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Lance Bachmeier

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:

    Mentioned in:

    1. Seven Questions About The Recent Oil Price Slump
      by iMFdirect in iMFdirect on 2014-12-22 22:18:37
    2. Announcing the Formation of Climate Economics: A New Climate Resilience Consulting Firm
      by Matthew E. Kahn in Environmental and Urban Economics on 2020-10-08 18:28:00

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Lance J. Bachmeier & James M. Griffin, 2003. "New Evidence on Asymmetric Gasoline Price Responses," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 772-776, August.

    Mentioned in:

    1. New Evidence on Asymmetric Gasoline Price Responses (REStat 2003) in ReplicationWiki ()

Working papers

  1. Lance J. Bachmeier & Norman R. Swanson, 2003. "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers 200317, Rutgers University, Department of Economics.

    Cited by:

    1. Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics.
    2. Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
    3. Dandan Liu, 2011. "Learning and Estimation of the New Keynesian Phillips Curve Models," Southern Economic Journal, John Wiley & Sons, vol. 78(2), pages 382-396, October.
    4. Ronald A. Ratti & Joaquin L. Vespignani, 2015. "What drives the global interest rate," Globalization Institute Working Papers 241, Federal Reserve Bank of Dallas.
    5. Joao Miguel Sousa & Andrea Zaghini, 2007. "Global Monetary Policy Shocks in the G5: a SVAR Approach," CEIS Research Paper 89, Tor Vergata University, CEIS.
    6. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    7. Michael Graff, 2008. "The Quantity Theory of Money in Historical Perspective," KOF Working papers 08-196, KOF Swiss Economic Institute, ETH Zurich.
    8. Berger, Helge & Österholm, Pär, 2007. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series 2007:30, Uppsala University, Department of Economics.
    9. Dong Jin Lee, 2009. "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers 2009-26, University of Connecticut, Department of Economics.
    10. Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "Oil prices and global factor macroeconomic variables," Energy Economics, Elsevier, vol. 59(C), pages 198-212.
    11. Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
    12. Chengsi Zhang, 2013. "Monetary Dynamics of Inflation in China," The World Economy, Wiley Blackwell, vol. 36(6), pages 737-760, June.
    13. Norman Swanson & Valentina Corradi, 2006. "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers 200618, Rutgers University, Department of Economics.
    14. Roman Horvath & Lubos Komarek & Filip Rozsypal, 2010. "Does Money Help Predict Inflation? An Empirical Assessment for Central Europe," Working Papers 2010/05, Czech National Bank.
    15. Vespignani, Joaquin L. & Ratti, Ronald A., 2016. "Not all international monetary shocks are alike for the Japanese economy," Economic Modelling, Elsevier, vol. 52(PB), pages 822-837.
    16. Ratti, Ronald A. & Vespignani, Joaquin L., 2014. "Oil prices and the economy: A global perspective," MPRA Paper 59407, University Library of Munich, Germany.
    17. Moosa, Imad A. & Vaz, John J., 2016. "Cointegration, error correction and exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 21-34.
    18. Zhenzhong Wang & Zhengyuan Zhu & Cindy Yu, 2020. "Variable Selection in Macroeconomic Forecasting with Many Predictors," Papers 2007.10160, arXiv.org.
    19. Berger, Helge & Österholm, Pär, 2008. "Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs," Discussion Papers 2008/10, Free University Berlin, School of Business & Economics.
    20. Barbara Roffia & Andrea Zaghini, 2008. "Excess money growth and inflation dynamics," Temi di discussione (Economic working papers) 657, Bank of Italy, Economic Research and International Relations Area.
    21. Wang, Ying & Tu, Yundong & Chen, Song Xi, 2016. "Improving inflation prediction with the quantity theory," Economics Letters, Elsevier, vol. 149(C), pages 112-115.
    22. Mr. Arto Kovanen, 2011. "Does Money Matter for Inflation in Ghana?," IMF Working Papers 2011/274, International Monetary Fund.
    23. Claude Hillinger & Bernd Süssmuth & Marco Sunder, 2015. "The Quantity Theory of Money: Valid Only for High and Medium Inflation?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(4), pages 315-329.
    24. Doyle, Matthew, 2006. "Empirical Phillips Curves in OECD Countries: Has There Been A Common Breakdown?," Staff General Research Papers Archive 12684, Iowa State University, Department of Economics.

