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Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries
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Cited by:
- Imran Shah, 2012.
"Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies,"
Bristol Economics Discussion Papers
12/626, School of Economics, University of Bristol, UK.
- Imran Shah & Diaz Vela Carlos & Yuan Wang, 2017. "Revisiting the Dynamics Effects of Oil Price Shocks on Small Developing Economies," Department of Economics Working Papers 65/17, University of Bath, Department of Economics.
- Nguyen Thi Ngoc Trang & Tran Ngoc Tho & Dinh Thi Thu Hong, 2017. "The Impact of Oil Price on the Growth, Inflation, Unemployment and Budget Deficit of Vietnam," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 42-49.
- Mahmood -ur- Rahman & Zakaria Zoundi, 2018. "Macroeconomic Response of Disentangled Oil Price Shocks: Empirical Evidence from Japan," Economics Bulletin, AccessEcon, vol. 38(4), pages 2240-2253.
- Rafiq, Shudhasattwa & Sgro, Pasquale & Apergis, Nicholas, 2016. "Asymmetric oil shocks and external balances of major oil exporting and importing countries," Energy Economics, Elsevier, vol. 56(C), pages 42-50.
- Chin Wen Cheong & Ng Sew Lai & Nurul Afidah Mohmad Yusof & Khor Chia Ying, 2012. "Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis," Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 70-84, January.
- Moya-Martínez, Pablo & Ferrer-Lapeña, Román & Escribano-Sotos, Francisco, 2014. "Oil price risk in the Spanish stock market: An industry perspective," Economic Modelling, Elsevier, vol. 37(C), pages 280-290.
- Komain JIRANYAKUL, 2017.
"The Response of Industrial Production to the Price of Oil: New Evidence for Thailand,"
Turkish Economic Review, KSP Journals, vol. 4(2), pages 193-204, June.
- Jiranyakul, Komain, 2016. "The response of industrial production to the price of oil: new evidence for Thailand," MPRA Paper 70457, University Library of Munich, Germany.
- Prat, Georges & Uctum, Remzi, 2011.
"Modelling oil price expectations: Evidence from survey data,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 236-247, June.
- Georges Prat & Remzi Uctum, 2009. "Modelling oil price expectations: evidence from survey data," EconomiX Working Papers 2009-28, University of Paris Nanterre, EconomiX.
- Pershin, Vitaly & Molero, Juan Carlos & de Gracia, Fernando Perez, 2016.
"Exploring the oil prices and exchange rates nexus in some African economies,"
Journal of Policy Modeling, Elsevier, vol. 38(1), pages 166-180.
- Vitaly Pershin & Juan Carlos Molero & Fernando Pérez de Gracia, 2015. "Exploring the oil prices and exchange rates nexus in some African economies," Faculty Working Papers 01/15, School of Economics and Business Administration, University of Navarra.
- Yingce Yang & Junjie Guo & Ruihong He, 2023. "The Asymmetric Impact of the Oil Price and Disaggregate Shocks on Economic Policy Uncertainty: Evidence From China," SAGE Open, , vol. 13(2), pages 21582440231, June.
- Cunado, Juncal & Jo, Soojin & Perez de Gracia, Fernando, 2015. "Macroeconomic impacts of oil price shocks in Asian economies," Energy Policy, Elsevier, vol. 86(C), pages 867-879.
- Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020.
"The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries,"
Energy Economics, Elsevier, vol. 91(C).
- Xin Sheng & Rangan Gupta & Qiang Ji, 2020. "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers 202024, University of Pretoria, Department of Economics.
- Zhang, Chuanguo & Chen, Xiaoqing, 2011. "The impact of global oil price shocks on China’s stock returns: Evidence from the ARJI(-ht)-EGARCH model," Energy, Elsevier, vol. 36(11), pages 6627-6633.
- Jesus Crespo Cuaresma & Adusei Jumah & Sohbet Karbuz, 2009.
"Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 81-90.
- Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, "undated". "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers 2007-22, Faculty of Economics and Statistics, Universität Innsbruck.
- Faris Nasif Alshubiri & Omar Ikbal Tawfik & Syed Ahsan Jamil, 2020. "Impact of petroleum and non-petroleum indices on financial development in Oman," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-22, December.
- Mohamed Fakhfekh & Ahmed Ghorbel & Nadhem Selmi & Nejib Hachicha, 2017. "Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness," Journal of Asset Management, Palgrave Macmillan, vol. 18(1), pages 29-48, January.
