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Energy shocks in the Euro area : disentangling the pass-through from oil and gas prices to inflation

Casoli, Chiara; Manera, Matteo; Valenti, Daniele - 2022

We develop a Bayesian Structural VAR (SVAR) model to study the relationship between different kinds of energy shocks and inflation dynamics in Europe. Specifically, we include in our specification two separate energy markets (oil and natural gas) and two target macroeconomic variables, measuring...

Persistent link: https://www.econbiz.de/10013488601

Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?

Allegret, Jean-Pierre; Couharde, Cécile; Mignon, Valérie - 2015

Persistent link: https://www.econbiz.de/10011414092

The oil story : is it still the same?

Rawat, Pranjal; Srinivasan, Naveen - 2020

Persistent link: https://www.econbiz.de/10013471092

The impacts of exogenous oil supply shocks on Mediterranean economies

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2015

The security of energy supply is a key geopolitical factor in the relationship between the European Union and the southern neighborhood countries of the Middle East and North Africa region. We study the response of eight Mediterranean economies to exogenous oil supply shocks. We focus on the...

Persistent link: https://www.econbiz.de/10011438640

Oil price shocks and economic growth in oil-exporting countries

Ahmadi, Maryam; Manera, Matteo - 2021

The aim of this paper is to investigate how major net oil exporter economies react to oil price shocks. We contribute to the literature by considering, at the same time, the possible nonlinearity and asymmetry of this relationship with respect to sign, size and causes of the oil price shocks, as...

Persistent link: https://www.econbiz.de/10012519959

Are the responses of oil products prices asymmetrical to global crude oil price shocks? : evidence from India

Deheri, Abdhut; Carmel, Stefy - 2024

Persistent link: https://www.econbiz.de/10015083657

A weekly structural VAR model of the US crude oil market

Valenti, Daniele; Bastianin, Andrea; Manera, Matteo - 2022

structural shock that we label expectational shock. This shock plays a crucial role when describing the series of events that …

Persistent link: https://www.econbiz.de/10013254444

The impacts of oil price shocks on stock market volatility : evidence from the G7 countries

Bastianin, Andrea; Conti, Francesca; Manera, Matteo - 2015

We study the effects of crude oil price shocks on the stock market volatility of the G7 economies. We rely on a structural VAR model to identify the causes underlying the oil price shocks and gauge the differential impact that oil supply and oil demand innovations have on financial volatility....

Persistent link: https://www.econbiz.de/10011438638

Macroeconomic and financial effects of oil price shocks : evidence for the Euro area

Morana, Claudio - 2016

following the slump points to the accommodation of the shock by the ECB, concurrent with the implementation of the Quantitative …

Persistent link: https://www.econbiz.de/10011451685

Non-linear effects of oil shocks on stock prices

Mumtaz, Haroon; Pirzada, Ahmed; Theodoridis, Konstantinos - 2018

find that an adverse oil supply shock has a negative effect on stock prices when oil inflation is low. In contrast, this … rates encourage firms to get highly leveraged. A negative oil shock in this scenario leads to a substantial increase in … shock, ameliorating the impact on the stock market. …

Persistent link: https://www.econbiz.de/10011895018