Redirigiendo al acceso original de articulo en 23 segundos...
ARTÍCULO
TITULO

The Asymmetric Effects of Fluctuations in Oil Prices on the Performance of the Libyan Economy: A VAR Approach

Haytem Ahmed Troug    
Matt Murray    

Resumen

This paper examines the presence of asymmetry in the response of the Libyan economy to fluctuations in oil prices, subsequent to discovery of oil in the country. Three Vector Autoregressive (VAR) models are illustrated and estimated along with a multivariate rolling VAR approach. All sectors are found to react asymmetrically to shocks in oil prices over the 1962-2012 period. The magnitude of the adverse effect of the negative oil shocks on the manufacturing and agriculture sector appears to outweigh the positive effect of the positive oil shocks. The services sector, on the other hand, is able to overcome the shocks of the oil prices, due to absence of external competition. In addition, the results of the Multivariate rolling VAR highlight the existence of structural changes in the relationship between sectors of the Libyan economy and oil prices. The essay recommends implementing fiscal policy reform to de-link the real sector from fluctuations in oil prices. It also advises promoting the development of the financial sector in order for it to contribute in the diversification of the economy.Keywords: Asymmetric Shocks; Oil Prices; Fiscal Policy; Management of Natural Resources.JEL Classification: E62; O13; H54.DOI: https://doi.org/10.32479/ijefi.10269

 Artículos similares

       
 
John Weirstrass Muteba Mwamba and Sutene Mwambetania Mwambi    
This paper investigates the dynamic tail dependence risk between BRICS economies and the world energy market, in the context of the COVID-19 financial crisis of 2020, in order to determine optimal investment decisions based on risk metrics. For this purp... ver más

 
Hatice Erkekoglu,Aweng Peter Majok Garang,Adire Simon Deng     Pág. 268 - 281
Symmetric and asymmetric GARCH models-GARCH (1,1); PARCH(1;1); EGARCH(1,1,); TARCH(1,1) and IGARCH(1,1)- were used to examine stylized facts of daily USD/UGX return series from September 1st, 2005 to August 30th, 2018. Modeling and forecasting were perfo... ver más

 
Omer Ahmed Sayed Mohamed,Faiza Omer Mohammed Elmahgop     Pág. 209 - 215
This study investigates asymmetry in the effect of the exchange rate on the Sudanese stock market prices. We applied the Nonlinear ARDL model by Shin et al. (2014) to monthly data for the period from September 2003 to September 2019, using inflation, mon... ver más

 
Salma Zaiane,Rabeb Jrad     Pág. 245 - 254
The paper investigates the dynamic linkages between exchange rate (against US dollar) and the stock market (local currency) of Tunisia from January 2004 to April 2017. In particular, the paper tries to answer if there are any correlations between these v... ver más

 
Eduardo Rosas Rojas,Teresa López González     Pág. 349 - 372
This research paper examines the relationship between inflation and inflation uncertainty for the Mexican economy during the period from January 1969 to February 2017. Using SARMA-GARCH models and their extensions (GJR-GARCH-M and E-GARCH-M), the study e... ver más