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Nooman Rebei
;
Rashid Sbia

transitory and permanent shocks in the global market for crude oil (replication data)

This paper documents the determinants of real oil price in the global market based on an empirical model embedding transitory and permanent shocks. We find evidence of significant differences in the propagation mechanisms of transitory versus permanent disturbances, pointing to the importance of disentangling their distinct effects. Permanent supply shocks are found to be very influential in driving oil price fluctuations.

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Rebei, Nooman; Sbia, Rashid (2021): Transitory and permanent shocks in the global market for crude oil (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022327.072011

Related Publication

Rebei, N. and Sbia, R. (2021), Transitory And Permanent Shocks In The Global Market For Crude Oil, Journal of Applied Econometrics, 36(7), 1047-1064. https://doi.org/10.1002/jae.2863

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