Oil Price Shocks and Real GDP Growth: Testing for Non-linearity
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- Katsuya Ito, 2012. "The impact of oil price volatility on the macroeconomy in Russia," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 695-702, June.
- Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, vol. 33(2), pages 161-167, March.
- Thomas Walther & Lanouar Charfeddine & Tony Klein, 2018.
"Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?,"
Working Papers on Finance
1816, University of St. Gallen, School of Finance.
- Charfeddine, Lanouar & Klein, Tony & Walther, Thomas, 2018. "Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?," QBS Working Paper Series 2018/03, Queen's University Belfast, Queen's Business School.
- Pascal Jacquinot & Mika Kuismanen & Ricardo Mestre & Martin Spitzer, 2009. "An Assessment of the Inflationary Impact of Oil Shocks in the Euro Area," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 49-84.
- George Filis & Ioannis Chatziantoniou, 2014. "Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 709-729, May.
- Ben Salem, Leila & Nouira, Ridha & Saafi, Sami & Rault, Christophe, 2024.
"How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model,"
Energy Policy, Elsevier, vol. 190(C).
- Leila Ben Salem & Ridha Nouira & Sami Saafi & Christophe Rault, 2024. "How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model," CESifo Working Paper Series 11107, CESifo.
- Salem, Leila Ben & Nouira, Ridha & Saafi, Sami & Rault, Christophe, 2024. "How Do Oil Prices Affect the GDP and Its Components? New Evidence from a Time-Varying Threshold Model," IZA Discussion Papers 16970, Institute of Labor Economics (IZA).
- Archanskaïa, Elizaveta & Creel, Jérôme & Hubert, Paul, 2012.
"The nature of oil shocks and the global economy,"
Energy Policy, Elsevier, vol. 42(C), pages 509-520.
- Elisaveta Archanskaïa & Jerome Creel & Paul Hubert, 2009. "Why the nature of oil shocks matters," Documents de Travail de l'OFCE 2009-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Katsuya Ito, 2010. "The Impact of Oil Price Volatility on Macroeconomic Activity in Russia," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 9, pages 1-21, July.
- shafaai, Shafizal & Masih, Mansur, 2013. "Stock market and crude oil relationship: A wavelet analysis," MPRA Paper 62363, University Library of Munich, Germany.
- Filis, George & Degiannakis, Stavros & Floros, Christos, 2011.
"Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries,"
International Review of Financial Analysis, Elsevier, vol. 20(3), pages 152-164, June.
- Filis, George & Degiannakis, Stavros & Floros, Christos, 2011. "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," MPRA Paper 96299, University Library of Munich, Germany.
- Nusair, Salah A. & Olson, Dennis, 2021. "Asymmetric oil price and Asian economies: A nonlinear ARDL approach," Energy, Elsevier, vol. 219(C).
- Rebeca Jiménez-Rodríguez, 2015. "Oil price shocks and stock markets: testing for non-linearity," Empirical Economics, Springer, vol. 48(3), pages 1079-1102, May.
- Chang, Kuang-Liang, 2012. "Volatility regimes, asymmetric basis effects and forecasting performance: An empirical investigation of the WTI crude oil futures market," Energy Economics, Elsevier, vol. 34(1), pages 294-306.
- Strachan, Neil, 2011. "Business-as-Unusual: Existing policies in energy model baselines," Energy Economics, Elsevier, vol. 33(2), pages 153-160, March.
- Zhang, Qi & Hu, Yi & Jiao, Jianbin & Wang, Shouyang, 2023. "Is refined oil price regulation a “shock absorber” for crude oil price shocks?," Energy Policy, Elsevier, vol. 173(C).
- Nurmakhanova Mira, 2016. "Oil and Growth Challenge in Kazakhstan," EERC Working Paper Series 16/06e, EERC Research Network, Russia and CIS.
- Yoon, Kyung Hwan & Ratti, Ronald A., 2011. "Energy price uncertainty, energy intensity and firm investment," Energy Economics, Elsevier, vol. 33(1), pages 67-78, January.
- de Jesus, Diego Pitta & Lenin Souza Bezerra, Bruno Felipe & da Nóbrega Besarria, Cássio, 2020. "The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries," Research in International Business and Finance, Elsevier, vol. 54(C).
- Razak, Razman & Masih, Mansur, 2017. "The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis," MPRA Paper 79717, University Library of Munich, Germany.
- Nourelfath, Mustapha & Lababidi, Haitham M.S. & Aldowaisan, Tariq, 2022. "Socio-economic impacts of strategic oil and gas megaprojects: A case study in Kuwait," International Journal of Production Economics, Elsevier, vol. 246(C).
- Jassim Aladwani, 2024. "Oil Volatility Uncertainty: Impact on Fundamental Macroeconomics and the Stock Index," Economies, MDPI, vol. 12(6), pages 1-24, June.
- Qi Zhang & Yi Hu & Jianbin Jiao & Shouyang Wang, 2022. "Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis," Sustainability, MDPI, vol. 14(15), pages 1-22, August.
- Cuestas, Juan Carlos & Monfort, Mercedes & Ordóñez, Javier, 2024. "Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU," Finance Research Letters, Elsevier, vol. 60(C).
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- F0 - International Economics - - General
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