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Record W2075872340 · doi:10.1109/wicom.2008.1915

Empirical Research on the Interaction Between Oil Price Shock and World Economic Activity

2008· article· en· W2075872340 on OpenAlexaboutno aff
Naikun Hou, QI Zhong-ying

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsCointegrationOil priceEconomicsShock (circulatory)Variance decomposition of forecast errorsQuarter (Canadian coin)EconometricsWorld economyVariance (accounting)Vector autoregressionPrice levelEconomyMacroeconomicsMonetary economicsGeography

Abstract

fetched live from OpenAlex

Although the research on the relation between oil price shock and economic growth have emerged in a large amount since the 1970s, there has been little empirical research on the interaction between oil price shock and world economic activity. In this paper, the unit roots test with two structural breaks and VAR model are used to study the interaction from the first quarter of 1970 to the fourth quarter of 2007. The empirical results indicate: the oil price and world GDP series are both nonstationary with two structural breaks and their interaction is remarkably different in different phases. The response of oil price to world economy is stronger than the opposite one and there is no cointegration relationship. There exists significantly bidirectional causal relationship in the first and fourth phases. The contribution of oil price to the variance decomposition of world economy occupies only a small proportion in all phases. But the contribution of world economy to the variance decomposition of oil price surpasses its own after periods in the second and fourth phases. Overall, the interaction between oil price and world economy changes along with different phases.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.009
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.005
Threshold uncertainty score0.015

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.009
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.006
Science and technology studies0.0000.000
Scholarly communication0.0010.002
Open science0.0000.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.219
GPT teacher head0.363
Teacher spread0.145 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2008
Admission routes1
Has abstractyes

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