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Do Asset Price Drops Foreshadow Recessions?
Bluedorn, John C; Decressin, Jörg; Terrones, Marco - International Monetary Fund (IMF) - 2013
findings are robust to the inclusion of the term-spread, uncertainty, and oil prices. Lastly, there is no evidence of …
Persistent link: https://www.econbiz.de/10011142173
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Macroeconomic Uncertainty and the Impact of Oil Shocks
Robays, Ine Van - CESifo - 2012
This paper evaluates whether macroeconomic uncertainty changes the impact of oil shocks on the oil price. Using a … structural threshold VAR model, we endogenously identify different regimes of uncertainty in which we estimate the effects of oil … demand and supply shocks. The results show that higher macroeconomic uncertainty, as measured by higher world industrial …
Persistent link: https://www.econbiz.de/10010575442
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THE ASSESSMENT OF FORECAST INTERVALS UNCERTAINTY FOR OIL PRICES
Mihaela, SIMIONESCU - In: Studies in Business and Economics 9 (2014) 2, pp. 78-86
The main objective of this study is to assess the uncertainty of daily forecast intervals for highs and lows of WTI …
Persistent link: https://www.econbiz.de/10010903691
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Explosive Oil Prices
Gronwald, Marc - CESifo - 2013
This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...
Persistent link: https://www.econbiz.de/10010877773
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Macroeconomic uncertainty and the impact of oil shocks
Van Robays, Ine - 2012
This paper evaluates whether macroeconomic uncertainty changes the impact of oil shocks on the oil price. Using a … structural threshold VAR model, we endogenously identify different regimes of uncertainty in which we estimate the effects of oil … demand and supply shocks. The results show that higher macroeconomic uncertainty, as measured by higher world industrial …
Persistent link: https://www.econbiz.de/10011605524
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Macroeconomic uncertainty and the impact of oil shocks
Van Robays, Ine - 2012
This paper evaluates whether macroeconomic uncertainty changes the impact of oil shocks on the oil price. Using a … structural threshold VAR model, we endogenously identify different regimes of uncertainty in which we estimate the effects of oil … demand and supply shocks. The results show that higher macroeconomic uncertainty, as measured by higher world industrial …
Persistent link: https://www.econbiz.de/10010288244
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Explosive Oil Prices
Gronwald, Marc - 2013
This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...
Persistent link: https://www.econbiz.de/10010319395
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Oil price drivers, geopolitical uncertainty and oil exporters' currencies
Akram, Qaisar Farooq - 2019
increases strengthen these currencies to different extents. In contrast, heightened geopolitical uncertainty and associated oil …
Persistent link: https://www.econbiz.de/10012661547
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Oil price forecastability and economic uncertainty
Bekiros, Stelios; Gupta, Rangan; Paccagnini, Alessia - In: Economics letters 132 (2015), pp. 125-128
Persistent link: https://www.econbiz.de/10011431472
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Oil sector spillover effects to the Kuwait stock market in the context of uncertainty
Abdulrazzaq, Yousef M.; Morales, Lucía; Coughlan, Joseph - In: Economics, management and financial markets 14 (2019) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10012137556