Are the recessionary consequences of oil-price shocks due to oil-price shocks themselves or to contractionary monetary policies that arise in response to inflation concerns engendered by rising oil prices? Can systematic monetary policy be used to alleviate the consequences of oil shocks on the economy? This paper builds a dynamic general equilibrium model of monopolistic competition in which o...

This study explores the impact of COVID-19, crude oil price, US economic policy uncertainty, baltic dry index, and stock market volatility on bank indices. is conducted based daily data ranging from 21st January 2020 to 30th October 2020. The wavelet coherence analysis suggests that rising COVID-19 cases in have a strong both Also, global influence indices, although it not as cases. Additionall...

The extensive fluctuations in oil prices have vast impacts on economies. The economical instability may be observed for both oil-exporting and oil-importing countries due to high volatility of oil prices. Oil price data as a time series is a highly nonlinear system which exhibits complex patterns. Traditional oil time series analysis employs statistical methods to model and explain the oil data...

This paper investigates how oil price (OP) influences the prospects of green bonds by utilising quantile-onquantile (QQ) method and researching interactions between OP bond index (GBI) from 2011:M1 to 2021:M11. We find that impacts on GBI are positive in short run. The effects indicate high can promote development market, indicating be considered an asset avoid shocks. However, medium long term...

Oil is a kind of basic energy and has close relationship with the financial markets. Russia world crude oil exporter, whose rich resources make country tend to invest in industry policies for it. This led fact that its national economic structure too simplified economy heavily dependent on industry. The total exports each year account up forty percent fiscal revenues. characteristics fluctuatio...

The price of crude oil soared after the outbreak Russia-Ukraine conflict. However, China's stock market, by contrast, continues to fall. This paper studies impact on dynamic China’s market. We build an ARMAX model and ARMA-GARCH analyze whether there are connections between finds that futures rate return is positively correlated with Shenzhen Component index Shanghai return. Also, has a signifi...

there are several researches that deal with the behavior of ses and their relationships with different economical factors. these range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. this article considers the impact of oil and gold price on tehran stock exchange market (tse). oil and gold are two factors that are essential for the ...