نتایج جستجو برای: oil price fluctuation

تعداد نتایج: 244915  

The main purpose of this study is to investigate the relationship between Iran’s heavy crude oil price returns and volatility dependence using the Copula-based quantile model (CQM). CQM is an efficient tool for analyzing nonlinear time series models as it has no need for initial assumptions.  We use monthly data from January 1990 to December 2019. We use the Hadrick-Prescott filter to calculate...

Journal: :BCP business & management 2023

The objective of this article is to examine Bitcoin's price fluctuations. To uncover dramatic movements and unpredictability, I'll depict the cryptocurrency's data using a variety visualization tools, including Python. Additionally, we will discuss causes for past increase rise in 2021, such as how insane attention generated by certain news stories fuel ascent. Bitcoin provides investors with m...

The business cycles are one of the most important economic indicators that they show the changes in economic activities during time. The study of business cycles is important because the understanding fluctuations in GDP and effective factors on these fluctuations help policy makers to plan better and more efficient. The main purpose of this paper is to investigate the effects of oil price shoc...

1997
Mark A. Hooker Andrew Filardo

This paper reexamines the oil price-macroeconomy relationship with rolling Granger causality and structural stability tests. It finds that the relationship broke down amidst the falling oil prices and market collapse of the 1980s, suggesting misspecification of the oil price rather than a weakened relationship. Some proposed respecifications of the oil price yield considerable improvements, alt...

One of the global economic crisis is the price fluctuations of oil.Crude oil prices and exchange rates are two important factors in the oil-importing countries. This study examines the impact of real oil prices and exchange rates on the price of petroleum products in oil-importing countries1 using the data panel method, based on annual data provided by the World Bank site over the period 2000-2...

2010
Ping-Yu Chen Chia-Lin Chang Chi-Chung Chen Michael McAleer

The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, the autoregressive distributed lag (ARDL) model, and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, an...

2014
Aanchal Kapoor

Recent spikes in oil prices have thrown light on how economic activity in emerging markets may be impacted by oil price shocks. This paper conducts an empirical analysis of the effect of oil price shocks on emerging markets. It tests for the existence of an asymmetrical relationship between oil prices and economic activity using a model developed by James Hamilton. It also assesses the impact o...

2007

This paper explores how oil price shocks a ect scal policy and macroeconomic performance in an oil exporting small open economy. In this type of economy, oil price shocks in uence scal policy because they have nontrivial e ects on the government's budget constraint. On one hand, oil price shocks a ect revenue directly as oil revenue constitutes a large share of total revenue. On the other hand,...

Journal: :تحقیقات اقتصادی 0
حمید ابریشمی استاد دانشکدة اقتصاد دانشگاه تهران محسن مهرآرا استادیار دانشکدة اقتصاد دانشگاه تهران حجت ا... غنیمی فر عضو هیأت علمی دانشگاه صنعت نفت معصومه تقی زاده مریم کشاورزیان پژوهشگر

in this study, we assess the impact of oil price changes on the macroeconomic variables of some oil importers in oecd countries, including usa, italian, france and japan during the period 1960-2002. the results for different countries imply asymmetric impact of oil price changes on gdp growth rates; moreover, the results show that monetary shocks are an important and noticeable factor explainin...

Journal: :International Journal of Energy Economics and Policy 2021

The crude oil price fluctuation investigation is to explore the impact of shocks on countries’ economic growth. Vector Autoregressive Model (VAR) was applied and variance decomposition analyze GDP growth due shock price. Besides, nine countries' data were collected from 1990 third quarter 2020. impacted by in 5 years respectively: 44.98%; 40.03%; 31.06%; 32.27%; 33.21%; 36.03%; 27.79%; 15.35%; ...

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