Oil shock and economic growth in Japan: A nonlinear approach

By Dayong Zhang. 2008

208 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/963dc4e1ecd2d16cc064bbfd8f4a9605632c1e3d

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Citations in the corpus

Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach (2015, background): “, significant events and energy policy changes (Chiou-Wei et al., 2008; Tang et al., 2014; Yu et al., 2015; Zhang, 2008).”
Macroeconomic impacts of oil price shocks in Asian economies (2015, background): “Zhang (2008) provides evidence that oil price changes and economic growth in Japan appear to have a nonlinear relationship.”
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models (2012, background): “Moreover, some recent studies have consistently documented that oil price changes affect economic activity and stock market returns in a nonlinear fashion (Ciner, 2001; Maghyereh and Al-Kandari, 2007; Zhang, 2008; Lardic and Mignon, 2008; Cologni and Manera, 2009).”
Economic analysis of coal price–electricity price adjustment in China based on the CGE model (2010, background): “Rafiq et al. (2009), Zhang (2008), and Huang et al. (2005) adopted different methods to investigate the relationship between oil price shock and economic growth, and found that oil price shocks exert an adverse impact on economic growth.”
Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010, background): “Some recent papers have shown that the link between oil and economic activity is not entirely linear and that negative oil price shocks (price increases) tend to have larger impacts on growth than positive shocks do (Hamilton, 2003; Lardic and Mignon, 2006; Zhang, 2008; Cologni and Manera, 2009).”
Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011, background): “There is also empirical evidence to suggest that economic activity and financial market returns are nonlinearly associated with oil price changes (Hamilton, 2003; Zhang, 2008; Cologni and Manera, 2009).”
Oil shocks and their impact on energy related stocks in China (2012, methodology): “Following this initial work, Helliwell et al. (1986), Mork (1989), Lee, Ni and Ratti (1995), Lee and Ni (2002), Hamilton (2003) and Zhang (2008) extended the analysis in various ways.”