- Myers, Robert J. & Johnson, Stanley R. & Helmar, Michael & Baumes, Harry, 2018. "Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 175-190.
- Usama Almulali & Che Normee Binti Che Sab, 2013. "Exploring the impact of oil revenues on OPEC members' macroeconomy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 416-428, December.
- Bec, Frédérique & De Gaye, Annabelle, 2016.
"How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts,"
Economic Modelling, Elsevier, vol. 53(C), pages 75-88.
- Frédérique Bec & Annabelle de Gaye, 2016. "How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts," Post-Print hal-02980184, HAL.
- Farzanegan, Mohammad Reza & Markwardt, Gunther, 2009.
"The effects of oil price shocks on the Iranian economy,"
Energy Economics, Elsevier, vol. 31(1), pages 134-151, January.
- Farzanegan, Mohammad Reza & Markwardt, Gunther, 2008. "The effects of oil price shocks on the Iranian economy," Dresden Discussion Paper Series in Economics 15/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Mohammad Reza FARZANEGAN & Gunther MARKWARDT, 2008. "The Effects of Oil Price Shocks on the Iranian Economy," EcoMod2008 23800037, EcoMod.
- Jean-Baptiste Gossé & Cyriac Guillaumin, 2013.
"Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity,"
Review of International Economics, Wiley Blackwell, vol. 21(1), pages 85-102, February.
- Cyriac Guillaumin & Jean-Baptiste Gossé, 2012. "Can external shocks explain the Asian side of global imbalances ? Lessons from a structural VAR model with block exogeneity," Post-Print halshs-00706743, HAL.
- Jean-Baptiste Gossé & Cyriac Guillaumin, 2013. "Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity," Post-Print halshs-00781739, HAL.
- Ihsaanul, Ahmad & Masih, Mansur, 2018. "Would the volatility of oil price affect the GDP of a country ? Singaporean evidence," MPRA Paper 112462, University Library of Munich, Germany.
- Mohamed El Hédi Arouri & Philippe Foulquier & Julien Fouquau, 2011.
"Oil Prices and Stock Markets in Europe: A Sector Perspective,"
Recherches économiques de Louvain, De Boeck Université, vol. 77(1), pages 5-30.
- Mohamed EL HEDI AROURI & Philippe FOULQUIER & Julien FOUQUAU, 2011. "Oil Prices and Stock Markets in Europe: A Sector Perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2011011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Wesseh, Presley K. & Lin, Boqiang, 2018. "Exchange rate fluctuations, oil price shocks and economic growth in a small net-importing economy," Energy, Elsevier, vol. 151(C), pages 402-407.
- Josef Pavlata & Petr Strejček & Peter Albrecht & Martin Širůček, 2021. "The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(2), pages 186-197.
- Ebrahim Siami & Fatemeh Fahimifar, 2010. "The Effects Of Oil Price Shocks On Monetary Policy In Iran," International Conference on Business and Economic Research (ICBER 2010) Proceeding 2010-062, Conference Master Resources.
- Rentschler, Jun E., 2013. "Oil price volatility, economic growth and the hedging role of renewable energy," Policy Research Working Paper Series 6603, The World Bank.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
- Juan Carlos Cuestas & Merike Kukk, 2019. "Are there asymmetries in the interaction between housing prices and housing credit? Evidence from a country with rapid credit accumulation," Working Papers 2019/06, Economics Department, Universitat Jaume I, Castellón (Spain).
- Thai-Ha LE & Youngho CHANG, 2011.
"The Impact of Oil Price Fluctuations on Stock Markets in Developed and Emerging Economies,"
Economic Growth Centre Working Paper Series
1103, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Thai-Ha Le & Youngho Chang, 2011. "The impact of oil price fluctuations on stock markets in developed and emerging economies," Working Papers 23, Development and Policies Research Center (DEPOCEN), Vietnam.
- Le, Thai-Ha & Chang, Youngho, 2011. "The impact of oil price fluctuations on stock markets in developed and emerging economies," MPRA Paper 31753, University Library of Munich, Germany.
- repec:grm:ecoyun:201812 is not listed on IDEAS
- Suliman Zakaria S. Abdalla, 2014. "The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance," Working Papers 887, Economic Research Forum, revised Dec 2014.
- Arouri Mohamed el hédi & Fouquau Julien, 2009.
