能源經(jīng)濟(jì)學(xué)研討會(huì) 

【總第64期】

Exogenous Shocks and the Spillover Effects between the Macroeconomic Uncertainty and Oil Price

本次能源經(jīng)濟(jì)學(xué)研討會(huì)邀請(qǐng)到清華經(jīng)管經(jīng)濟(jì)系的博士生李蕾做學(xué)術(shù)演講。
時(shí)間：12月17日，星期四，12:00—13:00
地點(diǎn)：中國(guó)人民大學(xué)明德主樓623會(huì)議室
報(bào)告摘要：
This paper evaluates the information spillover between macroeconomic uncertainty and the
oil price before and after the 2008 global financial crisis, and the effects of exogenous shocks on the pattern of information spillover. In particular, we investigate mean and volatility spillovers between macroeconomic uncertainty and the oil price with and without exogenous shocks by using a bivariate EGARCH model. There are two main findings in our paper. First, the evidence ensures the information transmission between macroeconomic uncertainty index and the oil price, and shows remarkable differences in transmission patterns before and after the crisis. Second, the results show that exogenous shocks can intensify information transmission between oil price and uncertainty index in terms of both the mean and volatility spillover effects. Moreover, exogenous shocks exhibit direct spillover effects on oil price.
作者簡(jiǎn)介： 
李蕾，清華經(jīng)管經(jīng)濟(jì)系博士生，主要研究方向是發(fā)展經(jīng)濟(jì)學(xué)。博士階段的主要研究國(guó)際貿(mào)易自由化對(duì)收入分配的影響。在論文發(fā)表上，目前有3篇SSCI、1篇EI和4篇CSSCI，另有6篇工作論文。3篇SSCI發(fā)表在Journal of Economic Perspectives、 Economics Letters、Energy Economics。4篇CSSCI分別發(fā)表在《經(jīng)濟(jì)研究》、《經(jīng)濟(jì)學(xué)季刊》、《數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究》和《統(tǒng)計(jì)與決策》上。
能源經(jīng)濟(jì)學(xué)研討會(huì)（Energy Economics Seminar）由中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院能源經(jīng)濟(jì)系定期推出，旨在為研究中國(guó)能源經(jīng)濟(jì)問(wèn)題的學(xué)者提供交流的平臺(tái)。 

 聯(lián)系人：宋楓（songfeng@ruc.edu.cn）  

中國(guó)人民大學(xué) 經(jīng)濟(jì)學(xué)院能源經(jīng)濟(jì)系