Oil Price Volatility
Investment and oil price volatility
... the oil price-firm return relationship by Narayan and Sharma (2011) and Driesprong et ...between oil price volatility and firm returns on the ...that oil price ...
12
Oil Price Volatility and Stock Price Volatility: Evidence from Nigeria
... stock price volatility, movements in oil prices and real exchange rates in Nigeria using quarterly data from 1990 to ...if volatility in oil prices are transmitted to stock prices in ...
8
Inflation premium and oil price volatility
... that oil price shocks have exhibited a change in their volatility across the pre- and post-Volcker ...of oil price volatility on marginal costs accounts for another 45 ...
47
Oil Price Volatility and Stock Markets
... of oil price volatility to stock markets, in the existing literature we can also find studies that devote exclusively their attention to which level oil price can forecast stock ...to ...
53
External Capital Structures and Oil Price Volatility
... of oil price shocks, we focus on the current account, capital gains on international positions, and the NFA ...world oil-importing nations should take equity stakes in oil-exporting countries ...
39
Oil Price Volatility and Economic Growth in Nigeria
... between oil price volatility and economic ...between oil price volatility and economic growth in ...examined oil price volatility on economic growth in ...
13
Inflation, Oil Price Volatility and Monetary Policy
... of oil price volatility on marginal costs and its indirect e¤ect through the labor ...When oil has few substitutes, < 1, the …rm´s marginal cost is convex in oil prices, hence, the ...
43
Oil price volatility and U.S. macroeconomic activity
... squared oil price change as a proxy for oil price volatility and report the results in Table ...5. Oil price variance by itself is not significant ( χ 2 test statistic in ...
16
A wavelet analysis of oil price volatility dynamic
... the oil price volatility, by studying the causal relationships between different volatilities captured at different time ...the oil price volatility at various scales of ...
15
Essays On Oil Price Volatility And Irreversible Investment
... as volatility clustering, fat tails, and possible asymmetric ...forecasting oil price volatility at short horizons (Mohammadi and Su 2010, and Hou and Suardi ...Nevertheless, oil prices ...
82
Oil Price Volatility: Causes, Effects, and Policy Implications
... global oil market has had a “swing supplier” that could balance crude supply and ...for oil is rising and curtail output when the market is glutted, thus moderating oil price ...plunging ...
6
Asset Value, Interest Rates and Oil Price Volatility
... log price differences (returns) is used to measure oil price ...volatility. Oil price data is taken from the EIA’s ...in oil price volatilities ...
25
Oil Price Volatility and Fiscal Behaviour if Government in Nigeria
... of oil price volatility on the fiscal behaviour of the government in Nigeria using data for the period 1970 to ...real oil prices affected government expenditure dynamics and that there was a ...
17
Oil price volatility and stock returns in the G7 economies
... of oil price shocks on international stock ...of oil price shocks should be captured by financial markets, for they are bound to affect cash flows, expected returns and investment ...that ...
24
Oil price volatility forecast with mixture memory GARCH
... Typically, volatility of financial instruments and commodities in general, and of oil price returns in particular, are modeled by using Generalized Autoregressive Condi- tional Heteroskedasticity ...
34
Oil Price Volatility, Financial Institutions and Economic Growth
... through oil price volatility mitigation, there is also the well documented direct effect of financial development on output (see, for instance, Levine, ...
43
Oil price volatility, financial institutions and economic growth
... output volatility, and therefore increase energy ...of volatility, as the events of 2008 ...extreme oil price volatility as a source of nearly exogenous volatility, to study the ...
33
Time-Varying Oil Price Volatility and Macroeconomic Aggregates
... that oil price uncertainty is important for investment decisions when firms consider an irreversible ...of oil price volatility shocks with irreversible ...of oil encourages ...
39
Does long memory matter in forecasting oil price volatility?
... crude oil price ...the price of this ...crude oil price data, the long memory feature will be considered in the return and volatilities series, and the fractal markets hypothesis will ...
17
Coping with Oil Price Volatility
... Dollars to That in Chilean Pesos 20 4.2 GARCH Analysis of Returns of Logarithms of Nominal Monthly Prices in Chilean Pesos 21 4.3 Cumulative Cycles of Nominal Monthly Chilean Prices,[r] ...
174