Search Results

Discussion of Oil Price Shocks, Monetary Policy and Stagflation,
Andrew Filardo, from Reserve Bank of Australia (2010)
Keywords: oil price shocks; monetary policy; stagflation; demand shocks; supply shocks

Oil Price Shocks, Monetary Policy and Stagflation,
Lutz Kilian, from Reserve Bank of Australia (2010)
Keywords: oil price shocks; monetary policy; stagflation; demand shocks; supply shocks

The predictive power of oil price shocks on realized volatility of oil: A note,
Riza Demirer, Rangan Gupta, Christian Pierdzioch and Syed Jawad Hussain Shahzad, in Resources Policy (2020)
Keywords: Oil price shocks; Risk shocks; Oil; Realized volatility; Forecasting;

The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note,
Riza Demirer, Rangan Gupta, Christian Pierdzioch and Syed Jawad Hussain Shahzad, from University of Pretoria, Department of Economics (2020)
Keywords: Oil Price Shocks, Risk Shocks, Oil, Realized Volatility, Forecasting

Oil Price Shocks and Nigeria’s Macroeconomy: Disentangling the Dynamics of Crude Oil Market Shocks,
Christopher N. Ekong and Ekpeno Effiong, in Global Business Review (2015)
Keywords: Oil price shocks; macroeconomy; Nigeria

Oil Price Shock and Agricultural Productivity: Stylised Evidence in Nigeria,
Olabisi Popoola, Alege O. Philip, Obindah Gershon and Kaladede Gift, in International Journal of Energy Economics and Policy (2022)
Keywords: Oil Price, Shock, Agricultural Productivity

The Endogeneity of Oil Price Shocks and Their Effects on Indonesia: A Structural Vector Autoregression Model,
Alfan Mansur, from University Library of Munich, Germany (2015)
Keywords: Vector autoregression, Oil price, Shocks

Do heterogeneous countries respond differently to oil price shocks?,
Hernández Vega Marco A., Hernández del Valle Gerardo and Guerrero Santiago, from Banco de México (2018)
Keywords: Oil Price Shocks;Macroeconomic Impacts;Oil Market

The threshold effect of oil-price shocks on economic growth,
Nabil Alimi and Nabil Aflouk, in Economics Bulletin (2017)
Keywords: Economic Growth, oil price shocks, PSTR model

Oil Price Shocks and Stock Markets in BRICs,
Shigeki Ono, in European Journal of Comparative Economics (2011)
Keywords: Oil price shocks, Real stock returns, BRICs

Macroeconomic Structure and Oil Price Shocks at the Industrial Level,
Rebeca Jiménez-Rodríguez, in International Economic Journal (2011)
Keywords: Oil price shock, identified VAR, manufacturing industries,

Asymmetries in the transmission of oil price shocks to inflation in the eurozone,
Antonio J. Garzon and Luis Hierro, in Economic Modelling (2021)
Keywords: Oil price shocks; Inflation; State-dependent; Asymmetry;

Impact of Oil Price Shocks on Russian Macroeconomic Performance,
Ayaz Zeynalov, in Politická ekonomie (2024)
Keywords: Oil price shocks, macroeconomic trends, Russian economy

Macroeconomic Impacts of Oil Price Shocks in Venezuela,
Raúl Crespo and José Zambrano, from School of Economics, University of Bristol, UK (2018)
Keywords: Oil price shocks, Macroeconomic fluctuations, Granger causality.

Oil Price Shocks: Testing for Non-linearity,
Rebeca Jiménez-Rodríguez, from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2004)
Keywords: Macroeconomic fluctuations, Oil price shock, Non-linearity

Oil Price Shocks and Currency Denomination,
Hans-Werner Wohltmann and Roland Winkler, from Christian-Albrechts-University of Kiel, Department of Economics (2005)
Keywords: oil price shocks, international policy coordination, currency denomination

Energy Taxes and Oil Price Shocks,
Helmuth Cremer, Firouz Gahvari and Norbert Ladoux, in The B.E. Journal of Economic Analysis & Policy (2015)
Keywords: oil price shock, energy tax, Pigouvian tax, redistributive concerns

The Political Costs of Oil Price Shocks,
Rabah Arezki, Simeon Djankov, Ha Nguyen and Ivan Yotzov, from CESifo (2022)
Keywords: elections, democracy, autocracy, incumbent, oil prices, economic shocks

