Search Results - subject:"oil price"

Is risk the fuel of the business cycle? : financial frictions and oil market disturbances

Schult, Christoph - Leibniz-Institut für Wirtschaftsforschung Halle - 2024

I estimate a dynamic stochastic general equilibrium (DSGE) model for the United States that incorporates oil market shocks and risk shocks working through credit market frictions. The findings of this analysis indicate that risk shocks play a crucial role during the Great Recession and the...

Persistent link: https://www.econbiz.de/10014474905

Global oil price and stock markets in oil exporting and European countries : evidence during the Covid-19 and the Russia-Ukraine war

Olayungbo, David Oluseun; Župarova, A. S.; Al-Faryan, … - In: Research in globalization 8 (2024), pp. 1-14

The relationship between oil price movements and stock markets during the COVID-19 pandemic and the geopolitical crisis … relationship between oil price and stock market to switch between two regimes coined the COVID-19 and the Russia-Ukraine war … periods. The static model shows stock price returns to respond positively and significantly to oil price returns in Italy …

Persistent link: https://www.econbiz.de/10015047816

Causality between selected energy companies' price indexes and barel oil prices

Huseynli, Nigar - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 1, pp. 235-240

Persistent link: https://www.econbiz.de/10014249887

Analyzing shifts in structural dependence between oil prices and exchange rates in oil-importing economies

Woraphon Yamaka - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 48-63

Purpose - The primary purpose of this study is to unveil the relationship between oil prices and exchange rates, with a specific focus on five major oil-importing countries. By examining this relationship, the research aims to provide valuable insights for policymakers, investors and...

Persistent link: https://www.econbiz.de/10015339295

Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation

Jin, Bingzi; Xu, Xiaojie - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 64-82

Purpose - Developing price forecasts for various agricultural commodities has long been a significant undertaking for a variety of agricultural market players. The weekly wholesale price of edible oil in the Chinese market over a ten-year period, from January 1, 2010 to January 3, 2020, is the...

Persistent link: https://www.econbiz.de/10015339298

The effect of oil news shocks on job creation and destruction

Hanson, Ryan; Herrera, Ana María - 2025

Persistent link: https://www.econbiz.de/10015339676

Multiscale dynamic interdependency between China's crude oil futures and petrochemical-related commodity futures : an integrated perspective from the industry chain system

Yang, Jie; Feng, Yun; Yang, Hao - In: The North American journal of economics and finance : a … 75 (2025) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015359789

The temporal variability in the returns of socially responsible funds to structural oil shocks

Ur Rehman, Mobeen; Nautiyal, Neeraj; Zeitun, Rami; Vo … - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015374351

Comparison of the interdependence relationship between crude oil futures and spot in China and international crude oil markets : evidence from time-frequency and quantile perspectives

Shi, Fengyuan; Deng, Yiwen; Guo, Yaoqi - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015374477

Shortages and machine-learning forecasting of oil returns volatility : 1900-2024

Polat, Onur; Somani, Dhanashree; Gupta, Rangan; … - In: Finance research letters 79 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015420864