"On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses,"
Economics Bulletin, AccessEcon, vol. 29(2), pages 795-804.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Papers 0905.3870, arXiv.org.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Post-Print hal-00822012, HAL.
- Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Working Papers hal-00387103, HAL.
- Kang, Wensheng & Ratti, Ronald A., 2013.
"Structural oil price shocks and policy uncertainty,"
Economic Modelling, Elsevier, vol. 35(C), pages 314-319.
- Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," MPRA Paper 49007, University Library of Munich, Germany.
- Le, Thai-Ha & Chang, Youngho, 2011. "Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach," MPRA Paper 33030, University Library of Munich, Germany.
- Urom, Christian & Onwuka, Kevin O. & Uma, Kalu E. & Yuni, Denis N., 2020. "Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns," International Economics, Elsevier, vol. 161(C), pages 10-29.
- Mohamed El hedi Arouri & Christophe Rault, 2009.
"On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries,"
CESifo Working Paper Series
2690, CESifo.
- Mohamed El Hedi Arouri & Christophe Rault, 2010. "On The Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries," Working Papers 538, Economic Research Forum, revised 08 Jan 2010.
- Mohamed AROURI & Christophe RAULT, 2009. "On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries," LEO Working Papers / DR LEO 1299, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Christophe Rault & Mohamed El Hedi AROURI, 2009. "On the influence of oil prices on stock markets: Evidence from panel analysis in GCC countries," William Davidson Institute Working Papers Series wp961, William Davidson Institute at the University of Michigan.
- Cunado, Juncal & Perez de Gracia, Fernando, 2014. "Oil price shocks and stock market returns: Evidence for some European countries," Energy Economics, Elsevier, vol. 42(C), pages 365-377.
- Sugra Ingilab Humbatova & Azer Islam Ogli Garayev & Sabuhi Mileddin Ogli Tanriverdiev & Natig Gadim-Oglu Hajiyev, 2019. "Analysis of the oil, price and currency factor of economic growth in Azerbaijan," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 6(3), pages 1335-1353, March.
- Deluna, Roperto Jr, 2014. "The Long-run Relationship among World Oil Price, Exchange Rate and Inflation in the Philippines," MPRA Paper 60116, University Library of Munich, Germany.
- van de Ven, Dirk Jan & Fouquet, Roger, 2017.
"Historical energy price shocks and their changing effects on the economy,"
Energy Economics, Elsevier, vol. 62(C), pages 204-216.
- Dirk-Jan van de Ven & Roger Fouquet, 2014. "Historical energy price shocks and their changing effects on the economy," GRI Working Papers 153, Grantham Research Institute on Climate Change and the Environment.
- van de Ven, Dirk Jan & Fouquet, Roger, 2017. "Historical energy price shocks and their changing effects on the economy," LSE Research Online Documents on Economics 68778, London School of Economics and Political Science, LSE Library.
- KARGI, Bilal, 2014.
"The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 5(2), pages 29-36.
- KARGI, Bilal, 2014. "The Effects of Oil Prices On Inflation and Growth: Time Series Analysis In Turkish Economy For 1988:01-2013:04 Period," MPRA Paper 55704, University Library of Munich, Germany.
- Dizaji, Sajjad Faraji, 2014. "The effects of oil shocks on government expenditures and government revenues nexus (with an application to Iran's sanctions)," Economic Modelling, Elsevier, vol. 40(C), pages 299-313.
- Le, Thai-Ha & Nguyen, Canh Phuc, 2019. "Is energy security a driver for economic growth? Evidence from a global sample," Energy Policy, Elsevier, vol. 129(C), pages 436-451.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013.
"Liquidity and crude oil prices: China's influence over 1996–2011,"
Economic Modelling, Elsevier, vol. 33(C), pages 517-525.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2012. "Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011," MPRA Paper 48900, University Library of Munich, Germany.
- Ratti, Ronald & Vespignani, Joaquin, 2012. "Liquidity and crude oil prices: China’s influence over 1996-2011," Working Papers 15062, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Sep 2012.
- Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013. "Crude oil–corn–ethanol – nexus: A contextual approach," Energy Policy, Elsevier, vol. 63(C), pages 504-513.
- Cong, Rong-Gang & Wei, Yi-Ming & Jiao, Jian-Lin & Fan, Ying, 2008. "Relationships between oil price shocks and stock market: An empirical analysis from China," Energy Policy, Elsevier, vol. 36(9), pages 3544-3553, September.
