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How do oil producers respond to oil demand shocks?

Güntner, Jochen - In: Energy economics 44 (2014), pp. 1-13

Persistent link: https://www.econbiz.de/10010457251

International oil supplies and demands ; Vol. 2

1992

Persistent link: https://www.econbiz.de/10001519991

International oil supplies and demands

1992

Persistent link: https://www.econbiz.de/10001402601

Does the Iranian oil supply matter for the oil prices?

Farzanegan, Mohammad Reza - 2012

relationship between the Iranian oil supply and international oil prices from January 1973 - September 2011, using a modified …

Persistent link: https://www.econbiz.de/10009552166

Oil price uncertainty and the business cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework

Thiem, Christopher - 2017

cycle fluctuations and we control for global supply and demand factors that might affect the real price of oil, its …Dieser Beitrag untersucht den Einfluss von Ölpreisunsicherheit auf die Wirtschaftsaktivität der USA mit Hilfe eines VAR …

Persistent link: https://www.econbiz.de/10011608019

Measuring global macroeconomic uncertainty

Moramarco, Graziano - 2020

This paper provides new indices of global macroeconomic uncertainty and investigates the cross-country transmission of uncertainty using a global vector autoregressive (GVAR) model. The indices measure the dispersion of forecasts that results from parameter uncertainty in the GVAR. Relying on...

Persistent link: https://www.econbiz.de/10012233069

Measuring global macroeconomic uncertainty and cross-country uncertainty spillovers

Moramarco, Graziano - In: Econometrics : open access journal 11 (2023) 1, pp. 1-29

We propose an approach for jointly measuring global macroeconomic uncertainty and bilateral spillovers of uncertainty between countries using a global vector autoregressive (GVAR) model. Over the period 2000Q1-2020Q4, our global index is able to summarize a variety of uncertainty measures, such...

Persistent link: https://www.econbiz.de/10014281497

Do Oil Futures Prices Help Predict Future Oil Prices?

McCallum, Andrew H. - 2011

.S. economy has apparently absorbed this supply shock well so far, the path of future oil prices remains a concern for monetary …

Persistent link: https://www.econbiz.de/10013117850

How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach

Eickmeier, Sandra - 2016

We study how credit supply shocks in the US, the euro area and Japan are transmitted to other economies. We use the … effect of reducing credit supply to the private sector. We find that negative US credit supply shocks have stronger negative … effects on domestic and foreign GDP, compared to credit supply shocks from the euro area and Japan. Domestic and foreign …

Persistent link: https://www.econbiz.de/10012991020

Oil shocks and the U.S. economy in a data-rich model

De, Kuhelika; Compton, Ryan A.; Giedeman, Daniel C. - In: Economic modelling 108 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013347912