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Are the macroeconomic effects on oil price asymmetric? : an asymmetric quantile regression approach

Alqaralleh, Huthaifa - In: International journal of energy sector management 16 (2022) 5, pp. 1000-1014

Persistent link: https://www.econbiz.de/10013345741

The Effect of Oil Price Volatilities on Macroeconomic Variables in Iran (Structural Vector Auto Regression Approach)

Keikha, Mahdi - 2014

In this study we investigate the positive and negative effects of oil price volatilities (asymmetric effect) on GDP, consumer price index, imports, government expenditure and money stock using quarterly data trough the Structural VAR approach and using Impulse Response Function and Variance...

Persistent link: https://www.econbiz.de/10013051207

On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets

Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10011300507

Does Oil Market Volatility Earn OPEC a Risk Premium?

Vatter, Marc H. - 2018

. Either way, OPEC is in a strong position to collect a risk premium from volatility in the market for crude oil. This may …

Persistent link: https://www.econbiz.de/10012930523

Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis

Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1027-1103

Persistent link: https://www.econbiz.de/10014330173

Essays in political economy and corporate finance

Cohen, Charles - 2006

Persistent link: https://www.econbiz.de/10003965297

The role of economic development for the effect of oil market shocks on oil-exporting countries : evidence from the interacted panel VAR model

Da̜browski, Marek A.; Papież, Monika; Rubaszek, Michał; … - In: Energy economics 110 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013349810

Does oil consumption promote economic growth in oil producers? : evidence from OPEC countries

Fuinhas, Jose Alberto; Marques, António Cardoso; … - In: International journal of energy sector management : IJESM 9 (2015) 3, pp. 323-335

Persistent link: https://www.econbiz.de/10011453735

Oil rents and economic growth in oil producing countries : evidence from a macro panel

Fuinhas, José Alberto; Marques, António Cardoso; … - In: Economic change and restructuring : empirical and … 48 (2015) 3/4, pp. 257-279

Persistent link: https://www.econbiz.de/10011526247

An investigation of the financial resource curse hypothesis in oil-exporting countries : the threshold effect of democratic accountability

Kassouri, Yacouba; Altıntaş, Halil; Bilgili, Faik - In: Journal of multinational financial management 56 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012597070