- Mansur, Alfan, 2015. "Identifying Shocks on the Economic Fluctuations in Indonesia and US: The Role of Oil Price Shocks in a Structural Vector Autoregression Model," MPRA Paper 94018, University Library of Munich, Germany, revised 09 Jun 2015.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Hong, Yanran & Cao, Shijiao & Xu, Pengfei & Pan, Zhigang, 2024. "Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Huang, Shupei & An, Haizhong & Wen, Shaobo & An, Feng, 2017. "Revisiting driving factors of oil price shocks across time scales," Energy, Elsevier, vol. 139(C), pages 617-629.
- Wensheng Kang & Ronald A. Ratti, 2015. "Oil shocks, policy uncertainty and stock returns in China," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 23(4), pages 657-676, October.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2016.
"Oil prices and global factor macroeconomic variables,"
Energy Economics, Elsevier, vol. 59(C), pages 198-212.
- Ratti, Ronald & Vespignani, Joaquin, 2015. "Oil prices and global factor macroeconomic variables," Working Papers 2015-08, University of Tasmania, Tasmanian School of Business and Economics.
- Zhang, Chuanguo & Chen, Xiaoqing, 2014. "The impact of global oil price shocks on China’s bulk commodity markets and fundamental industries," Energy Policy, Elsevier, vol. 66(C), pages 32-41.
- repec:ipg:wpaper:2014-442 is not listed on IDEAS
- Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai, 2013.
"Conditional correlations and volatility spillovers between crude oil and stock index returns,"
The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 116-138.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," KIER Working Papers 715, Kyoto University, Institute of Economic Research.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CARF F-Series CARF-F-202, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2011. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Documentos de Trabajo del ICAE 2011-34, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," CIRJE F-Series CIRJE-F-706, CIRJE, Faculty of Economics, University of Tokyo.
- Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Working Papers in Economics 10/04, University of Canterbury, Department of Economics and Finance.
- Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2010. "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns," Econometric Institute Research Papers EI 2010-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Ali Ahmed, Huson Joher & Bashar, Omar H.M.N. & Wadud, I.K.M. Mokhtarul, 2012. "The transitory and permanent volatility of oil prices: What implications are there for the US industrial production?," Applied Energy, Elsevier, vol. 92(C), pages 447-455.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012.
"The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity,"
International Economics, CEPII research center, issue 132, pages 35-89.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Working Papers hal-04141141, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Post-Print hal-01385863, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The impact of external shocks in East Asia : lessons from a structural VAR model with block exogeneity," Post-Print halshs-00697310, HAL.
- Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," EconomiX Working Papers 2012-1, University of Paris Nanterre, EconomiX.
- Stavros Degiannakis, George Filis, and Vipin Arora, 2018.
"Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
- Stavros Degiannakis & George Filis & Vipin Arora, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," The Energy Journal, , vol. 39(5), pages 85-130, September.
- Stavros Degiannakis & George Filis & Vipin Arora, 2018. "Oil prices and stock markets: A review of the theory and empirical evidence," BAFES Working Papers BAFES22, Department of Accounting, Finance & Economic, Bournemouth University.
- Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
- Mohamed E AROURI & Fredj JAWADI & Duc K NGUYEN, 2012. "Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2481-2489.
- Mansur, Alfan, 2015. "The Endogeneity of Oil Price Shocks and Their Effects on Indonesia: A Structural Vector Autoregression Model," MPRA Paper 93627, University Library of Munich, Germany, revised 20 Dec 2015.
- Pelin ÖGE GÜNEY, 2013. "The Effects of Oil Prices Changes on Output Growth and Inflation: Evidence from Turkey," Journal of Economics and Behavioral Studies, AMH International, vol. 5(11), pages 730-739.
- M. Caridad SEVILLANO & Francisco JAREÑO, 2017. "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(1), pages 37-56.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015.
"The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses,"
Koç University-TUSIAD Economic Research Forum Working Papers
1504, Koc University-TUSIAD Economic Research Forum.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The great plunge in oil prices: causes, consequences, and policy responses," CAMA Working Papers 2015-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Policy Research Notes (PRNs) 94725, The World Bank.
- Jungho Baek, 2021. "The role of crude oil prices in the movement of the Indonesian rupiah: a quantile ARDL approach," Economic Change and Restructuring, Springer, vol. 54(4), pages 975-994, November.
- Sarwar, Suleman & Khalfaoui, Rabeh & Waheed, Rida & Dastgerdi, Hamidreza Ghorbani, 2019.
