Studies identifying oil shocks using structural vector autoregressions (VARs) reach different conclusions on the relative importance of supply and demand factors in explaining oil …
Following four years of relative stability at around $105 per barrel, oil prices have declined sharply since June 2014. This paper presents a comprehensive analysis of the sources of …
In this paper we investigate global determinants of oil price volatility by employing a time- varying parameter vector autoregressive (TVP-VAR) model. We focus on realised volatility …
Oil price shocks can have a substantial effect on income inequality. This study delves into the interplay between oil price shocks and income inequality in the Association of Southeast …
This paper evaluates the macroeconomic implications of energy price volatility through the lens of a dynamic stochastic general equilibrium (DSGE) model in an open economy. The …
This paper aims to examine the effect of crude oil price volatility, the internet, and inflation on economic growth in ASEAN-5 countries (Indonesia, Malaysia, the Philippines, Singapore …
W Yao, C Alexiou - International Review of Economics & Finance, 2024 - Elsevier
We investigate the transmission that relates the speculative activity, the inventory arbitrage activity, and the commodity price under the US quantitative easing (QE) policy. In this …
YA Ehouman - International Economics, 2021 - Elsevier
This paper re-examines the dependence structure between uncertainty in oil prices and sovereign credit risk of oil exporters. To address this issue, we employ a copula approach …
W Yao, C Alexiou - International Review of Financial Analysis, 2022 - Elsevier
In the realm of monetary policy, we explore the transmission mechanism that relates speculative activity, inventory arbitrage activity, and commodity price volatility. In this …