Oil Price Shocks and the Credit Default Swap Market
Sign Up to like & getrecommendations! Published in 2018 at "Open Economies Review"
DOI: 10.1007/s11079-017-9454-z
Abstract: We investigate the impact of supply and demand shocks in the global crude oil market on the CDX spread, in the context of a structural VAR model based on monthly data, over the period from… read more here.
Keywords: demand shocks; market; price; cdx spread ... See more keywords
How supply and demand shocks affect productivity and unemployment growth: evidence from OECD countries
Sign Up to like & getrecommendations! Published in 2018 at "Economia Politica"
DOI: 10.1007/s40888-018-0127-1
Abstract: In this paper we highlight the joint dynamic behavior of three key variables in labor market. Precisely, by means of a structural VAR we employ labor productivity, real wage and unemployment to identify the structural… read more here.
Keywords: unemployment; productivity; demand shocks; supply demand ... See more keywords
Are uncertainty shocks aggregate demand shocks
Sign Up to like & getrecommendations! Published in 2018 at "Economics Letters"
DOI: 10.1016/j.econlet.2018.03.029
Abstract: This note considers the Leduc and Liu (JME, 2016) model and studies the effects of their uncertainty shock under different Taylor-type rules. It shows that both the responses of real and nominal variables highly depend… read more here.
Keywords: aggregate demand; uncertainty; demand shocks; shocks aggregate ... See more keywords
The quantitative importance of technology and demand shocks for unemployment fluctuations in a shopping economy
Sign Up to like & getrecommendations! Published in 2021 at "Economic Modelling"
DOI: 10.1016/j.econmod.2021.105527
Abstract: Abstract We construct and estimate a business cycle model with search and matching frictions in the labor market and in the product market. We show that the dynamic structure of the model and the endogenous… read more here.
Keywords: demand shocks; technology; unemployment fluctuations; demand ... See more keywords
Local demand shocks, excess comovement and return predictability
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2020.105910
Abstract: Abstract I investigate the importance of local demand shocks on excess comovements and return predictability for 4560 twin-pairs of Exchange-Traded Funds (ETFs) from 15 country-pairs. The returns on ETFs traded in the same country comove… read more here.
Keywords: return predictability; shocks excess; local demand; demand shocks ... See more keywords
The dynamic effects of international oil price shocks on economic fluctuation
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DOI: 10.1016/j.resourpol.2021.102304
Abstract: Abstract This paper mainly focuses on the dynamic effects of oil price shocks on macroeconomics and different industries. Specifically, we examine the corresponding dynamic influence mechanism, as well as analyzing the sources of structural shocks… read more here.
Keywords: oil price; demand shocks; supply; oil ... See more keywords
The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Money, Credit and Banking"
DOI: 10.1111/jmcb.12512
Abstract: This paper investigates how the University of Michigan’s Index of Consumer Sentiment (ICS) – a survey measure of U.S. households’ expectations about current and future economic conditions – responds to structural oil supply and demand… read more here.
Keywords: oil supply; consumer sentiment; demand shocks; oil ... See more keywords
Related adjustment of firm production after demand shocks
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DOI: 10.1371/journal.pone.0280461
Abstract: Multiproduct firms often diversify into technologically related activities to exploit efficiencies of joint production; however, unrelated products in the company’s portfolio provide access to distinct markets and can help to avoid industry-specific shocks. Yet, the… read more here.
Keywords: related adjustment; production; demand shocks; firm production ... See more keywords
The Impact of Direct and Indirect COVID-19 Related Demand Shocks on Sectoral CO2 Emissions: Evidence from Major Asia Pacific Countries
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DOI: 10.3390/su13169312
Abstract: COVID-19’s demand shocks have a significant impact on global CO2 emissions. However, few studies have estimated the impact of COVID-19’s direct and indirect demand shocks on sectoral CO2 emissions and linkages. This study’s goal is… read more here.
Keywords: direct indirect; impact; demand shocks; co2 emissions ... See more keywords