Quarterly Publication
Oil and Gas Economics and Management
The Impact of Oil Price Movements on Bank Nonperforming Loans (NPLs): The Case of Iran

Ameneh Nadalizadeh; Kambiz Kiani; Shamseddin Hoseini; Kambiz Peykarjou

Volume 3, Issue 1 , March 2019, , Pages 63-78


  It is generally believed that macroeconomic and financial performance in oil exporting countries is interlinked to oil price movements. Regarding that assumption, the present study aims to examine the impact of oil price movements on bank nonperforming loans (NPLs) ,as a criterion for evaluation of bank ...  Read More

The effect of crude oil futures price on risk premium volatilities in the futures market

Mirhossein Mousavi; Mohammad Mazraati

Volume 1, Issue 1 , November 2017, , Pages 3-8

  This paper explores the impact of crude oil futures prices on risk premium volatilities in the NYMEX futures market. For this purpose, the ARCH and GARCH methods are used to model risk premium volatilities and explore how crude oil futures prices influence the risk premium volatilities in futures contract ...  Read More