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Oil price uncertainty and US employment growth
Koirala, Niraj Prasad; Ma, Xiaohan - In: Energy economics 91 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012518646
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Oil price fluctuations and stock market behavior in a resource-dominant economy : case of Kazakhstan
Mukan, Moldir; Oskenbayev, Yessengali; Naderi, Niki; … - In: The Singapore economic review : journal of the Economic … 66 (2021) 2, pp. 569-594
Persistent link: https://www.econbiz.de/10012649468
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Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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External macroeconomic shocks and stock price behavior in Nigeria : structural vector autoregressive approach
Saliu, Mojeed Olanrewaju - 2021
Persistent link: https://www.econbiz.de/10012659332
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The impact of oil price fluctuations on Saudi Arabia stock market : a vector error-correction model analysis
Al-Mogren, Nouf Bin Ayyaf - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 310-317
Persistent link: https://www.econbiz.de/10012584379
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The influence of oil price fluctuations on stock market of developing economies : a focus on Nigeria
Nwude, Chuke; Eluyela, Damilola Felix; Agbo, Elias Igwebuike - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 100-109
Persistent link: https://www.econbiz.de/10012621521
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The role of oil price uncertainty shocks on oil-exporting countries
Śmiech, Sławomir; Papież, Monika; Rubaszek, Michał; … - In: Energy economics 93 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012631277
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Oil price volatility and the US stock market
Rahman, Sajjadur - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1461-1489
Persistent link: https://www.econbiz.de/10012616956
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How do Oil Shocks Transmit Through the US Economy? Evidence from a Large BVAR Model with Stochastic Volatility
Fry-McKibbin, Renee; Zhu, Beili - 2021
This paper employs a large BVAR model with common stochastic volatility to examine the effects of oil supply shocks … 2019Q2. Generalized impulse response functions calculated using stochastic volatility provide a time-varying account of the …
Persistent link: https://www.econbiz.de/10013249741
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A weekly structural VAR model of the US crude oil market
Valenti, Daniele; Bastianin, Andrea; Manera, Matteo - 2022
We present a weekly structural Vector Autoregressive (VAR) model of the US crude oil market. Exploiting weekly data we can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia's invasion of Ukraine. The model is set identified with a...
Persistent link: https://www.econbiz.de/10013254444