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A consumers demand model with "energy flows", stocks and "energy services"

Kratena, Kurt; Wüger, Michael - 2004

Persistent link: https://www.econbiz.de/10002434465

Inflation tales : the heterogenous price effects from current account dynamics

Afonso, António; Alves, José; Jalles, João Tovar; … - 2024

This paper examines the impact of current account balances on energy, headline, and core inflation across developed and developing economies from 1980 to 2023. Using Panel OLS fixed effects, Panel-IV 2SLS and Panel Vector Autoregressive models, we find that an improvement in the current account...

Persistent link: https://www.econbiz.de/10015134043

Short-term oil models before and during the financial market crisis

Clostermann, Jörg; Keis, Nikolaus; Seitz, Franz - 2010

forecast oil prices out-of-sample up to three months. Two of the models are based on the VAR methodology and consider …

Persistent link: https://www.econbiz.de/10010208782

Short-term oil models before and during the financial market crisis

Clostermann, Jörg; Keis, Nikolaus; Seitz, Franz - 2010

forecast oil prices out-of-sample up to three months. Two of the models are based on the VAR methodology and consider …

Persistent link: https://www.econbiz.de/10012002868

Global financial markets and oil price shocks in real time

Venditti, Fabrizio; Veronese, Giovanni - 2020

The role that the price of oil plays in economic analysis in central banks as well as in financial markets has evolved over time. Oil is not seen anymore just as a input to production but also as a barometer of global economic activity as well as a financial asset. A high frequency structural...

Persistent link: https://www.econbiz.de/10012299083

Strategic interactions and price dynamics in the global oil market

Alonso Alvarez, Irma; Di Nino, Virginia; Venditti, Fabrizio - 2020

the implications of the model through a Structural Vector Auto Regression (VAR) that separates non-OPEC and OPEC …

Persistent link: https://www.econbiz.de/10012154179

Oil price shock in the US and the euro area - evidence from the shadow rate and the term premium

Pažický, Martin - In: Národohospodářský obzor : časopis věnovaný … 21 (2021) 3, pp. 309-346

area. Oil price transmission channel is assessed using Granger causalities and structural vector autoregressive (VAR … confirmed by the outcomes of the Bayesian VAR specification with sign restrictions. The consequences of changes in oil prices …

Persistent link: https://www.econbiz.de/10012651358

Exploring the economic resilience of low vs. high carbon intensity sectors

Lichtenberger, Andreas; Stehrer, Robert - 2024

employment within both LCI and HCI industries. To illustrate these dynamics, we conducted a vector autoregression (VAR) analysis …

Persistent link: https://www.econbiz.de/10015132889

The relationship between oil prices and stock prices of the European renewable energy companies : a Vector Autoregressive analysis

Slatinaa, Enis; Lazovic-Pita, Lejla; Abdić, Ademir; … - In: Naše gospodarstvo : NG 69 (2023) 4, pp. 1-11

the topic, the article deploys a method of the Vector Autoregressive Model (VAR). The analysis includes weekly data over … the European Renewable Energy Total Return (ERIX) index. The estimated bivariate VAR model indicates a statistically …

Persistent link: https://www.econbiz.de/10014476554

Insurance penetration and economic growth in Africa : dynamic effects analysis using Bayesian TVP-VAR approach

Olayungbo, D. O.; Akinlo, Anthony Enisan - In: Cogent economics & finance 4 (2016) 1, pp. 1-19

This paper examines the dynamic interactions between insurance and economic growth in eight African countries for the … sample countries. A Bayesian Time Varying Parameter Vector Auto regression (TVP-VAR) model with stochastic volatility is used … insurance to economic growth, we find positive relationship for Egypt, while short-run negative and long-run positive effects …

Persistent link: https://www.econbiz.de/10011531077