Impact of oil price changes on domestic price inflation at disaggregated levels: Evidence from linear and nonlinear ARDL modeling
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DOI: 10.1016/j.energy.2017.03.152
Abstract: In this study, linear and nonlinear autoregressive distributed lag (ARDL) models are applied to examine the symmetric and asymmetric pass-through effect of oil price changes on four domestic price indices in Malaysia. The main objective… read more here.
Keywords: domestic price; impact oil; price changes; oil price ... See more keywords
The impact of oil price shocks on stock exchanges in Caspian Basin countries
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DOI: 10.1016/j.energy.2019.116383
Abstract: Abstract In this work, the impact of oil price shocks on the stock exchanges of three countries in the Caspian Basin − Iran, Kazakhstan and Russia − was examined through a structural vector autoregression (SVAR) model. For… read more here.
Keywords: stock; impact oil; stock exchanges; oil price ... See more keywords