Yıl 2018, Cilt 2, Sayı 2, Sayfalar 15 - 36 2018-05-31

The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data

Onur POLAT [1]

80 119

This study examines linkages between daily oıl price dynamics and financial stress. We analyze the dynamic interaction mechanism between daily WTI crude oil prices and financial stress index of the United States developed by Polat (2017) with Structural VAR model in 01/10/1993 - 11/18/2016 period. The empirical results of the study suggest that there exist a significant relationship between oil price dynamics and financial stress and the relationship is dominated by the short-run.
Oil Price Shocks, Financial Stress Index, SVAR, DCC-GARCH
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Birincil Dil en
Konular İşletme
Yayımlanma Tarihi 2018
Dergi Bölümü Makaleler

Orcid: 0000-0002-7170-4254
Yazar: Onur POLAT (Sorumlu Yazar)
Ülke: Turkey

Bibtex @araştırma makalesi { fsecon401016, journal = {Fiscaoeconomia}, issn = {}, eissn = {2564-7504}, address = {Ahmet Arif EREN}, year = {2018}, volume = {2}, pages = {15 - 36}, doi = {10.25295/fsecon.2018.02.002}, title = {The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data}, key = {cite}, author = {POLAT, Onur} }
APA POLAT, O . (2018). The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data. Fiscaoeconomia, 2 (2), 15-36. DOI: 10.25295/fsecon.2018.02.002
MLA POLAT, O . "The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data". Fiscaoeconomia 2 (2018): 15-36 <http://dergipark.gov.tr/fsecon/issue/37017/401016>
Chicago POLAT, O . "The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data". Fiscaoeconomia 2 (2018): 15-36
RIS TY - JOUR T1 - The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data AU - Onur POLAT Y1 - 2018 PY - 2018 N1 - doi: 10.25295/fsecon.2018.02.002 DO - 10.25295/fsecon.2018.02.002 T2 - Fiscaoeconomia JF - Journal JO - JOR SP - 15 EP - 36 VL - 2 IS - 2 SN - -2564-7504 M3 - doi: 10.25295/fsecon.2018.02.002 UR - http://dx.doi.org/10.25295/fsecon.2018.02.002 Y2 - 2018 ER -
EndNote %0 Fiscaoeconomia The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data %A Onur POLAT %T The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data %D 2018 %J Fiscaoeconomia %P -2564-7504 %V 2 %N 2 %R doi: 10.25295/fsecon.2018.02.002 %U 10.25295/fsecon.2018.02.002
ISNAD POLAT, Onur . "The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data". Fiscaoeconomia 2 / 2 (Mayıs 2018): 15-36. http://dx.doi.org/10.25295/fsecon.2018.02.002