The dynamic effects of oil supply shock on China : evidence from the TVP-Proxy-VAR approach
Year of publication: |
2024
|
---|---|
Authors: | Pan, Changchun ; Huang, Yuzhe ; Lee, Chien-Chiang |
Published in: |
Socio-economic planning sciences : the international journal of public sector decision-making. - Amsterdam [u.a.] : Elsevier Science, ISSN 0038-0121, ZDB-ID 1491145-0. - Vol. 95.2024, Art.-No. 102026, p. 1-14
|
Subject: | External instruments | High-frequency identification | Oil supply shock | OPEC announcements | TVP proxy VAR | Schock | Shock | China | VAR-Modell | VAR model | Ölmarkt | Oil market | Ölpreis | Oil price | OPEC-Staaten | OPEC countries | Ankündigungseffekt | Announcement effect | Erdöl | Petroleum |
-
Identification of expectational shocks in the oil market using opec announcements
Degasperi, Riccardo, (2023)
-
Oil demand shocks reconsidered : a cointegrated vector autoregression
Kolodzeij, Marek, (2014)
-
Oil price shocks and stock market returns in the three largest oil-producing countries
Marashdeh, Hazem, (2017)
- More ...
-
Market entry deregulation and corporate vertical specialization : evidence from China
Pan, Changchun, (2023)
-
Natural disasters and corporate tax burden : evidence from Chinese energy sector
Pan, Changchun, (2024)
-
How live marketing affects green purchase in the age of artificial intelligence?
Lee, Chien-Chiang, (2025)
- More ...