نتایج جستجو برای: keywords oil price
تعداد نتایج: 2158015 فیلتر نتایج به سال:
The characteristics of crude oil and the factors affecting the price of this energy carrier have caused its price forecast to always be considered by researchers, oil market activists, governments and policy makers. Since the price of crude oil is affected by many factors, therefore, continuous studies should be done in this way so that the estimates made over time, the results are more accurat...
The oil price and the real effective exchange rate (REER) are two important variables affecting OPEC countries politics and economy. Despite the fact that the existing theoretical literature confirms the relationship between oil price and the exchange rate (Dollar), there is no consensus about the direction of causality between these two variable. Also, statistical data shows that there is a sy...
Short-term and long-term relationship between exchange rate, oil price and spot gas price of three regional gas markets was investigated using and estimating the Vector Autoregressive model. There is a significant and long-term relationship between variables.Short-term interactions of variables with Granger causality test One-year interaction of variables with intervals of one to twelve months ...
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 and signific...
This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure. In addition, several methods of data pre-processing were tested. Our approach is to create a benchmark based on lagged value of pre-processed spot price, the...
We investigate how the dynamic e¤ects of oil supply shocks on the US economy have changed over time. We rst document a remarkable structural change in the oil market itself, i.e. a considerably steeper, hence, less elastic oil demand curve since the mid-eighties. Accordingly, a typical oil supply shock is currently characterized by a much smaller impact on world oil production and a greater e¤...
a r t i c l e i n f o JEL classifications: C51 N70 Keywords: Crude oil price volatility GARCH Covariates Modified dummy variables OPEC announcements WTI crude oil Several times a year, OPEC hosts conferences among its members to agree on further oil production policies. Prior to OPEC conferences, there is usually rampant speculation about which decision concerning world oil production levels (n...
In this study, we model the long-term and dynamic relationships between spot oil and exchange rates and gas prices by applying the Markov switching vector self-regression model in three regional gas markets in USA, Europe and Asia. Price behavior is analyzed using Bayesian estimation to take into account the transition from an existing relationship and the delayed and recurring effects of pric...
a r t i c l e i n f o JEL classification: Q43 F3 G14 G15 Keywords: Stock market returns Oil price fluctuations Gregory–Hansen co-integration test Toda–Yamamoto Granger non-causality test The main focus of this study is to examine how oil price fluctuations influence the performance of stock markets. This study used the causality approach developed by Toda and Yamamoto (1995) to explore the caus...
The paper presents a theory of nominal asset prices for competitively owned oil. Focusing on monetary e¤ects, with exible oil prices the US dollar oil price should follow the aggregate US price level. But with rigid nominal oil prices, the nominal oil price jumps proportionally to nominal interest rate increases. We nd evidence for structural breaks in the nominal oil price that are used to i...
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