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Iranian Economic Review، جلد ۲۱، شماره ۳، صفحات ۵۱۹-۵۴۱
عنوان فارسی
چکیده فارسی مقاله
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عنوان انگلیسی Historical and Variance Decomposition for Oil Price, Oil Consumption, OPEC and Non-OPEC Oil Production
چکیده انگلیسی مقاله Abstract I n this paper, the behavior of the real oil price and OPEC and non-OPEC oil production during 1973-2013 are modelled. Interactions among OPEC, non-OPEC oil production, global oil consumption, and the real price of crude oil are estimated using a Structural VAR model (SVAR). After providing evidence for the structural breaks in oil price in 1996, the results indicate that, according to variance decomposition analysis, during the two periods of 1996-1973 and 2013-1997, OPEC oil production responded significantly to positive shocks of global oil consumption and non-OPEC oil production responded significantly to shocks of OPEC oil production. During the OPEC era (1973-1996), real oil price responded significantly to positive shocks of OPEC oil production and during the new industrial age (1997-2013) responded significantly to positive shocks of global oil consumption. According to historical decomposition, the cumulative effects of structural shocks of non-OPEC oil production and price on OPEC oil production are greater than the cumulative effects of structural shocks of OPEC oil production and real oil price on non-OPEC oil production .Also, cumulative effects of structural shocks of OPEC oil production on real oil price are greater than cumulative effect of structural shocks of non-OPEC oil production on real oil price.
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نویسندگان مقاله سمیه اعظمی |
department of economics, faculty of social science and education, razi university, kermanshah, iran
سازمان اصلی تایید شده: دانشگاه رازی (Razi university)

شهرام فتاحی |
department of economics, faculty of social science and education, razi university, kermanshah, iran
سازمان اصلی تایید شده: دانشگاه رازی (Razi university)

مهدی رضایی |
department of economics, faculty of social science and education, razi university, kermanshah, iran
سازمان اصلی تایید شده: دانشگاه رازی (Razi university)

نشانی اینترنتی http://ier.ut.ac.ir/article_62938_b825d016f261f746ac1d61b5f6bf91bd.pdf
فایل مقاله اشکال در دسترسی به فایل - ./files/site1/rds_journals/434/article-434-428645.pdf
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