Search Results - subject_exact:"Oil market"

Narrow search

The predictive content of U.S. Energy information administration oil market forecasts

Garratt, Anthony; Petrella, Ivan; Zhang, Yunyi - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015635001

Show one more version 1

The predictive content of US energy information administration oil market forecasts

Garratt, Anthony; Petrella, Ivan; Zhang, Yunyi - 2026

Book / Working Paper

Media sentiment and oil price expectations

Beckmann, Joscha; Agyapong, Joseph - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016063906

From supply-chain disruptions to speculative exuberance : how energy transportation uncertainty drives oil price bubbles

Can, Ufuk; Cepni, Oguzhan; Gupta, Rangan; Polat, Onur - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620763

Dynamic conditional correlation between green and grey energy ETF markets using cDCC-MGARCH model

Algarhi, Amr Saber - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329872

Disentangling the time-frequency nexus of oil, uncertainties, and saudi equities : a wavelet local multiple correlation approach

Ben Hamida, Hela; Aloui, Chaker - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015472070

Fast posterior sampling in tightly identifed SVARs using 'soft' sign restrictions

Read, Matthew; Zhu, Dan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015406664

Testing shock independence in Gaussian structural VARs

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606878

Show one more version 1

Testing shock independence in gaussian structural vars

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2025

Book / Working Paper

Impact of world oil prices on the formation of macroeconomic policies in Kazakhstan and the European Union : a comparative analysis

Baimaganbetova, Meruyert - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015476642

Assessing the role of the oil market in rising food prices : strategic implications for food security in Gulf cooperation council countries

Ebadi, Esmaeil; Balcilar, Mehmet; Are, Wasiu - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015404075

How do risk shocks reshape the spillovers among the oil, gold, emerging, and developed markets? : evidence from a new TVP-VAR-based wavelet coherence framework

Zhao, Dongkai; Li, Peizhi; Yang, Mo; Lian, Yingqi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015472790

Reinvestigating the oil dependency of the GCC countries' stock market : a regime-switching cointegration approach

Ebadi, Esmaeil; Razaq, Yousef Abdul - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014533305

Colombian oil energy security through a framework of risks and vulnerabilities

Grimaldo Guerrero, John William; Rivera-Alvarado, Juan; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015117642

Investor sentiments and extreme risk spillovers from oil to stock markets : evidence from Asian countries

Wu, Fei; Ji, Qiang; Ma, Yan-Ran; Zhang, Dayong - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015053452

Assessment of how oil factors and economic development impact on industrial employment of the country : symmetric analysis

Ilyashova, Guliya; Abinova, Alfiya; Massakova, Saltanat; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616887

Energy shocks and coffee market resilience under a machine learning framework with the SDI+Index

Suárez-Rodríguez, Carlos Hernán; Manotas-Duque, … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617246

Oil price pass-through in the Philippines : decomposing fuel and non-fuel inflation

Punongbayan, J. C. - 2026

This paper estimates the pass-through of world oil price innovations to Philippine fuel prices and headline CPI, and decomposes total CPI pass-through into a fuelbasket component and a residual non-fuel component. Using a recursive SVAR and 25 years of monthly Department of Energy pump price...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618009

One great pool or many? : measuring global oil market integration using a dynamic time warping-hierarchical cluster approach

Gronwald, Marc; Zhu, Luyao - 2026

This paper measures global crude oil market integration using dynamic time warping combined with hierarchical cluster analysis. Using ten global crude oil prices (2000-2026), we find that markets cluster primarily by geography: West African, Middle Eastern, and U.S. markets each form distinct...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654585

Oil dependence, economic diversification, and economic growth in GCC countries : a new composite index and PMG-ARDL evidence

Ishker, Nermeen; Taher, Hanadi; Houshaimi, Maggie - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618828

Domestic oil price adjustments and fiscal reforms in an oil-exporting economy : how can they improve welfare and employment?

