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Oil price dynamics and market-based inflation expectations
Journal article   Peer reviewed

Oil price dynamics and market-based inflation expectations

Shawkat Hammoudeh and Juan C. Reboredo
Energy economics, v 75, pp 484-491
01 Sep 2018

Abstract

Business & Economics Economics Social Sciences
We examine the link between oil prices and market-based inflation expectations in the United States. Using a Gaussian affine term structure model, we decompose the breakeven inflation into three components: the market-based inflation expectations, the inflation risk premium and the liquidity risk premium. We show that oil prices have a nonlinear impact on the 5- and 10-year market-based inflation expectation components. Specifically, we find that the impact of oil price changes on inflation expectations is more intense when oil prices are above a threshold of 67 USD per barrel and is more pervasive for the intermediate term than for the longer term. Furthermore, we show that oil prices have a nonlinear impact on the inflation risk premium. These results have implications for the management of inflation expectations. (C) 2018 Elsevier B.V. All rights reserved.

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Economics
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