What matters when developing oil price volatility forecasting frameworks
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Forecasting"
DOI: 10.1002/for.2815
Abstract: Forecasting oil price volatility is considered of major importance for numerous stakeholders, including, policy makers, industries and investors. This paper examines and evaluates the main factors that oil price volatility forecasters should take before constructing… read more here.
Keywords: price volatility; oil price; volatility; forecasting ... See more keywords
The usefulness of oil price forecasts—Evidence from survey predictions
Sign Up to like & getrecommendations! Published in 2018 at "Managerial and Decision Economics"
DOI: 10.1002/mde.2916
Abstract: This paper evaluates survey forecasts for crude oil prices and discusses the implications for decision makers. A novel disaggregated data set incorporating individual forecasts for Brent and Western Texas Intermediate is used. We carry out… read more here.
Keywords: price forecasts; survey; oil price; usefulness oil ... See more keywords
Bidirectional Risk Spillovers between Exchange Rate of Emerging Market Countries and International Crude Oil Price–Based on Time-varing Copula-CoVaR
Sign Up to like & getrecommendations! Published in 2021 at "Computational Economics"
DOI: 10.1007/s10614-021-10160-3
Abstract: This paper discusses the bidirectional risk spillover effect between the exchange rate of emerging market countries and International crude oil price. Firstly, the IFM two-step method is adopted to determine the marginal distribution and the… read more here.
Keywords: risk; oil price; risk spillovers; crude oil ... See more keywords
Exploring the nexus between oil price shocks and sectoral stock returns: a new evidence from stock exchange in Malaysia
Sign Up to like & getrecommendations! Published in 2020 at "Economic Change and Restructuring"
DOI: 10.1007/s10644-020-09271-y
Abstract: This paper uses monthly data from 2000:05 to 2016:11 to investigate the relationship between oil price shocks and stock market returns of the nine economic sectors listed on Bursa Malaysia while incorporating oil price, interest… read more here.
Keywords: oil price; price shocks; stock; malaysia ... See more keywords
Oil price shocks and energy consumption in GCC countries: a system-GMM approach
Sign Up to like & getrecommendations! Published in 2020 at "Environment, Development and Sustainability"
DOI: 10.1007/s10668-020-01027-y
Abstract: A close association prevails among energy consumption, energy prices, and income levels. This association has implications for the growth of an economy. Hence, incorporating energy consumption properties in an economy is crucial for policy design… read more here.
Keywords: oil price; price shocks; energy consumption; energy ... See more keywords
A novel decomposition-ensemble approach to crude oil price forecasting with evolution clustering and combined model
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Machine Learning and Cybernetics"
DOI: 10.1007/s13042-019-00922-9
Abstract: In order to deal with non-stationary and chaotic series, a hybrid forecasting approach is proposed in this study, which integrates ensemble empirical mode decomposition (EEMD) and optimal combined forecasting model (CFM). The proposed approach introduces… read more here.
Keywords: oil price; approach; model; crude oil ... See more keywords
A new look at oil price pass-through into inflation: evidence from disaggregated European data
Sign Up to like & getrecommendations! Published in 2017 at "Economia Politica"
DOI: 10.1007/s40888-016-0048-9
Abstract: This paper analyzes oil price pass-through into inflation at disaggregate level for the euro area and its four main economies (France, Germany, Italy and Spain). The pattern of responses to oil price changes is quantitatively… read more here.
Keywords: oil price; pass inflation; inflation; price pass ... See more keywords
Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data
Sign Up to like & getrecommendations! Published in 2019 at "Applied Energy"
DOI: 10.1016/j.apenergy.2018.10.049
Abstract: This paper uses a number of different panel data estimators, including fixed effects, bias-corrected least squares dummy variables (LSDVC), generalised methods of moments (GMM), feasible generalised least squares (FGLS), and random coefficients (RC) to analyse… read more here.
Keywords: price volatility; oil price; growth; oil ... See more keywords
Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes
Sign Up to like & getrecommendations! Published in 2019 at "Applied Energy"
DOI: 10.1016/j.apenergy.2019.01.011
Abstract: Abstract Understanding maritime network structure and traffic flow changes is a challenging task that must incorporate economic, energy, geopolitics, maritime transportation, and network sciences. The reported research examines whether there are linkages between oil price… read more here.
Keywords: oil price; maritime network; oil; network structure ... See more keywords
Oil price shocks and the composition of current account balance
Sign Up to like & getrecommendations! Published in 2020 at "Central Bank Review"
DOI: 10.1016/j.cbrev.2020.02.002
Abstract: Abstract It is a well-established regularity that permanent oil price shocks do not have a permanent effect on the current account deficit. This requires that sub-components of the current account or trade balance will make… read more here.
Keywords: oil price; account; balance; current account ... See more keywords
Asymmetric causality between oil price and stock returns:A sectoral analysis
Sign Up to like & getrecommendations! Published in 2019 at "Economic Analysis and Policy"
DOI: 10.1016/j.eap.2019.06.002
Abstract: Abstract The majority of past studies assessed the impact of oil price on stock returns using aggregate stock price index from different countries and assuming the effects to be symmetric. In this paper, we investigate… read more here.
Keywords: oil price; stock returns; price stock; price ... See more keywords