Durand-Lasserve, Olivier - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015579007

Riding out the storm : high-frequency data for enhanced oil market risk forecasting

Kuang, Wei - 2026

The stability of global energy markets is fundamental to effective energy strategy, influencing national policy and corporate investment decisions. Extreme volatility, such as during the COVID-19 pandemic, exposes the limitations of conventional risk assessment tools and undermines strategic...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015604096

The effects of oil revenue allocation between accumulation and current use on macroeconomic responses to external and internal shocks in a small oil-exporting economy

Mukhamediyev, Bulat; Khitakhunov, Azimzhan; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620185

Lessons from downstream diversification of oil and gas exporting countries

Luciani, Giacomo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620234

From data to decision : predictive modeling of oil prices using AutoML and SHAP analysis

Belguith, Rihab - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620429

Energy market connectedness : a tale of two crises

Charteris, Ailie; Obojska, Lidia; Szczygielski, Jan Jakub; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620604

Trump tariffs and persistence in crude oil prices : a long-memory approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Ojo, … - 2026

This paper examines the impact on crude oil prices of the trade tariffs announced by the Trump administration on 2 April 2025 ("Liberation Day"). More specifically, it uses fractional integration methods to analyse daily data on WTI, Brent and Murban oil prices spanning the period from 3 June...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626737

Lifting constraints : Venezuelan oil and global market adjustment

Adel, Niloofar; Bastianin, Andrea; Pedini, Luca; … - 2026

We quantify the contribution of Venezuela’s oil sector collapse to changes in global oil market responsiveness after 2007. We extend the multi-country structural model of Baumeister and Hamilton (2024) by modeling Venezuela explicitly and constructing a counterfactual production path that...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015627979

Why oil windfalls do not equal welfare : regime-dependent long-run elasticities in MENA and Azerbaijan

Güläliyev, Mayis; Aliyev, Shafa; Alesgerova, Aygun; … - 2026

Background: This study revisits whether oil revenue windfalls translate into higher socio-economic welfare in oil-exporting economies and explains why oil price booms often fail to generate sustained gains in real GDP per capita. Methods: Using annual data for ten oil-exporting countries over...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628614

Geopolitical shocks and crude oil market tail risk : evidence from the Russia-Ukraine conflict

Basdekis, Charalampos Vasilios; Christopoulos, Apostolos G. - 2026

This study examines the impact of the Russia-Ukraine war on crude oil tail risk using the Conditional Autoregressive Value at Risk (CAViaR) framework. We analyzed 2364 daily observations of West Texas Intermediate (WTI) crude oil futures spanning 1 January 2015 to 11 December 2023, thereby...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628732

Dynamics of oil markets amid financial distress among small firms in the energy industry

Al Mustanyir, Salem - 2026

This research examines market reactions to financial distress announcements by small privately held Canadian oil firms operating in the upstream sector between 2015 and 2021, employing an event study methodology, with daily spot prices for Brent and WTI crude oil serving as market benchmarks....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639171

How OPEC oil shocks shape U.S. CPI inflation : evidence from an IV-SVAR approach

Bhandari, Subash; Kim, Hyeongwoo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641836

Show one more version 1

How OPEC oil shocks shape U.S. CPI inflation : evidence from an IV-SVAR approach

Bhandari, Subash; Kim, Hyeongwoo - 2025

Book / Working Paper

Fiscal and external breakeven oil prices are broken concepts (and how to fix them)

Pierru, Axel; Smith, James L. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641905

Beyond fundamentals: crashes and bubbles in global oil prices from a FIMARX model

Dufrénot, Gilles; Gimet, Céline - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644064

When oil is scarce and debt is binding : policy sequencing under a severe energy supply shock

Frieda, Gene - 2026

The 2026 Iran energy shock differs categorically from the 2022 episode, when Russia's invasion of Ukraine led to rerouting of oil and gas supply. The 2026 shock eliminates supply, with a volume loss exceeding 1973-74 and a full energy bill running at two or more times the crude-only estimate....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015656369

Oil market uncertainty and financial stability in energy-dependent Europe

Özbek, Gökhan Berk; Şeyranlıoğlu, Onur - 2026

This study examines how oil market uncertainty influences stock market integration among four major energy-dependent European economies (France, Germany, Italy, and Spain). Oil uncertainty is proxied by the CBOE Crude Oil Volatility Index (OVX), a forward-looking implied volatility measure....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653682

Oil Laundering : how did russian oil circumvent the European Union's embargo?

