The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model

MA Dąbrowski, M Papież, M Rubaszek, S Śmiech - Energy Economics, 2022 - Elsevier
This paper examines whether the effects of oil market shocks on economic activity and
exchange rates in oil-exporting countries depend on the stage of economic development or …

Asymmetric effects of oil price shocks in oil‐exporting countries: the role of institutions

S Moshiri - OPEC Energy Review, 2015 - Wiley Online Library
Many empirical studies on the oil price shock effects on the economies of oil‐exporting
countries have assumed a linear relationship between the shocks and macroeconomic …

Effects of structural oil shocks on output, exchange rate, and inflation in the BRICS countries: A structural vector autoregression approach

Q Ji, ML Liu, Y Fan - Emerging Markets Finance and Trade, 2015 - Taylor & Francis
In this study, we apply a structural vector autoregression (SVAR) model, combining the
global crude oil market with each emerging economy, to investigate the effects of different …

Oil price shocks in major emerging economies

NF Azad, postolos Serletis - The Energy Journal, 2022 - journals.sagepub.com
As the world economic power shifts from the advanced G7 countries—Canada, France,
Germany, Italy, Japan, the United Kingdom, and the United States—to the seven largest …

[PDF][PDF] On the influence of oil price shocks on economic activity, inflation, and exchange rates

Y Yoshizaki, S Hamori - International Journal of Financial …, 2013 - researchgate.net
In this paper, we investigate the effects of oil price shocks on the production, price level, and
exchange rate of eight important industrialized countries, using a two-step approach based …

Implications of oil price shocks on net oil-importing African countries

O Gershon, NE Ezenwa, R Osabohien - Heliyon, 2019 - cell.com
The study examines the implications of oil price shocks on developing net oil-importing
countries. The study considers the casual relationship, impulse response function, and …

Dynamic relationship of oil price shocks and country risks

CC Lee, CC Lee, SL Ning - Energy Economics, 2017 - Elsevier
This study investigates the dynamic relationship between oil price shocks and country risks
using a Structural VAR framework for a sample of both net oil-exporting and net oil-importing …

Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model

E Balli, AN Çatık, JB Nugent - Energy, 2021 - Elsevier
This paper investigates the effects of oil supply and demand shocks on the current account
balances of China and Russia for the period between the first quarter of 1993 and the third …

Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS

MA Nasir, L Naidoo, M Shahbaz, N Amoo - Energy Economics, 2018 - Elsevier
This study analyses the implications of oil prices shocks for the BRICS economies. We
employed a time-varying structural vector autoregressive (TV-SVA) framework in which the …

[PDF][PDF] Macroeconomic dynamics in the oil exporting countries: a panel VAR study

M Mehrara, M Mohaghegh - International Journal of Business and Social …, 2011 - Citeseer
This paper studies the macroeconomic dynamics in oil exporting countries using Panel VAR
approach. This study in contrary with most other researches focuses on developing net oil …