Oil prices shocks and the Russian economy,
Svetlana Balashova and Apostolos Serletis, in The Journal of Economic Asymmetries (2020)
Keywords: Russian economy; Business cycle; Oil price shock; Granger causality;

Oil price shocks and agricultural commodity prices,
Yudong Wang, Chongfeng Wu and Li Yang, in Energy Economics (2014)
Keywords: Oil price; Oil supply shock; Aggregate demand shock; Agricultural commodity; Structural VAR;

Accrual earnings management in response to an oil price shock,
Frode Kjærland, Fredrik Kosberg and Mathias Misje, in Journal of Commodity Markets (2021)
Keywords: Accrual earnings management; Oil industry; Oil price shock;

Oil Shocks and the Macroeconomy: The Role of Price Variability*,
Kiseok Lee, Shawn Ni and Ronald A. Ratti, in The Energy Journal (1995)
Keywords: Oil shocks; oil prices; VAR; GARCH; US; GNP

Oil Price Shocks and Macroeconomic Performance in Nigeria,
Simeon Oludiran Akinleye and Stephen Ekpo, in Economía Mexicana NUEVA ÉPOCA (2013)
Keywords: oil price shocks, oil revenue, macroeconomic performance, VAR.

On the Sources and Consequences of Oil Price Shocks: The Role of Storage,
Deren Ünalmış, Ibrahim Unalmis and Filiz Unsal, from International Monetary Fund (2012)
Keywords: WP;demand shock; oil storage; oil price fluctuations; oil demand; oil supply shocks speculative oil demand; sticky-price DSGE model; storage demand shocks; price of oil; oil supply shock; productivity shock; oil demand shocks; oil storage demand shock; Oil prices; Oil; Inflation; Commodity price fluctuations; Supply shocks; Global

Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries,
Yudong Wang, Chongfeng Wu and Li Yang, in Journal of Comparative Economics (2013)
Keywords: Oil prices; Stock markets; Oil-importing and oil-exporting countries; Oil demand shock; Oil supply shock;

Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,
Lutz Kilian, from C.E.P.R. Discussion Papers (2006)
Keywords: Causality; Oil demand; Oil price shocks; Oil supply

Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks,
Abhishek Kumar and Sushanta Mallick, in Energy Economics (2024)
Keywords: Oil prices; Demand shocks; Oil supply shocks; Transition; Elasticity restriction;

OIL PRICE SHOCK: A NONLINEAR APPROACH,
Rebeca Jiménez-Rodríguez, from Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2002)
Keywords: Fluctuaciones macroeconómicas, shock del precio del petróleo. Macroeconomic fluctuations; Oil price shock.

Asymmetric oil prices and trade imbalances: Does the source of the oil shock matter?,
Halima Jibril, Kausik Chaudhuri and Kamiar Mohaddes, in Energy Policy (2020)
Keywords: Oil prices; Oil-supply shocks; Oil-demand shocks; Trade balance; Asymmetry;

Oil Price Shocks and Economic Performance in Africa’s Oil Exporting Countries,
Mathew Ekundayo Rotimi and Harold Ngalawa, in Acta Universitatis Danubius. OEconomica (2017)
Keywords: Oil Price Shocks; Economic Performance; Panel SVAR, Oil Exporting

Negative oil price shocks transmission: The comparative effects of the GFC, shale oil boom, and Covid-19 downturn on French gasoline prices,
Raphaël Homayoun Boroumand, Thomas Porcher and Christian Urom, in Research in International Business and Finance (2021)
Keywords: Oil prices; Shocks; Gasoline prices; Asymmetries; Covid-19;

Asymmetric Oil Price Shocks and Stock Prices in Nigeria,
Gbenga Oladapo Awolaja and Dasauki C. Musa, from University Library of Munich, Germany (2017)
Keywords: Asymmetry, Nonlinear ARDL, Crude oil price shocks, exchange rate

The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis,
Jennifer Considine, Emre Hatipoglu and Abdullah Aldayel, in Journal of Commodity Markets (2022)
Keywords: Oil price; Oil inventories; Oil markets; Shock; GVAR; Simulation;

On the Sources and Consequences of Oil Price Shocks: The Role of Storage,
Deren Ünalmış, Ibrahim Unalmis and Filiz Unsal, from Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2012)
Keywords: oil storage, oil price fluctuations, oil demand and oil supply shocks, speculative oil demand, sticky-price DSGE models

