

An Analysis of Oil Price Volatility Using VAR : Evidence from Pakistan

Rafay, Abdul - 2015

by oil price volatility. This paper captures the impact of oil price shocks on Pakistan's economy by considering … long-term impact of oil price volatility on the relevant variables …

Persistent link: https://www.econbiz.de/10013012300

Oil Price Fluctuations and the Small Open Economies of Southeast Asia : An Analysis Using Vector Autoregression with Block Exogeneity

Vu, Tuan Khai - 2019

We use a vector autoregressive model with block exogeneity to study the macroeconomic effects of oil price fluctuations for six small open economies in Southeast Asia. Our method has an advantage over those used in the literature in that it allows us to focus on the effects of oil shocks while...

Persistent link: https://www.econbiz.de/10012861977

The Effect of Oil Price Volatilities on Macroeconomic Variables in Iran (Structural Vector Auto Regression Approach)

Keikha, Mahdi - 2014

In this study we investigate the positive and negative effects of oil price volatilities (asymmetric effect) on GDP, consumer price index, imports, government expenditure and money stock using quarterly data trough the Structural VAR approach and using Impulse Response Function and Variance...

Persistent link: https://www.econbiz.de/10013051207

The macro effects of GPR and EPU indexes over the global oil market : are the two types of uncertainty shock alike?

Gu, Xin; Zhu, Zixiang; Yu, Minli - In: Energy economics 100 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012990250

Asymmetric Effect of Oil Price Shocks on Stock Markets

Markazi Moghadam, Hamed - 2016

to changes in oil prices, after controlling for volatility and price dynamics in a multivariate GARCH context. In other … words, adjustment in mean equations is faster in the presence of positive shocks. In addition, we find that volatility …

Persistent link: https://www.econbiz.de/10012990701

How do dynamic responses of exchange rates to oil price shocks co-move? : from a time-varying perspective

Huang, Shupei; An, Haizhong; Lucey, Brian M. - In: Energy economics 86 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012512194

How do oil price shocks affect the output volatility of the U.S. energy mining industry? : the roles of structural oil price shocks

Jiang, Yong; Zhou, Zhongbao; Liu, Qing; Lin, Ling; … - In: Energy economics 87 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012512330

Interpreting the oil risk premium : do oil price shocks matter?

Valenti, Daniele; Manera, Matteo; Sbuelz, Alessandro - In: Energy economics 91 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012518589