Permanent and transitory price shocks in commodity futures markets and their relation to speculation
Sign Up to like & getrecommendations! Published in 2019 at "Empirical Economics"
DOI: 10.1007/s00181-017-1387-2
Abstract: This paper takes an innovative look at the relationship between commodity futures prices and speculation. Contrary to other studies, we analyze the effect of speculation on temporary and permanent futures price shocks estimated from a… read more here.
Keywords: speculation; permanent transitory; price shocks; commodity futures ... 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
Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks
Sign Up to like & getrecommendations! Published in 2017 at "Energy Economics"
DOI: 10.1016/j.eneco.2016.12.007
Abstract: The paper empirically analyzes the effect of positive oil price shocks on China's economy, having special interest in the response of the Chinese interest rate to those shocks. Using different econometric models, i) a time-varying… read more here.
Keywords: response; oil price; price shocks; oil ... See more keywords
Dynamic relationship of oil price shocks and country risks
Sign Up to like & getrecommendations! Published in 2017 at "Energy Economics"
DOI: 10.1016/j.eneco.2017.01.028
Abstract: This study investigates the dynamic relationship between oil price shocks and country risks using a Structural VAR framework for a sample of both net oil-exporting and net oil-importing countries over the period January 1994–December 2014.… read more here.
Keywords: risk; oil price; price shocks; country ... See more keywords
The Impact of Oil Price Shocks on the Term Structure of Interest Rates
Sign Up to like & getrecommendations! Published in 2018 at "Energy Economics"
DOI: 10.1016/j.eneco.2018.04.032
Abstract: In a structural VAR framework, we study the impact of oil price shocks in the global crude oil market on the dynamics of the entire yield curve in four industrialised countries with different positions on… read more here.
Keywords: oil price; price shocks; oil; term structure ... See more keywords
The effects of oil price shocks in a federation; The case of interregional trade and labour migration
Sign Up to like & getrecommendations! Published in 2018 at "Energy Economics"
DOI: 10.1016/j.eneco.2018.08.012
Abstract: Oil price shocks generate heterogeneous effects across and within countries. The primary effects of the shocks are on the supply side of the economy in oil-importing countries and on the demand-side in oil-exporting countries. However,… read more here.
Keywords: labour migration; oil price; price shocks; trade labour ... See more keywords
Revisiting driving factors of oil price shocks across time scales
Sign Up to like & getrecommendations! Published in 2017 at "Energy"
DOI: 10.1016/j.energy.2017.07.158
Abstract: Oil price shocks continue to provide surprises, even with known driving factors. Unlike previous studies limited in original holistic time horizons, we examine impacts of oil supply and demand, the world economy, oil stocks, the… read more here.
Keywords: time; oil price; driving factors; price shocks ... See more keywords
The impacts of oil price shocks on small oil-importing economies: Time series evidence for Liberia
Sign Up to like & getrecommendations! Published in 2017 at "Energy"
DOI: 10.1016/j.energy.2017.08.047
Abstract: Abstract This study reviews the relevant literature on oil price impacts and then applies both asymptotic and bootstrap distribution techniques to model various oil price shocks and to subsequently evaluate their impacts on key macroeconomic… read more here.
Keywords: impacts oil; oil price; shocks small; price shocks ... See more keywords
North American energy system responses to natural gas price shocks
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DOI: 10.1016/j.enpol.2020.112046
Abstract: Abstract As of 2020, North American natural gas extraction and use in the electricity sector have both reached all-time highs. The combination of North America's increased reliance on natural gas with a potential disruption to… read more here.
Keywords: energy; gas; gas price; natural gas ... See more keywords
Oil price shocks and stock returns of oil and gas corporations
Sign Up to like & getrecommendations! Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2016.09.010
Abstract: In this paper we examine the impact of oil price shocks on stock returns of four oil and gas corporations listed on NYSE over the period January 1974 to December 2015. We consider different linear… read more here.
Keywords: shocks stock; stock returns; oil price; price shocks ... See more keywords