The differential effects of oil demand and supply shocks on the global economy

P Cashin, K Mohaddes, M Raissi, M Raissi - Energy Economics, 2014 - Elsevier
… of oil-demand and oil-supply shocks on the … oil supply and oil demand (last row), we can
further reduce the number of admissible models for both of these shocks, especially for demand

How do international stock markets respond to oil demand and supply shocks?

JHF Güntner - Macroeconomic Dynamics, 2014 - cambridge.org
… VAR analysis of the effects of oil demand and supply shocks on the US stock market, this …
in oil exporting and importing economies in 1974–2011. Structural oil price shocks add to our …

Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market

L Kilian - American economic review, 2009 - aeaweb.org
… Figure 4 plots the respective cumulative contribution of each oil demand and oil supply
shock to the real price of oil based on a historical decomposition of the data. The first panel …

[HTML][HTML] Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks

A Kumar, S Mallick - Energy Economics, 2024 - Elsevier
… In light of the recent global uncertainty driven by the pandemic and higher geopolitical
risks, this paper aims to uncover the role of oil demand and supply shocks in explaining the …

[PDF][PDF] Oil demand and supply shocks: An analysis in an estimated DSGE-model

G Peersman, A Stevens - Work, 2010 - suomenpankki.fi
… period following the structural break in the oil market in 1986, we … oil demand and supply
shocks in explaining the evolution of the oil price as well as analyze the dynamics these shocks

Not all demand oil shocks are alike: Disentangling demand oil shocks in the crude oil market

Z Li, H Zhao - Journal of Chinese Economic and Foreign Trade …, 2011 - emerald.com
… on two types of supply shocks, that is, the exogenous shocks of … ) and other supply shocks
(other supply shocks are those not … The general demand shock refers to the oil demand related …

How do oil producers respond to oil demand shocks?

JHF Güntner - Energy Economics, 2014 - Elsevier
oil demand and supply shocks, at any point in time. The decomposition … oil price fluctuations
into structural oil demand and supply shocks in Kilian (2009) has revealed that “not all oil

How do oil supply and demand shocks affect Asian stock markets?

WC Koh - Macroeconomics and Finance in Emerging Market …, 2017 - Taylor & Francis
Oil supply shocks are identified by assuming that global oil production does not respond
to oil demand shocks contemporaneously but with a 1 month delay. Aggregate …

Impact of oil demand and supply shocks on the exchange rates of selected Southeast Asian countries

MAR Forhad, MR Alam - Global Finance Journal, 2022 - Elsevier
… This study examines the impact of structural oil demand and supply shocks, derived from
a … are not impacted by oil supply shocks. Oil-specific demand shocks affect the REER of …

Oil supply and demand shocks and stock price: Empirical evidence for some OECD countries

A Dhaoui, Y Saidi - 2015 - mpra.ub.uni-muenchen.de
… that oil supply shocks have a negative effect on stock market returns in the net oil importing
… , we also find that national oil demand and oil supply shocks have different impact on real …