From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on US clean energy trends
Transitioning to renewable energies has become undeniably important in recent decades,
especially for the United States. Oil price shocks are prominent determinants of renewable …
especially for the United States. Oil price shocks are prominent determinants of renewable …
Oil Sector and Sentiment Analysis—A Review
Oil markets reveal considerably volatile behaviour due to a range of factors. Exogenous
factors, such as the COVID-19 pandemic and ongoing wars and conflicts, impose even more …
factors, such as the COVID-19 pandemic and ongoing wars and conflicts, impose even more …
Industry return lead-lag relationships between the US and other major countries
In this study, we analyze the lead-lag relationships between the US industry index and those
of six other major countries from January 1973 to May 2021. We identify the leading role …
of six other major countries from January 1973 to May 2021. We identify the leading role …
Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach
The analysis of historical price data for patterns and using such patterns for predictions and
policy recommendations has become ubiquitous in the existing economics literature. These …
policy recommendations has become ubiquitous in the existing economics literature. These …
[HTML][HTML] Reprint of “Unveiling the dance of commodity prices and the global financial cycle”
L Juvenal, I Petrella - Journal of International Economics, 2024 - Elsevier
We examine the impact of commodity price changes on the business cycles and capital
flows in emerging markets and developing economies (EMDEs), distinguishing between …
flows in emerging markets and developing economies (EMDEs), distinguishing between …
Inflation expectations and their role in Eurosystem forecasting
This paper summarises the findings of the Eurosystem's Expert Group on Inflation
Expectations (EGIE), which was one of the 13 work streams conducting analysis that fed into …
Expectations (EGIE), which was one of the 13 work streams conducting analysis that fed into …
Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission
Z Umar, M Gubareva, T Teplova… - Annals of Operations …, 2022 - Springer
This paper investigates the influence of oil demand, oil supply, and risk-driven shocks on the
yield curve in the US between 1995 and 2020. The US term-structure shape is modeled by …
yield curve in the US between 1995 and 2020. The US term-structure shape is modeled by …
The drivers of market-based inflation expectations in the euro area and in the US
C Höynck, L Rossi - Economics Letters, 2023 - Elsevier
In this paper, we propose a methodology to assess the structural drivers of inflation
expectations, as measured by inflation-linked swaps. To this end, we estimate a Bayesian …
expectations, as measured by inflation-linked swaps. To this end, we estimate a Bayesian …
[PDF][PDF] Identification of expectational shocks in the oil market using OPEC announcements
R Degasperi - 2023 - wrap.warwick.ac.uk
Surprises in the price of oil futures computed on the day of OPEC announcements have
been used as an exogenous measure of shifts in market beliefs about future oil supply to …
been used as an exogenous measure of shifts in market beliefs about future oil supply to …
A weekly structural VAR model of the US crude oil market
We present a weekly structural Vector Autoregressive model of the US crude oil market.
Exploiting weekly data we can explain short-run crude oil price dynamics, including …
Exploiting weekly data we can explain short-run crude oil price dynamics, including …