The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches

被引:0
|
作者
Salem, Leila Ben [1 ]
Nouira, Ridha [2 ]
Jeguirim, Khaled [2 ]
Rault, Christophe [3 ,4 ,5 ]
机构
[1] LAMIDED University of Sousse, Tunisia
[2] University of Monastir, Tunisia
[3] LEO, Université d’Orléans, CNRS UMR 7322, Faculté de Droit, d’Economie et de Gestion, Rue de Blois - B.P. 6739, Orléans,45067 Cedex 2, France
[4] CESifo, Germany
[5] IZA, Germany
来源
SSRN | 2022年
关键词
Compendex;
D O I
暂无
中图分类号
学科分类号
摘要
COVID-19
引用
收藏
相关论文
共 50 条
  • [31] Macroeconomic determinants of saving in South Asia: Evidence from panel ARDL
    Munir, Kashif
    INTERNATIONAL JOURNAL OF ADVANCED AND APPLIED SCIENCES, 2023, 10 (01): : 41 - 47
  • [32] Assessing the impact of global oil prices on domestic price levels in Thailand: A nonlinear ARDL investigation
    Jatuporn, Chalermpon
    ENERGY NEXUS, 2024, 14
  • [33] New Insights into Domestic Price Drivers of Crude Oil Futures Markets: Evidence from Quantile ARDL Approach
    Shao, Hao-Lin
    Shao, Ying-Hui
    Yang, Yan-Hong
    FLUCTUATION AND NOISE LETTERS, 2024, 23 (06):
  • [34] Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model
    Khan, Muhammad Kamran
    Teng, Jian-Zhou
    Khan, Muhammad Imran
    PLOS ONE, 2019, 14 (06):
  • [35] Response of Ethiopian coffee price to the world coffee price: Evidence from dynamic ARDL simulations and nonlinear ARDL cointegration
    Hundie, Shemelis Kebede
    Biratu, Bane
    COGENT ECONOMICS & FINANCE, 2022, 10 (01):
  • [36] The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration
    Tursoy, Turgut
    Faisal, Faisal
    RESOURCES POLICY, 2018, 55 : 49 - 54
  • [37] The nexus between foreign exchange and external debt in Indonesia: evidence from linear and nonlinear ARDL approaches
    Nazamuddin, B. S.
    Wahyuni, Sri Sukma
    Fakhruddin, F.
    Fitriyani, F.
    JOURNAL OF THE ASIA PACIFIC ECONOMY, 2024, 29 (02) : 810 - 836
  • [38] The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches
    Zhang, Xiang
    Baek, Jungho
    ENERGY ECONOMICS, 2022, 112
  • [39] Oil price and inflation in Algeria: A nonlinear ARDL approach
    Lacheheb, Miloud
    Sirag, Abdalla
    QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2019, 73 : 217 - 222
  • [40] On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach
    Arfaoui, Mongi
    JOURNAL OF COMMODITY MARKETS, 2018, 11 : 48 - 58