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Record W4405984712 · doi:10.33423/jmpp.v25i4.7460

Hedging Oil Shocks in Monetary Policy

2024· article· en· W4405984712 on OpenAlexaboutno aff
Daraboth Rith

Bibliographic record

VenueJournal of Management Policy and Practice · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsMonetary policyEconomicsVariance decomposition of forecast errorsVector autoregressionStructural vector autoregressionMonetary economicsOil priceShock (circulatory)Impulse responseCrude oilMacroeconomicsEconometrics

Abstract

fetched live from OpenAlex

Significant fluctuations in crude oil prices draw attention from policymakers, academics, and practitioners. These fluctuations often arise from global demand changes, supply disruptions, or precautionary motives, prompting critical questions about monetary policy responses. Understanding the interplay between oil shocks and monetary policy requires examining central bank actions and their economic impacts. This study investigates monetary policy responses to oil shocks since the 1990s using Structural Vector Autoregression, Impulse Response Functions, and Variance Decomposition. These methods reveal dynamic relationships between crude oil prices, inflation rates, and monetary policy rates. The findings highlight distinct responses among countries. Major oil importers like the U.S. and China significantly raise policy rates in response to oil shocks, while Japan shows a more modest reaction. Among oil-exporting nations, Saudi Arabia and Canada respond swiftly and substantially, whereas Nigeria adopts an unconventional approach, loosening monetary policy after an oil shock. These variations underscore the complex interactions between oil prices and monetary policy globally.

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)0.002
metaresearch head score (Gemma)0.008
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: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.003
Threshold uncertainty score0.009

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.008
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0030.002
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.028
GPT teacher head0.295
Teacher spread0.266 · 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

Citations1
Published2024
Admission routes1
Has abstractyes

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