Oil Price Shocks, Firm Uncertainty and Investment,
Kiseok Lee, Wensheng Kang and Ronald Ratti, from University Library of Munich, Germany (2010)
Keywords: Oil price shocks, firm uncertainty, stock price volatility, investment

Monetary Policy Rules and Oil Price Shocks,
Christian Pierdzioch and Christophe Kamps, from Kiel Institute for the World Economy (IfW Kiel) (2002)
Keywords: Monetary policy rules, Open economy, Oil price shocks, Price indices

Inventory shocks and the oil–ethanol–grain price nexus,
Michael Plante and Navi Dhaliwal, in Economics Letters (2017)
Keywords: Oil price; Grain price; Ethanol; Inventory shock; EIA; USDA;

Measuring Oil-Price Shocks Using Market-Based Information,
Tao Wu and Michele Cavallo, from International Monetary Fund (2012)
Keywords: WP;oil-price shock;price level;shock measure;oil-price forecasting equation;oil-price movement;price decline; Oil Shocks; Market-Based Information; VAR Identification; oil-price indicator; oil-price forecasting model; oil price movement; oil-price increase; oil-price channel; exogenous oil-price shock; oil price shock; Oil prices; Oil; Oil production; Consumer price indexes; Inflation; Global; Middle East

Oil price shocks and American depositary receipt stock returns,
Shahil Sharma, in Research in International Business and Finance (2017)
Keywords: Oil price shocks; ADR returns; Financial crisis; Oil price volatility;

Does the source of the oil price shock matter for inflation in Pakistan: Implications for monetary policy,
Naafey Sardar and Zulfiqar Hyder, from State Bank of Pakistan, Research Department (2022)
Keywords: Oil price shocks; Inflation; FPAS

The response of remittances inflows to asymmetric oil price shocks in Egypt,
Mohamed Samir Abdalla Zahran, in Review of Economics and Political Science (2019)
Keywords: Remittances, Oil price shocks, Egypt, VAR modelling

Impact of oil price shocks on selected macroeconomic variables in Nigeria,
Akin Iwayemi and Babajide Fowowe, in Energy Policy (2011)
Keywords: Oil price shocks Nonlinear models Nigeria

Analysis of the temporal properties of price shock sequences in crude oil markets,
Ying Yuan, Xin-tian Zhuang, Zhi-ying Liu and Wei-qiang Huang, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Price shock; Temporal properties; Crude oil markets;

The impact of oil price shocks: Evidence from the industries of six OECD countries,
Rebeca Jiménez-Rodríguez, in Energy Economics (2008)
Keywords: Oil price shock Dynamic responses Manufacturing industries

Oil Price Shocks and Real GDP Growth: Testing for Non-linearity,
Rebeca Jiménez-Rodríguez, in The Energy Journal (2009)
Keywords: Oil price shocks; Non-linearity; GDP; US

The relationship between oil price shocks and China's macro-economy: An empirical analysis,
Limin Du, He Yanan and Chu Wei, in Energy Policy (2010)
Keywords: Oil price shocks Macro-economy China

The effect of global oil price shocks on China's agricultural commodities,
Chuanguo Zhang and Xuqin Qu, in Energy Economics (2015)
Keywords: Oil price shocks; Agricultural commodities; Effect;

Oil price shocks, fuel subsidies and macroeconomic (in)stability in Nigeria,
Babatunde Omotosho, from University Library of Munich, Germany (2020)
Keywords: Fuel subsidies, oil price shocks, business cycle

The effects of unexpected crude oil price shocks on Chinese stock markets,
Zhao-Yong Sun and Wei-Chiao Huang, in Economic Change and Restructuring (2023)
Keywords: Asymmetric effect, NARDL, Oil price unexpected shocks

Oil Price Shocks, Protest and the Shadow Economyː Is there a Mitigation Effect?,
Phoebe W. Ishak and Ulrich Fritsche, from University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory (2020)
Keywords: Oil Price Shocks, Protest, Shadow Economy, Income

Do oil-price shocks predict the realized variance of U.S. REITs?,
Matteo Bonato, Oguzhan Cepni, Rangan Gupta and Christian Pierdzioch, in Energy Economics (2021)
Keywords: Oil price; Shocks; REITs; Realized variance; Forecasting;

Oil Price Shocks and Protest: Can Shadow Economy Mitigate?,
Phoebe W. Ishak and Ulrich Fritsche, from University of Hamburg, Department of Socioeconomics (2019)
Keywords: Oil Price Shocks, Protest, Shadow Economy, Income

Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage,
Islam Rizvanoghlu, from University Library of Munich, Germany (2012)
Keywords: oil price shocks; precautionary demand; storage

Do oil price shocks matter? Evidence for some European countries,
Juncal Cuñado and Fernando Pérez de Gracia, from Asociación Española de Economía y Finanzas Internacionales (2001)
Keywords: oil price shocks, inflation, economic activity

Oil price shocks: Demand vs Supply in a two-country model,
Alessia Campolmi, from Magyar Nemzeti Bank (Central Bank of Hungary) (2008)
Keywords: oil price, open economy, demand and supply shocks.

Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?,
Matteo Bonato, Rangan Gupta and Christian Pierdzioch, from University of Pretoria, Department of Economics (2020)
Keywords: Oil price shocks, REITs, Realized variance, Forecasting

Effects of Oil Price Shocks on the Ghanaian Economy,
Dennis Nchor, Václav Klepáč and Václav Adamec, in Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis (2016)
Keywords: Ghana, impulse response functions, macroeconomy, oil price shocks

Do Oil Price Shocks Affect Household Consumption?,
Nabila Zaman, in Research in Applied Economics (2019)
Keywords: Oil price shock, Vector Autoregressive Model, Household consumption, OECD

Oil Price Shocks and Bank Risk around the World,
Yi Jin, Pengxiang Zhai and Zhaobo Zhu, in The Energy Journal (2022)
Keywords: Bank Risk; Oil Price Shocks; Interest Rate Spread; Financial Crisis

Oil Price Shocks and Volatility in Australian Stock Returns ‎,
Ronald Ratti and M. Zahid Hasan, from University Library of Munich, Germany (2013)
Keywords: oil price shocks, volatility in stock returns, Australian sector returns

Oil price shocks and energy transition in Africa,
Tii N. Nchofoung, in Energy Policy (2024)
Keywords: Crude oil price shocks; Energy transition; Panel VAR; Africa;

Dynamic relationship of oil price shocks and country risks,
Chi-Chuan Lee, Chien-Chiang Lee and Shao-Lin Ning, in Energy Economics (2017)
Keywords: Oil price shock; Country risk; Structural VAR; Impulse response function;

Oil price shocks and the hedging benefit of airline investments,
Jochen Güntner and Peter Öhlinger, in Journal of Economic Dynamics and Control (2022)
Keywords: Airline excess returns; Bayesian SVAR model; Hedging; Oil price shocks;

Oil price shocks and unemployment in Central and Eastern Europe,
Juan Cuestas and Luis Gil-Alana, in Economic Systems (2018)
Keywords: Unemployment rates; Oil price shocks; Central and Eastern Europe;

Oil Price Shocks and the Canadian Stock Market,
Ruiqi Tan and Wei Dai, in JRFM (2024)
Keywords: oil price shocks; Canada; stock market; structural VAR; sectorial indices

Oil price shocks and energy transition in Africa,
Tii Nchofoung, from European Xtramile Centre of African Studies (EXCAS) (2023)
Keywords: Crude oil price shocks, energy transition; Panel VAR, Africa

Oil Price Shocks and the Hedging Benefit of Airline Investments,
Jochen Güntnher and Peter Öhlinger, from Department of Economics, Johannes Kepler University Linz, Austria (2021)
Keywords: Airline excess returns; Bayesian SVAR model; Hedging; Oil price shocks

The impact of oil price shocks on economic growth in Algeria,
Hafsa Dib, in Theoretical and Applied Economics (2024)
Keywords: oil price shocks, economic growth, dynamic ARDL, Algeria.

The Oil Price Shocks and the Monetary Stability in Saudi Arabia,
Jumah Ahmad Alzyadat, in International Journal of Energy Economics and Policy (2024)
Keywords: Saudi Arabia, Oil Price Shocks, Monetary Stability, Monetary Policy

The effects of oil price shocks on the Iranian economy,
Mohammad Reza Farzanegan and Gunther Markwardt, from Technische Universität Dresden, Faculty of Business and Economics, Department of Economics (2008)
Keywords: macroeconomic uctuations, oil price shocks, developing economies, Iran, VAR modelling

The effects of oil price shocks on the Iranian economy,
Mohammad Reza Farzanegan and Gunther Markwardt, in Energy Economics (2009)
Keywords: Macroeconomic fluctuations Oil price shocks Developing economies Iran VAR modelling

