Trade linkages and transmission of oil price fluctuations

B-Tier
Journal: Energy Policy
Year: 2019
Volume: 133
Issue: C

Authors (4)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study is an attempt to ascertain how oil price shock can affect a trade-linked system via monetary variables. To this end, a simultaneous equation model (SEM) was applied through a Weighted Two Stage Least Squares (W2SLS) estimation method to different countries (21 cases) with business relations over the period from Q1 2000 to Q4 2015. In the case of oil-exporting countries—consisting of Iran, Russian Federation, UAE, Indonesia, and Kazakhstan—the findings revealed that they totally benefit from oil price increases. In the case of oil-importing countries, the effects are more diverse. To derive a better interpretation, we divided them into four groups: European Union (EU) members (Germany, Italy, the Netherlands, and Poland); East and South East Asian nations (Japan; People's Republic of China; Republic of Korea; Viet Nam; Taipei China; Singapore; and Hong Kong, China); Commonwealth of Independent States (CIS) (Ukraine and Belarus) and others (the United States, India, and Turkey). The results showed that all these countries importing oil face a negative supply shock. Furthermore, the indirect effect coefficient almost received through trade for all these countries was positive.

Technical Details

RePEc Handle
repec:eee:enepol:v:133:y:2019:i:c:s0301421519304501
Journal Field
Energy
Author Count
4
Added to Database
2026-01-25