Tadashi, Ito; Tanaka, Kiyoyasu - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015632311

Oil prices, labour market institutions, and unemployment : evidence from African oil-exporting economies

Musikavanhu, Lucky; Gamariel, Gladys; Choga, Ireen - 2026

The volatility of oil prices has a considerable impact on the economies of oil-exporting countries, making it critical to understand how price variations affect labour markets and unemployment. This study investigates the distinct role of labour market institutions in moderating the effects of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015633153

Whispers in the oil market : exploring sentiment and uncertainty insights

Gifuni, Luigi - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668311

Identification of expectational shocks in the oil market using OPEC announcements

Degasperi, Riccardo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668053

Show one more version 1

Identification of expectational shocks in the oil market using opec announcements

Degasperi, Riccardo - 2023

Book / Working Paper

Global economic implications of the 2026 Middle East war

McKibbin, Warwick J.; Noland, Marcus; Shuetrim, Geoffrey - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670467

The mortality trade-off in local oil booms: production capacity vs price windfalls in Colombia

Cubillos, Carlos H.; Jaimes, Richard - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015665312

Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?

Benmoussa, Amor Aniss; Ellwanger, Reinhard; Snudden, Stephen - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668072

Show one more version 1

Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?

Benmoussa, Amor-Aniss; Ellwanger, Reinhard; Snudden, Stephen - 2023

Book / Working Paper

Co-movement between stock markets, energy markets and geopolitical risk : evidence from the Russo-Ukrainian conflict period

Hassene, Ben Mbarek; Ben Mbarek, Kais - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015664269

War, oil, and the demand for electric cars

Fieles-Ahmad, Omar Martin; Kvasnicka, Michael; Libet, Victor - 2026

We study whether the sharp rise in petrol prices following the bombing of Iran on 28 February 2026 affected the short-run demand for battery electric vehicles in EU-27 countries. Using monthly vehicle-registration data and fixed-effects panel regressions, we show that the petrol-price shock...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015664838

From roads to pipelines? : internalizing a social cost of carbon in the distribution of refined oil products in Saudi Arabia

Matar, Walid; Alidrisi, Jaidaa - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671079

How times have changed : the impact of the 2026 Iran war on the U.S. economy

Kilian, Lutz; Plante, Michael; Richter, Alexander W. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669404

Show one more version 1

How times have changed : the impact of the 2026 Iran war on the U.S. economy

Kilian, Lutz; Plante, Michael; Richter, Alexander W. - 2026

Book / Working Paper

Identifying daily oil market shocks : evidence from the Hormuz crisis

Valenti, Daniele; Casoli, Chiara; Manera, Matteo; … - 2026

This paper develops a daily Bayesian structural VAR model of the global crude oil market that decomposes the real price of oil into three fundamental drivers: shocks to global real economic activity, shocks to oil price expectations and shocks to physical oil supply. We combine a daily...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677835

Unveiling unspanned macroeconomic factors in oil futures price dynamics : evidence from China's oil futures market

Ji, Zhihao; Liu, Jiangfeng; Gao, Li - 2026

Global energy security and the stability of industrial chains increasingly hinge on the accuracy of crude oil futures price (COFP) discovery. Traditional models often overlook the unspanned macroeconomic factors (UMFs), which represent latent risks existing outside the immediate pricing...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677812

Maritime disruptions and the pass-through of oil prices

Dendup, Ngawang; Lam, Pak Hung; Timilsina, Raja Rajendra; … - 2026

This paper examines the effect of the Iran war on retail fuel prices and the underlying mechanism through disruptions in maritime oil transportation. We find large and significant increases in retail fuel prices following the onset of the conflict. By week four of the event, gasoline prices had...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669054

The long-run effects of temporary oil supply disruptions : evidence for hysteresis in European countries

Mareels, Marthe - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671546

Geopolitical shocks and regime-dependent oil price volatility : evidence from Middle East escalations in 2025-2026

Czech, Katarzyna; Wielechowski, Michał - 2026

Geopolitical tensions remain an important source of uncertainty for global oil markets. This study examines whether recent geopolitical shocks related to escalating tensions in the Middle East in 2025–2026 were associated with changes in oil price volatility regimes. The analysis is based on...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015671893