...-movement and volatility spillover between crude oil and agricultural commodities in India, considering the recent COVID-19 pandemic. Design/methodology/approach To achieve this, the authors use daily data on oil prices and six agricultural commodity futures: castor seed, cotton seed, mustard seed...

... series analysis Coal Regression Crude oil Econometric Autoregressive Fossil fuel Modelling Natural gas India is the third largest consumer of primary energy commodities, which are coal, crude oil and natural gas (IEA, 2021a , 2021b , 2021c). The data suggests that India is a major...

... Regression Least square estimation Crude oil Econometric M41 G34 O16 D53 Despite evidence of reduced earnings-management incentives during economic slowdowns, alternative research suggests otherwise. Liao et al. (2013) indicate that information asymmetry increases during periods...

... only Efficiency Network DEA Oil industry Energy sector Modeling Neural networks Dynamic programming Crude oil C14 C61 C67 Q49 The oil sector has been an important part of the national economy, essentially as a complement to industrial economic growth because of the fact...

...) Is there any extreme value dependence between the crude oil and macroeconomic variables? If yes, (ii) is the dependence symmetric or asymmetric? Finally, (iii) can this dependence be driven by the phases of the economic cycle? Huthaifa Alqaralleh can be contacted at: huthaifa89@mutah.edu.jo 20 02...

... in Ghana. This might be due to the fact that commercial production of crude oil started not long ago in Ghana. This paper aims to examine the causal relationship between oil resource rent and economic growth for the period of 2011 to 2020 in Ghana. Design/methodology/approach The study incorporates...

... lag (ARDL) bound co-integration test to examine the long-run association among international crude oil, exchange rate and Norwegian stock market. Further to test the causality, Toda–Yamamoto Granger causality test is used. Daily data ranging from 1 January, 2011 to 31 December, 2018 is used...

... Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Oil markets Shale oil Frac count Time series analysis Crude oil Autoregressive Non-conventional oil Q40 Q41 Q43, Q49 Tight oil is generally found under low permeability formations...

... 2021 09 05 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Co-integration Energy sector Econometric Crude oil Agricultural Correlation analysis Dynamic regression Nonlinear programming The current issue is to investigate...

..., this paper based on Indian experience would be justified. Energy sector Crude oil Econometric Structural vector auto-regressive model Oil price shock Asymmetry C22 Q43 The global market for crude oil had witnessed many episodes of unexpected ups and downs over the past 40 years [ 1...

... the economy has fared in its domestic food prices exposure to happenings in the crude oil market, coupled with how the magnitude of oil price transmission to food prices has varied across time frequencies. Studies in developing economies have examined oil–food price pass-through using various econometric...

... analysis Crude oil Econometric Nonlinear programming Autoregressive Oil markets compose 34.2 per cent of the world’s total energy consumption, far more than any other single source of energy production (BP Statistics Review of World Energy, 2017). Global economic growth is dependent...

... responsibilities to ensure stabilities in macroeconomic indicators so that the variations in oil price which serves as a crucial input for many economic activities will have little or no adverse effect on the general price level of the economy. Co-integration Forecasting Econometric Crude oil...

...). Specifically, the findings of Mork (1989) show that if separate coefficients on the increases and decreases of oil prices are estimated, the coefficients on the decreases in oil prices are statistically insignificant. Regression Crude oil Structural breaks Asymmetry Inflation Dynamic regression...

.... As sourced from the Commodity Price Data Bank of the World Bank, global agricultural price index fell by 45.6 per cent from 1960 to 2000, whereas between 2001 and 2013, the index rose by 63.5 per cent. This joint movement leaves policymakers with the conflicting question of whether crude oil price...

...), Africa’s oil reserves have grown by 120 per cent in the past 30 years, from US$57b in 1980 to US$124bn barrels in 2012. In 2010, Africa contributed 12.4 per cent of global crude oil production (Africa, 2013). Africa’s growth has principally been driven by high prices of commodities such as oil. Similar...

...Anyssa Trimech Purpose This paper aims to investigate the pattern of dependence between crude oil price and energy consumption of the most important economic sectors in the USA, over different time periods, using monthly data set from January 1986 to July 2014 and a comparative study between...

... 2016 Emerald Group Publishing Limited Licensed re-use rights only Interviews Crude oil Literature review Supply chain management Business networks Focus groups Extractive industries Industrial linkages Local content The possession of abundant natural resources such as oil...

...Musibau Adetunji Babatunde Purpose – This study aims to examine the relationship between the oil price and the exchange rate for Nigeria between January 1997 and December 2012. Previous empirical studies revealed an ambiguous relationship between crude oil prices and exchange rates, a reason...

...) represent how shocks and volatility are transmitted across markets. © Emerald Group Publishing Limited 2014 Crisis management Time series analysis Correlation analysis Crude oil Econometric The crisis in the US financial market is seen today as one of the biggest financial crises...