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Macroeconomic uncertainty and the impact of oil shocks

Van Robays, Ine - 2012

demand and supply shocks. The results show that higher macroeconomic uncertainty, as measured by higher world industrial … production volatility, significantly increases the responsiveness of oil prices to oil shocks. This implies a lower price … volatility. Also the impact of oil shocks on economic activity appears to be significantly stronger in uncertain times. -- oil …

Persistent link: https://www.econbiz.de/10009621702

Financial development, shocks, and growth volatility

Mallick, Debdulal - In: Macroeconomic dynamics 18 (2014) 3, pp. 651-688

Persistent link: https://www.econbiz.de/10010356697

Oil shocks and monetary policy rules in emerging economies

Alba, Joseph D.; Chia, Wai-mun; Zheng, Su - In: Applied economics 45 (2013) 34/36, pp. 4971-4984

Persistent link: https://www.econbiz.de/10010225881

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/10009786017

Shocks to the system : monitoring food security in a volatile world

Headey, Derek; Ecker, Olivier; Trinh Tan, Jean-François - In: Handbook on food : demand, supply, sustainability and …, (pp. 41-71). 2014

Persistent link: https://www.econbiz.de/10010338642

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Response of macro variables of emerging and developed oil importers to oil price movements

Taghizadeh-Hesary, Farhad; Yoshino, Naoyuki; Mohammadi … - In: Journal of the Asia Pacific economy 21 (2016) 1, pp. 91-102

Persistent link: https://www.econbiz.de/10011442055

International stock market comovement and news

Höchstötter, Markus; Meyer, Stephan; Riordan, Ryan; … - In: The journal of financial research 37 (2014) 4, pp. 519-542

Persistent link: https://www.econbiz.de/10011547576

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

The role of monetary policy in macroeconomic volatility of association of Southeast Asian nations-4 countries against oil price shock over time

Razmi, Fatemeh; Azali, Mohamed; Lee, Chin; Habibullah, … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 3, pp. 731-737

Persistent link: https://www.econbiz.de/10011456003