Industry effects of oil price shocks: A re-examination,
Soojin Jo, Lilia Karnizova and Abeer Reza, in Energy Economics (2019)
Keywords: Oil price shocks; Industry supply and demand; SVAR; FAVAR;

Oil price shocks and household heterogeneity: the income side,
Marc-Antoine Ramelet and Anna Zeitz, from Swiss National Bank (2024)
Keywords: Oil price shocks, Employment, Labour income, Household heterogeneity

Functional Oil Price Expectations Shocks and Inflation,
Christina Anderl and Guglielmo Maria Caporale, from CESifo (2024)
Keywords: functional shocks, oil price expectations, inflation anchoring, counterfactual analysis

Oil price shocks and energy transition in Africa,
Tii Nchofoung, from African Governance and Development Institute. (2023)
Keywords: Crude oil price shocks, energy transition; Panel VAR, Africa

Did Norway Gain from the 1979-85 Oil Price Shock?,
Torbjørn Eika and Knut A. Magnussen, from Statistics Norway, Research Department (1998)
Keywords: Oil price shocks; Macro-econometric models; Fiscal policy

Industry Effects of Oil Price Shocks: Re-Examination,
Soojin Jo, Lilia Karnizova and Abeer Reza, from Federal Reserve Bank of Dallas (2017)
Keywords: oil price shocks; SVAR; FAVAR; industry supply and demand

Oil Price Shocks and the Credit Default Swap Market,
Wei Dai and Apostolos Serletis, in Open Economies Review (2018)
Keywords: Oil price shocks, credit default swaps, structural VAR

Oil Price Shocks, Monetary Policy Rules and Welfare,
Fiorella De Fiore, Giovanni Lombardo and Viktors Stebunovs, from Society for Computational Economics (2006)
Keywords: oil price shocks, montary policy, fiscal policy, DSGE

Oil price shocks and the Portuguese economy since the 1970s,
Pedro Robalo and Jo o Cotter Salvado, from Universidade Nova de Lisboa, Nova School of Business and Economics (2008)
Keywords: Oil price shocks, Granger causality, impulse response analysis

US stock market regimes and oil price shocks,
Timotheos Angelidis, Stavros Degiannakis and George Filis, from University Library of Munich, Germany (2015)
Keywords: Oil price shocks, oil price volatility, regime switching, stock market volatility, US stock market.

US stock market regimes and oil price shocks,
Timotheos Angelidis, Stavros Degiannakis and George Filis, in Global Finance Journal (2015)
Keywords: Oil price shocks; Oil price volatility; Regime switching; Stock market volatility; US stock market;

Oil price shocks and trade imbalances,
Thai-Ha Le and Youngho Chang, in Energy Economics (2013)
Keywords: Oil price shock; Trade balance; VAR; Granger non-causality test; Gregory-Hansen cointegration test;

Oil price shocks and macroeconomic adjustments in oil-exporting countries,
Wee Chian Koh, in International Economics and Economic Policy (2017)
Keywords: Panel VAR, Oil price shock, Exchange rate regime, Oil fund, Oil-exporting countries

The impact of oil price shocks on U.S. bond market returns,
Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon, in Energy Economics (2014)
Keywords: Demand shocks; Oil prices; Bond returns; Supply shocks;

Seeking a shock haven: Hedging extreme upward oil price changes,
Thomas Conlon, Shaen Corbet, Hou, Yang (Greg), Yang Hu and Les Oxley, in International Review of Financial Analysis (2024)
Keywords: Crude oil; Shock haven; Hedge; Price shock; Energy; Financial services;

Spillovers between sovereign yield curve components and oil price shocks,
Zaghum Umar, David Y. Aharon, Carlos Esparcia and Wafa AlWahedi, in Energy Economics (2022)
Keywords: Spillover; Oil prices; Demand shocks; Supply shocks; Connectedness;

The Impact of Oil Price Shocks on U.S. Bond Market Returns,
Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014)
Keywords: Demand shocks, Oil prices, Bond returns, Supply shocks

The Impact of Oil Price Shocks on the U.S. Stock Market,
Lutz Kilian and Cheolbeom Park, from C.E.P.R. Discussion Papers (2007)
Keywords: Demand shocks; Oil prices; Stock returns; Supply shocks

Oil supply and demand shocks and stock price: Evidence for some OECD countries,
Abderrazak Dhaoui and Youssef Saidi, from University Library of Munich, Germany (2015)
Keywords: Oil price; Stock market return; Oil supply shocks; Oil demand shocks, Vector Error Correction Models.