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In this paper, we provide direct evidence for an increasingly critical role of China in the world oil markets. Specifically, our empirical results confirm that the influence of China's oil demand on…
13 March 2023 | Peer Reviewed | VietnamThis paper evaluates the real-time forecast performance of alternative Bayesian autoregressive (AR) and vector autoregressive (VAR) models for the Australian macroeconomy. To this end, we construct an…
30 December 2022 | Peer Reviewed | VietnamThis paper investigates the uncertainty-dependent and sign-dependent effects of the oil market fundamental shocks, namely supply, aggregate demand and oil-specific demand shocks. We do so by first…
9 September 2022 | Peer Reviewed | VietnamContemporary structural models of the global market for crude oil jointly specify precautionary and speculative demand shocks as a composite shock, named a storage demand shock. We resolve this…
7 June 2022 | Peer Reviewed | VietnamDistinctive regional characteristics in different natural gas markets have increased the difficulty in accurately forecasting natural gas prices. Moreover, the natural gas markets have experienced…
6 January 2022 | Peer Reviewed | VietnamThis paper investigates the uncertainty-dependent and sign-dependent effects of the oil market fundamental shocks, namely supply, aggregate demand and oil-specific demand shocks. We do so by first…
6 January 2022 | Peer Reviewed | VietnamWe investigate the relationship between China's macroeconomic performance and the world oil market over the past two decades. Unlike existing studies, we allow for possible regime changes by utilizing…
16 March 2021 | Peer Reviewed | VietnamThis paper provides new empirical evidence on the asymmetric reactions of the US natural gas market and US economy to its market fundamental shocks. We find that results based on a smooth transition…
1 May 2020 | Peer Reviewed | VietnamOver the past three decades, the US natural gas market has witnessed significant changes. Utilizing a standard Bayesian model comparison method, this paper formally determines four regimes existing in…
1 May 2020 | Peer Reviewed | VietnamIn this paper, we examine the effects of world energy price shocks on China's macroeconomy over the past two decades. We begin by showing that the use of oil prices as a proxy for more general energy…
1 May 2020 | Peer Reviewed | Vietnam