"Volatility spillovers and hedging: Evidence from Asian oil-importing countries,"
Resources Policy, Elsevier, vol. 61(C), pages 479-488.
- Suleman Sarwar & Rabeh Khalfaoui & Rida Waheed & Hamidreza Ghorbani Dastgerdi, 2019. "Volatility spillovers and hedging: Evidence from Asian oil-importing countries," Post-Print hal-03797591, HAL.
- Kırca, Mustafa & Canbay, Şerif & Pirali, Kerem, 2020. "Is the relationship between oil-gas prices index and economic growth in Turkey permanent?," Resources Policy, Elsevier, vol. 69(C).
- Syed, Kanwar Abbas, 2009. "Do Money Or Oil And Crop Productivity Shocks Lead To Inflation: The Case Of Pakistan," MPRA Paper 15223, University Library of Munich, Germany.
- Hanabusa, Kunihiro, 2010. "Effects of foreign disasters on the petroleum industry in Japan: A financial market perspective," Energy, Elsevier, vol. 35(12), pages 5455-5463.
- Forhad, Md. Abdur Rahman & Alam, Md. Rafayet, 2022. "Impact of oil demand and supply shocks on the exchange rates of selected Southeast Asian countries," Global Finance Journal, Elsevier, vol. 54(C).
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009.
"Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return,"
CIRJE F-Series
CIRJE-F-639, CIRJE, Faculty of Economics, University of Tokyo.
- Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return," CARF F-Series CARF-F-157, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Togonidze, Sophio & Kočenda, Evžen, 2022.
"Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile,"
Economic Systems, Elsevier, vol. 46(3).
- Sophio Togonidze & Evzen Kocenda, 2020. "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: Analysis by Region and Resource Profile," Working Papers IES 2020/35, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2020.
- Sophio Togonidze & Evžen Kočenda, 2022. "Macroeconomic Responses of Emerging Market Economies to Oil Price Shocks: An Analysis by Region and Resource Profile," FFA Working Papers 4.005, Prague University of Economics and Business, revised 25 Apr 2022.
- Ahmad Zubaidi Baharumshah & Abdalla Sirag & Norashidah Mohamed Nor, 2017. "Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?," African Development Review, African Development Bank, vol. 29(3), pages 446-457, September.
- Guo, Jin & Zheng, Xinye & Chen, Zhan-Ming, 2016. "How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China," Energy Economics, Elsevier, vol. 57(C), pages 265-276.
- Ahmed, Khalid & Bhutto, Niaz Ahmed & Kalhoro, Muhammad Ramzan, 2019.
"Decomposing the links between oil price shocks and macroeconomic indicators: Evidence from SAARC region,"
Resources Policy, Elsevier, vol. 61(C), pages 423-432.
- Ahmed, Khalid & Bhutto, Niaz Ahmed & Kalhoro, Muhammad Ramzan, 2017. "Decomposing the links between oil price shocks and macroeconomic indicators: Evidence from SAARC region," MPRA Paper 84901, University Library of Munich, Germany.
- Georges Prat & Remzi Uctum, 2009. "Modelling oil price expectations: evidence from survey data," Working Papers hal-04140866, HAL.
- Hong Thai Le & Marta Disegna, 2018. "Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery," BAFES Working Papers BAFES25, Department of Accounting, Finance & Economic, Bournemouth University.
- Muhammad Zeeshan Younas & Muhammad Arshad Khan, 2018. "Macroeconomic Impacts of External Shocks on Economy:Recursive Vector Autoregressive (RVAR) Analysis," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 7(4), pages 169-184, December.
- Muhammad Arshad Khan & Muhammad Iftikhar Ul Husnain & Qaisar Abbas & Syed Zulfiqar Ali Shah, 2019. "Asymmetric effects of oil price shocks on Asian economies: a nonlinear analysis," Empirical Economics, Springer, vol. 57(4), pages 1319-1350, October.
- Hedi Arouri, Mohamed El & Khuong Nguyen, Duc, 2010.
"Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade,"
Energy Policy, Elsevier, vol. 38(8), pages 4528-4539, August.
- Mohamed El Hedi Arouri & Duc Khuong Nguyen, 2010. "Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade," Working Papers hal-00507823, HAL.
- Sophio Togonidze & Evzen Kocenda, 2022.
"Macroeconomic Implications of Oil-Price Shocks to Emerging Economies: A Markov Regime-Switching Approach,"
Working Papers IES
2022/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2022.
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