Have a personal or library account? Click to login
The impact of international energy price on Romanian macroeconomic Cover

The impact of international energy price on Romanian macroeconomic

By: Yukun Xiao  
Open Access
|Sep 2017

References

  1. [1] Hiro Y. Toda, Taku Yamamoto. Statistical inference in vector autoregressions with possibly integrated processes[J]. Journal of Econometrics, 1995, 66(1): 225-25010.1016/0304-4076(94)01616-8
  2. [2] Juncal Cuñado, Fernando Pérez de Gracia. Do oil price shocks matter? : Evidence for some European countries[J]. Energy Economics, 2003, 25(2): 137-15410.1016/S0140-9883(02)00099-3
  3. [3] Sandrine Lardic, Vale’rie Mignon. The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration[J]. Energy Policy, 2006, (34): 3910-391510.1016/j.enpol.2005.09.019
  4. [4] Frederick van der Ploeg, Steven Poelhekke. Volatility and the natural resource curse[J]. Oxford Economic Papers, 2009, (61): 727-76010.1093/oep/gpp027
  5. [5] Rania Jammazi. Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach[J]. Energy, 2012, (37): 430-45410.1016/j.energy.2011.11.011
  6. [6] Mohamed El Hedi Arouri, Jamel Jouini, Jamel Jouini. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness[J]. Energy Economics, 2012, (34): 611-61710.1016/j.eneco.2011.08.009
  7. [7] F. Javier Sánchez-Vidal. High debt companies’ leverage determinants in Spain: A quantile regression approach[J]. Economic Modelling, 2014, (36): 455-46510.1016/j.econmod.2013.08.043
  8. [8] Christiane Baumeister, Lutz Kilian. Do oil price increases cause higher food prices[J]. Econ Policy, 2014, 80(29): 691-74710.1111/1468-0327.12039
  9. [9] Aymen Belgacem, Anna Creti, Khaled Guesmi & Amine Lahiani. Volatility spillovers and macroeconomic announcements: evidence from crude oil markets[J]. Applied Economics, 2015, (13): 2974-298410.1080/00036846.2015.1011316
  10. [10] Nikanor I. Volkov, Ky-hyang Yuhn. Oil price shocks and exchange rate movements[J]. Global Finance Journal, 2016, (31): 18-3010.1016/j.gfj.2016.11.001
  11. [11] Angham Ben Brayek, Saber Sebai, Kamel Naoui. A study of the interactive relationship between oil price and exchange rate: A copula approach and a DCC-MGARCH model[J]. The Journal of Economic Asymmetries, 2015, (12): 173-18910.1016/j.jeca.2015.09.002
  12. [12] Vitaly Pershin, Juan Carlos Molero, Fernando Perez de Gracia. Exploring the oil prices and exchange rates nexus in some African economies[J]. ScienceDirect, 2016, (38): 166-18010.1016/j.jpolmod.2015.11.001
  13. [13] Pantelis Capros, Leonidas Paroussos, Ioannis Charalampidis and Kostas Fragkiadakis, Panagiotis, Karkatsoulis, Stella, Tsani. Assessment of the macroeconomic and sectoral effects of higher electricity and gas prices in the EU: A general equilibrium modeling approach[J]. Energy Strategy Reviews, 2016, (9): 18-2710.1016/j.esr.2015.11.002
  14. [14] Scott W. Hegerty. Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets[J]. North American Journal of Economics and Finance, 2016, (35): 23-2710.1016/j.najef.2015.10.014
  15. [15] Muntazir Hussain, Gilney Figueira Zebende, Usman, Bashir, Ding Donghong. Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach[J]. Physica A, 2017, (465): 338-34610.1016/j.physa.2016.08.056
  16. [16] Claudio Morana. Macroeconomic and financial effects of oil price shocks: Evidence for the euro area[J]. Economic Modelling, 2017, (64): 82-9610.1016/j.econmod.2017.03.016
  17. [17] Sánchez-Vidal, F. Javier. “ High debt companies’ lever age determinants in Spain: A quantile regression approach”, Economic Modelling, Volume 36, January 2014, Pages 455-46510.1016/j.econmod.2013.08.043
DOI: https://doi.org/10.1515/hjbpa-2017-0017 | Journal eISSN: 2067-9785 | Journal ISSN: 2457-5720
Language: English
Page range: 97 - 105
Published on: Sep 9, 2017
Published by: Association Holistic Research Academic (Hora)
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2017 Yukun Xiao, published by Association Holistic Research Academic (Hora)
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.