Identifying the peak point of systemic risk in international crude oil importing trade
Sign Up to like & getrecommendations! Published in 2019 at "Energy"
DOI: 10.1016/j.energy.2019.03.127
Abstract: The fluctuations of international crude oil markets have caused significant attention around the world and aroused strong interest in the forecasting of the systemic risk in crude oil trade. Based on the oil imported values… read more here.
Keywords: systemic risk; oil; oil importing; risk ... See more keywords
Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
Sign Up to like & getrecommendations! Published in 2021 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2021.101739
Abstract: Abstract While the relationship between economic policy uncertainty(EPU) and energy market is of great interest to economist, previous research dose not differentiate the effect from oil-importing countries to oil-exporting countries' EPU on the a country's… read more here.
Keywords: energy sector; volatility; oil; oil importing ... See more keywords
Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102400
Abstract: With growing interest in the spillover effects of returns and volatility in the cross-market between the crude oil market and the foreign exchange market, alongside the rapid development in the social network, we are also… read more here.
Keywords: foreign exchange; oil importing; exchange rates; crude oil ... See more keywords
On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era
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DOI: 10.3390/en14238046
Abstract: This paper is dedicated to studying and modeling the interdependence between the oil returns and exchange-rate movements of oil-exporting and oil-importing countries. Globally, twelve countries/regions are investigated, representing more than 60% and 67% of all… read more here.
Keywords: period; oil exporting; importing countries; covid ... See more keywords