Testing Multiple Structural Breaks in the Oil Price–Stock Price Nexus in Asian Oil-Importing Countries During the Russia-Ukraine War
نویسندگان
چکیده
This study tests for structural breaks in the oil price–stock price nexus during Russia-Ukraine War, by focusing on Asian oil-importing countries. We find evidence of these economies. Also, regression results from different regimes show that spillover effects intensify some countries but decline others. The are mixed and panel estimation.
منابع مشابه
Investigating the relationship between oil prices and exchange rates on the price of petroleum products in oil-importing countries
One of the global economic crisis is the price fluctuations of oil.Crude oil prices and exchange rates are two important factors in the oil-importing countries. This study examines the impact of real oil prices and exchange rates on the price of petroleum products in oil-importing countries1 using the data panel method, based on annual data provided by the World Bank site over the period 2000-2...
متن کاملInvestigating the Impact of Oil Shocks on Employment in the Oil Exporting and Importing Countries
this study examines the impact of oil price shocks on the employment of selected oil-exporting and oil-importing countries. To this end, the annual data for the period 2000-2014 and the econometric models of Christiano and Fitzgerald Filter, Bakstr-King Filter have been used to calculate the oil price shocks and the panel data model is used to estimate the model and data analysis. The results o...
متن کاملAsymmetric Effect of Oil Price on the Terms of Trade: Evidence from Oil Exporting and Importing Countries
The oil price shocks are an important source that affect on TOT in both oil exporting and importing countries. Hence, this paper compares the effects of real oil price shock on TOT in both oil importing and exporting countries, using Panel Data technique and during 1980-2010. To the best of our knowledge, we applied the nonlinear approach in order to assess the asymmetric impact of the oil pri...
متن کاملconsequence analysis of the leakage, ignition and explosion during high pressure sour gas injection process to the oil reservoir
there is no doubt that human being needs to become integrated with industry and industry needs to be progressed, daily. on the other hand, serious events in industrial units specially in oil industries has been shown that such damages and events are industry related ones. the consequence of such events and damages which resulted in chemical and poisoned explosions and loss of life and property ...
Oil Price Uncertainty in the Iranian Economy
T he relationship between the price of oil and the level of economic activity is a fundamental empirical issue in macroeconomics. In this research, by using a multivariate GARCH-in-Mean VAR, we try to investigate direct effects of uncertainty of oil price on macroeconomics of Iran by using annually data from 1965 to 2013.Results show that uncertainty about oil prices had a negative a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Asian economics letters
سال: 2023
ISSN: ['2652-8681']
DOI: https://doi.org/10.46557/001c.70303