  2. Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson, 2003. "The Volume of Federal Litigation and the Macroeconomy," Departmental Working Papers 200318, Rutgers University, Department of Economics.

    Cited by:

    1. Bielen, Samantha & Peeters, Ludo & Marneffe, Wim & Vereeck, Lode, 2018. "Backlogs and litigation rates: Testing congestion equilibrium across European judiciaries," International Review of Law and Economics, Elsevier, vol. 53(C), pages 9-22.
    2. Carson Bays, 2007. "The Determinants of Tying Litigation, 1961–2001," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(1), pages 81-96, February.
    3. Michael Reksulak, 2010. "Antitrust public choice(s)," Public Choice, Springer, vol. 142(3), pages 423-428, March.
    4. World Bank Group, 2014. "Serbia Judicial Functional Review," World Bank Publications - Reports 21531, The World Bank Group.
    5. Alan Marco & Shawn Miller, & Ted Sichelman, 2015. "Do Economic Downturns Dampen Patent Litigation?," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 12(3), pages 481-536, September.
    6. Samir Amine & Wilner Predelus, 2019. "The Persistence of the 2008-2009 Recession and Insolvency Filings in Canada," Economics Bulletin, AccessEcon, vol. 39(1), pages 84-93.

  3. Lance J. Bachmeier & James M. Griffin, "undated". "New Evidence on Asymmetric Gasoline Price Responses," Working Papers 0208, East Carolina University, Department of Economics.

    Cited by:

    1. Polemis, Michael L. & Fotis, Panagiotis N., 2014. "The taxation effect on gasoline price asymmetry nexus: Evidence from both sides of the Atlantic," Energy Policy, Elsevier, vol. 73(C), pages 225-233.
    2. Michael C. Davis, 2021. "An Examination Of The Effects Of Environmental Regulations On Retail Gasoline Price Seasonality," Contemporary Economic Policy, Western Economic Association International, vol. 39(1), pages 178-193, January.
    3. Fullerton, Thomas M. & Jiménez, Alan A. & Walke, Adam G., 2015. "An econometric analysis of retail gasoline prices in a border metropolitan economy," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 450-461.
    4. Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2018. "U.S. Diesel Fuel Price Responses To The Global Crude Oil Supply And Demand," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-25, December.
    5. Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017. "The time-varying price of financial intermediation in the mortgage market," Working Papers 16-28, Federal Reserve Bank of Boston.
    6. Fosten, Jack, 2012. "Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing," Energy Economics, Elsevier, vol. 34(5), pages 1514-1522.
    7. Morakinyo O. Adetutu & Thomas G. Weyman-Jones, 2019. "Fuel Subsidies Versus Market Power: Is There a Countervailing Second-Best Optimum?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(4), pages 1619-1646, December.
    8. Michael C. Davis, 2007. "The dynamics of daily retail gasoline prices," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 713-722.
    9. Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2013. "Taxation and the asymmetric adjustment of selected retail energy prices in the UK," Economics Letters, Elsevier, vol. 121(3), pages 411-416.
    10. Carabalí , Jaime & Meneses , Luis & Perez, Alex & Rodriguez, Manuel, 2022. "Retail Prices of Gasoline and Asymmetric Adjustment to Wholesale Prices in Colombia," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(3), pages 73-105, September.
    11. Utku Özmen, Mustafa & Akçelik, Fatih, 2017. "Asymmetric exchange rate and oil price pass-through in motor fuel market: A microeconometric approach," The Journal of Economic Asymmetries, Elsevier, vol. 15(C), pages 64-75.
    12. Claudiu Tiberiu Albulescu & Mihai Ioan Mutascu, 2021. "Fuel price co-movements among France, Germany and Italy: A time-frequency investigation," Post-Print hal-03529585, HAL.
    13. Mamipour, Siab & Salem, Ali Asghar & Sayadi, Mohammad & Azizkhani, Masoumeh, 2023. "Retail gasoline pricing in a subsidized energy market: An empirical analysis from AIDS model for Iran," Energy Policy, Elsevier, vol. 183(C).
    14. Chadi ABDALLAH & Roland Kangni KPODAR, 2016. "Dynamic Fuel Price Pass-Through : Evidence from a New Global Retail Fuel Price Database," Working Papers 3667, FERDI.
    15. Qin, Xiao & Zhou, Chunyang & Wu, Chongfeng, 2016. "Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysis," Economic Modelling, Elsevier, vol. 52(PB), pages 583-591.
    16. Valadkhani, Abbas, 2009. "Do Retail Petrol Prices Rise More Rapidly Than They Fall in Australia’s Capital Cities?," Economics Working Papers wp09-08, School of Economics, University of Wollongong, NSW, Australia.
    17. Haucap, Justus & Heimeshoff, Ulrich & Siekmann, Manuel, 2015. "Price dispersion and station heterogeneity on German retail gasoline markets," DICE Discussion Papers 171, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    18. Apergis, Nicholas & Vouzavalis, Grigorios, 2018. "Asymmetric pass through of oil prices to gasoline prices: Evidence from a new country sample," Energy Policy, Elsevier, vol. 114(C), pages 519-528.
    19. Richard Vogel & W. Hubert Keen, 2010. "Public Higher Education and New York State’s Economy," Economic Development Quarterly, , vol. 24(4), pages 384-393, November.
    20. Oystein Foros & Frode Steen, 2008. "Gasoline Prices Jump Up on Mondays: an Outcome of Aggressive Competition?," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2008-20, Centre for Competition Policy, University of East Anglia, Norwich, UK..
    21. Abbas Valadkhani & Sajid Anwar & Amir Arjonandi, 2012. "How to capture the full extent of price stickiness in credit card interest rates?," Economics Working Papers wp12-02, School of Economics, University of Wollongong, NSW, Australia.
    22. Sylwester Bejger, 2019. "Wholesale fuel price adjustment in Poland: examination of competi-tive performance," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 18(4), pages 385-412, December.
    23. Sofronis Clerides & Sotiria Charalambous, 2020. "Fuel price pass-through in Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 14(1), pages 27-40, June.
    24. Łukasz Marć, 2017. "The Impact of Aid on Total Government Expenditures: New Evidence on Fungibility," Review of Development Economics, Wiley Blackwell, vol. 21(3), pages 627-663, August.
