Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

This study investigates the relationship between oil price movements and macroeconomic
aggregates, such as gross domestic product (GDP), consumer prices (CPI), and …

Проблемы, определяющие наблюдаемое торможение российской экономики, носят
хронический характер и не могут быть решены простыми мерами, такими как …

The paper investigates the time-varying correlation between stock market prices and oil
prices for oil-importing and oil-exporting countries. A DCC-GARCH-GJR approach is …

This paper develops a time‐varying parameter vector autoregressive model to examine the
dynamic effects of crude oil prices and monetary policy on China's economy during January …

We examine the connectedness in the energy commodities sector and the Russian stock
market over the period 2005–2020 using the variance decomposition approach. Our …

We compare the macroeconomic consequences of several types of oil shocks across a set
of industrialized countries that are structurally very diverse with respect to the role of oil and …

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 …

The Russian economy is highly responsive to oil price fluctuations. At the start of 2014, the
country was already suffering from the weak economic growth, partly due to the ongoing …

In this study, we investigate the financial and monetary policy responses to oil price shocks
using a Structural VAR framework. We distinguish between net oil-importing and net oil …