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The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach

Citations

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  1. Pan, Zhaoshuai & Guo, Jiaxing, 2025. "External uncertainty and raw material price in energy transition: Implications for green development," Renewable Energy, Elsevier, vol. 241(C).
  2. Rufei Zhang & Haizhen Zhang & Wang Gao & Ting Li & Shixiong Yang, 2022. "The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective," Sustainability, MDPI, vol. 14(14), pages 1-20, July.
  3. Tsai, I-Chun & Chen, Han-Bo & Lin, Che-Chun, 2024. "The ability of energy commodities to hedge the dynamic risk of epidemic black swans," Resources Policy, Elsevier, vol. 89(C).
  4. Zhang, Yuanyuan & Chan, Stephen & Lord, Nicholas & Chu, Jeffrey & Yang, Hanfang & Chandrashekhar, Durga & Liao, Xin & Li, Qin, 2025. "Network transitions in the cryptocurrency market: The impact of regional conflicts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
  5. Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024. "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 789-810.
  6. Lin, Jie & Xiao, Hao & Chai, Jian, 2023. "Dynamic effects and driving intermediations of oil price shocks on major economies," Energy Economics, Elsevier, vol. 124(C).
  7. Hong, Yanran & Cao, Shijiao & Xu, Pengfei & Pan, Zhigang, 2024. "Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective," International Review of Financial Analysis, Elsevier, vol. 91(C).
  8. Zhong, Meirui & Zhang, Rui & Ren, Xiaohang, 2023. "The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 123(C).
  9. Zhong, Yufei & Chen, Xuesheng & Wang, Chengfang & Wang, Zhixian & Zhang, Yuchen, 2023. "The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty," Energy Economics, Elsevier, vol. 128(C).
  10. Sohag, Kazi & Hassan, M. Kabir & Kalina, Irina & Mariev, Oleg, 2023. "The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks," Energy Economics, Elsevier, vol. 123(C).
  11. Gelain, Paolo & Lorusso, Marco, 2025. "Oil price fluctuations, US banks, and macroprudential policy," Journal of Monetary Economics, Elsevier, vol. 156(C).
  12. Zhong, Yufei & Chen, Xuesheng & Wang, Zhixian & Lin, Regina Fang-Ying, 2024. "The nexus among artificial intelligence, supply chain and energy sustainability: A time-varying analysis," Energy Economics, Elsevier, vol. 132(C).
  13. Saadaoui, Zied & BOUFATEH, Talel & JIAO, Zhilun, 2023. "On the transmission of oil supply and demand shocks to CO2 emissions in the US by considering uncertainty: A time-varying perspective," Resources Policy, Elsevier, vol. 85(PB).
  14. Oguzhan Ozcelebi & Jose Pérez-Montiel & Sang Hoon Kang, 2025. "Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-31, December.
  15. Marzioni, Stefano & Murè, Pina & Paccione, Cosimo & Spallone, Marco, 2025. "Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries," Energy Economics, Elsevier, vol. 145(C).
  16. Chen, Yufeng & Wang, Chuwen & Miao, Jiafeng, 2025. "Marginal impact of European gas shocks on EU inflation variations: Evidence from a TVP-SVAR-SV approach," Economic Analysis and Policy, Elsevier, vol. 88(C), pages 1525-1543.
  17. Wang, Xiaoqing & Safi, Adnan & Wang, Su & Zhang, Yifei, 2026. "How does carbon market react to economic policy uncertainty and oil price shocks? New evidence from a time-varying perspective," International Review of Economics & Finance, Elsevier, vol. 105(C).
  18. Yang, Cai & Zhang, Hongwei & Qin, Yun & Niu, Zibo, 2024. "Partisan conflict, trade policy uncertainty, and the energy market," Research in International Business and Finance, Elsevier, vol. 71(C).
  19. Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024. "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, vol. 306(C).
  20. Irfanullah Khan & Muhammad Tayyab & Faheem Ur Rehman, 2026. "Exploring global contagion in artificial Intelligence, supply chain pressure, oil price, and economic policy uncertainty: insights from a bayesian TVP-SV-VAR model," Economic Change and Restructuring, Springer, vol. 59(1), pages 1-34, February.
  21. Anna Parziale & Andrea Gatto, 2025. "Economic challenges from carbon intensity reduction and energy transition: oil demand shocks, business profitability and market structures," International Environmental Agreements: Politics, Law and Economics, Springer, vol. 25(4), pages 669-691, December.
  22. Shahzad, Umer & Orsi, Bianca & Sharma, Gagan Deep, 2024. "Managing inflation expectations and the efficiency of monetary policy responses to energy crises," Energy Economics, Elsevier, vol. 133(C).
  23. Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A. & Rehman, Mobeen & McMillan, David G., 2023. "Oil price shocks and stock–bond correlation," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  24. Enilov, Martin & Delantar, Edna & Parhi, Mamata, 2026. "The predictive effects of Fintech-ESG dynamic interdependence: A global perspective on Cleantech energy transition risk," Energy Economics, Elsevier, vol. 153(C).
  25. Xiao Liu & Yunzhe Hu & Fang Liu & Rongxi Zhou, 2025. "Monetary Policy and Liquidity of the Bond Market—Evidence from the Chinese Local Government Bond Market," Mathematics, MDPI, vol. 13(16), pages 1-26, August.
  26. Yang, Tianle & Dong, Qingyuan & Du, Min & Du, Qunyang, 2023. "Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach," Energy Economics, Elsevier, vol. 127(PB).
  27. Ge, Zhenyu & Sun, Yang, 2024. "Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, vol. 92(C).
  28. Lin, Xiang & Li, Xiaoying, 2025. "A study on anchoring Swedish inflation expectations in times of turbulence," Energy Economics, Elsevier, vol. 144(C).
  29. Aslam, Adnan, 2026. "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, vol. 185(C).
  30. Ni, Jianhui & Ruan, Jia, 2024. "Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
  31. Yushi Xu & Baifan Chen & Jionghao Huang & Qingsha Hu & Shuning Kong, 2024. "Time–frequency connectedness between heterogeneous oil price shocks and inflation: a comparative analysis of developed and emerging economies," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-42, December.
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