    25. Ladislav Kristoufek & Petra Lunackova, 2015. "Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets," Working Papers IES 2015/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2015.
    26. Li, Jing & Stock, James H., 2019. "Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data," Journal of Environmental Economics and Management, Elsevier, vol. 93(C), pages 1-19.
    27. Kpodar, Kangni & Abdallah, Chadi, 2017. "Dynamic fuel price pass-through: Evidence from a new global retail fuel price database," Energy Economics, Elsevier, vol. 66(C), pages 303-312.
    28. Blair, Benjamin F. & Campbell, Randall C. & Mixon, Phillip A., 2017. "Price pass-through in US gasoline markets," Energy Economics, Elsevier, vol. 65(C), pages 42-49.
    29. Du, Xiaodong & Hayes, Dermot J., 2009. "The impact of ethanol production on US and regional gasoline markets," ISU General Staff Papers 200908010700001547, Iowa State University, Department of Economics.
    30. Goktug Sahin & Nukhet Dogan & M. Hakan Berument, 2023. "The effects of two benchmarks on Russian crude oil prices," Economic Change and Restructuring, Springer, vol. 56(2), pages 733-748, April.
    31. Christiane Baumeister & Lutz Kilian & Thomas K. Lee, 2016. "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump," CESifo Working Paper Series 5759, CESifo.
    32. Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Alam, Shaista & Apergis, Nicholas, 2018. "Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries," MPRA Paper 86979, University Library of Munich, Germany, revised 16 May 2018.
    33. Jacint Balaguer & Jordi Ripollés, 2016. "Exploring the life of price responses in fuel markets. Mean group data or mean group estimator?," Working Papers 2016/16, Economics Department, Universitat Jaume I, Castellón (Spain).
    34. Valadkhani, Abbas & Bollen, Bernard, 2013. "An alternative approach to the modelling of interest rate pass through and asymmetric adjustment," Economics Letters, Elsevier, vol. 120(3), pages 491-494.
    35. Escobari, Diego, 2012. "Asymmetric Price Adjustments in Airlines," MPRA Paper 42115, University Library of Munich, Germany.
    36. da Silva, André Suriane & Vasconcelos, Cláudio Roberto Fóffano & Vasconcelos, Silvinha Pinto & de Mattos, Rogério Silva, 2014. "Symmetric transmission of prices in the retail gasoline market in Brazil," Energy Economics, Elsevier, vol. 43(C), pages 11-21.
    37. Hosken, Daniel S. & McMillan, Robert S. & Taylor, Christopher T., 2008. "Retail gasoline pricing: What do we know?," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1425-1436, November.
    38. William E. Jackson, 2014. "Does Organizational Form Impact Pricing Asymmetry? Evidence from Nonprofit Financial Institutions," Southern Economic Journal, John Wiley & Sons, vol. 81(2), pages 506-518, October.
    39. Lewis, Matt & Noel, Michael, 2009. "The Speed of Gasoline Price Response in Markets With and Without Edgeworth Cycles," University of California at San Diego, Economics Working Paper Series qt8j36j1s1, Department of Economics, UC San Diego.
    40. Pim Heijnen & Adriaan Soetevent, 2014. "Price Competition on Graphs," Tinbergen Institute Discussion Papers 14-131/VII, Tinbergen Institute.
    41. Siekmann, Manuel & Haucap, Justus & Heimeshoff, Ulrich, 2015. "Fuel Prices and Station Heterogeneity on Retail Gasoline Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113040, Verein für Socialpolitik / German Economic Association.
    42. Chen, Hao & Sun, Zesheng, 2021. "International crude oil price, regulation and asymmetric response of China's gasoline price," Energy Economics, Elsevier, vol. 94(C).
    43. Balaguer, Jacint & Ripollés, Jordi, 2018. "The dynamics pattern of price dispersion in retail fuel markets," Energy Economics, Elsevier, vol. 74(C), pages 546-564.
    44. Contín-Pilart, Ignacio & Correljé, Aad F. & Blanca Palacios, M., 2009. "Competition, regulation, and pricing behaviour in the Spanish retail gasoline market," Energy Policy, Elsevier, vol. 37(1), pages 219-228, January.
    45. Firgo, Matthias & Pennerstorfer, Dieter & Weiss, Christoph R., 2015. "Centrality and pricing in spatially differentiated markets: The case of gasoline," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 81-90.
    46. Scott Parrott, 2023. "Comparing Price Transmissions between a High Blend Ethanol Fuel and a Conventional Fuel: An Application of Seemingly Unrelated Regressions," Sustainability, MDPI, vol. 15(22), pages 1-14, November.
    47. Pal, Debdatta & Mitra, Subrata K., 2022. "Do airfares respond asymmetrically to fuel price changes? A multiple threshold nonlinear ARDL model," Energy Economics, Elsevier, vol. 111(C).
    48. Rahman, Mohammad Chhiddikur, 2018. "Welfare Impact of Asymmetric Price Transmission on Bangladesh Rice Consumers," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 251114, March.
    49. Palencia-González, Francisco J. & Navío-Marco, Julio & Juberías-Cáceres, Gema, 2020. "Analysis of brand influence in the rockets and feathers effect using disaggregated data," Research in International Business and Finance, Elsevier, vol. 52(C).
