The paper develops a structural VAR model in which the asymmetric impact of oil shocks on
output and price is analyzed in a unifying model. The model is applied to Nigeria using …

This article investigates the crude oil volatility index (OVX) forecasting from the perspective
of cross-market asymmetric effects of Chinese stock market jumps. We calculate six kinds of …

The impact of COVID-19 on stock market dynamics and other macroeconomic indicators has
been extensively researched. However, the question of how it affects corporate vulnerability …

In this study, I investigated the short run impact on macroeconomics variables in Ecuador,
economic growth and inflation specifically, due to world oil price and global food price …

Industrial production is one of the leading indicators of gross domestic product which reflects
the overall economic performance of a country. In other words decreases or increases in …

La respuesta del crecimiento económico y la inflación doméstica debido a fluctuaciones de
los precios del petróleo constituyen un tema central para economías exportadoras de crudo …

Crude oil is known as one of the most dynamically transacted commodities in today's world,
and as such, the global impact of the changes in oil price cannot be over-emphasised …

This article mainly studies the crude oil volatility index (OVX) forecasting from the
perspective of the cross-market asymmetric effects of Chinese stock market jumps. The …

This paper is concerned with the apparent change in the US oil price-macroeconomy
relationship. It is investigated to what extent this change can be accounted for by the large …