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Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU
dc.contributor.author | Cuestas, Juan Carlos | |
dc.contributor.author | Monfort Bellido, Mercedes | |
dc.contributor.author | Ordonez, Javier | |
dc.date.accessioned | 2023-12-21T14:16:41Z | |
dc.date.available | 2023-12-21T14:16:41Z | |
dc.date.issued | 2024 | |
dc.identifier.citation | CUESTAS, Juan Carlos; MONFORT, Mercedes; ORDÓÑEZ, Javier. Gas price shocks, the current account, and the real exchange rate: an empirical analysis for the EU. Finance Research Letters, 2023, 104840. | ca_CA |
dc.identifier.issn | 1544-6123 | |
dc.identifier.issn | 1544-6131 | |
dc.identifier.uri | http://hdl.handle.net/10234/205259 | |
dc.description.abstract | The aim of this paper is to analyse how gas price shocks affect the real exchange rate (RER) and the current account (CA) for a panel of countries from the EU28. We estimate VAR models and account for the possibility of asymmetric effects in gas price shocks. Our results show that the effects on the RER and CA are short-lived and that there are asymmetries in some cases. | ca_CA |
dc.description.sponsorShip | Funding for open access charge: CRUE-Universitat Jaume I | |
dc.format.extent | 13 p. | ca_CA |
dc.format.mimetype | application/pdf | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | Elsevier | ca_CA |
dc.relation.isPartOf | Finance Research Letters, 2023, 104840. | ca_CA |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | ca_CA |
dc.subject | Real exchange rates | ca_CA |
dc.subject | Current account | ca_CA |
dc.subject | Gas prices | ca_CA |
dc.subject | Asymmetries | ca_CA |
dc.title | Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU | ca_CA |
dc.type | info:eu-repo/semantics/article | ca_CA |
dc.subject.jel | C22 | ca_CA |
dc.subject.jel | F15 | ca_CA |
dc.identifier.doi | https://doi.org/10.1016/j.frl.2023.104840 | |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca_CA |
dc.type.version | info:eu-repo/semantics/publishedVersion | ca_CA |
project.funder.name | Universitat Jaume I | ca_CA |
project.funder.name | Generalitat Valencia | ca_CA |
oaire.awardNumber | UJI-B2022-03 | ca_CA |
oaire.awardNumber | AICO 2021/005 | ca_CA |
oaire.awardNumber | UJI-B2020-16 | ca_CA |
oaire.awardNumber | CIPROM/2022/50 | ca_CA |
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