    50. Contín Pilart, Ignacio & Correljé, Aad F. & Palacios, María Blanca, 2006. "Competition, regulation, and pricing behavior in the Spanish retail gasoline market," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    51. Rahman, Sajjadur, 2016. "Another perspective on gasoline price responses to crude oil price changes," Energy Economics, Elsevier, vol. 55(C), pages 10-18.
    52. Ullah, Assad & Zhao, Xinshun & Kamal, Muhammad Abdul & Zheng, JiaJia, 2020. "Modeling the relationship between military spending and stock market development (a) symmetrically in China: An empirical analysis via the NARDL approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    53. Escribano Alvaro & Torrado María, 2018. "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-19, December.
    54. Matteo Manera & Giliola Frey, 2005. "Econometric Models of Asymmetric Price Transmission," Working Papers 2005.100, Fondazione Eni Enrico Mattei.
    55. Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2020. "Oil and pump prices: Testing their asymmetric relationship in a robust way," Energy Economics, Elsevier, vol. 88(C).
    56. Abbas Valadkhani & Sajid Anwar, 2012. "Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 341-350, September.
    57. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
    58. Fabrizio Venditti, 2010. "Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way," Temi di discussione (Economic working papers) 751, Bank of Italy, Economic Research and International Relations Area.
    59. Sofiane Aboura & Julien Chevallier, 2016. "Oil vs. gasoline: The dark side of volatility and taxation," Post-Print halshs-01348705, HAL.
    60. Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014. "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(2), pages 105-127, June.
    61. Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C., 2019. "A review of the evidence on the relation between crude oil prices and petroleum product prices," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 1-15.
    62. Woo-Hyung Hong & Daeyong Lee, 2020. "Asymmetric pricing dynamics with market power: investigating island data of the retail gasoline market," Empirical Economics, Springer, vol. 58(5), pages 2181-2221, May.
    63. Pal, Debdatta & Mitra, Subrata Kumar, 2015. "Asymmetric impact of crude price on oil product pricing in the United States: An application of multiple threshold nonlinear autoregressive distributed lag model," Economic Modelling, Elsevier, vol. 51(C), pages 436-443.
    64. Zacharias Bragoudakis & Dimitrios Sideris, 2019. "Asymmetric price adjustment and the effects of structural reforms in a low income environment: the case of the gasoline market in Greece," Working Papers 274, Bank of Greece.
    65. Łukasz Marć, 2015. "The impact of aid on total government expenditures: New evidence on fungibility," WIDER Working Paper Series wp-2015-010, World Institute for Development Economic Research (UNU-WIDER).
    66. Phaisan Pattanakooha & Pongsa Pornchaiwisetgul, 2015. "The Effect of Stock, Government Policy, and Monopoly on Asymmetric Price Transmission in Thailand," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 926-933.
    67. Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Energy Policy, Elsevier, vol. 65(C), pages 567-573.
    68. Bruzikas, Tadas & Soetevent, Adriaan, 2014. "Detailed data and changes in market structure," Research Report 14027-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    69. Stanislav Radchenko, 2004. "Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases," Industrial Organization 0408001, University Library of Munich, Germany.
    70. Ayman Mnasri & Zouhair Mrabet & Mouyad Alsamara, 2023. "A new quadratic asymmetric error correction model: does size matter?," Empirical Economics, Springer, vol. 65(1), pages 33-64, July.
    71. Jonathan E. Ogbuabor & Anthony Orji & Gladys C. Aneke & Manasseh O. Charles, 2019. "Did the global financial crisis alter the oil–gasoline price relationship?," Empirical Economics, Springer, vol. 57(4), pages 1171-1200, October.
    72. Economou, Fotini & Panagopoulos, Yannis & Tsouma, Ekaterini, 2018. "Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach," Research in International Business and Finance, Elsevier, vol. 44(C), pages 459-470.
    73. Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad, 2017. "Another look on the relationships between oil prices and energy prices," Energy Policy, Elsevier, vol. 102(C), pages 318-331.
    74. Matthew Chesnes, 2016. "Asymmetric Pass-Through in U.S. Gasoline Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
    75. Tveito, Andreas, 2019. "Coordination and price leadership in an unregulated environment," Working Papers in Economics 4/19, University of Bergen, Department of Economics.
    76. Jens-Peter Loy & Dieter Pennerstorfer & Daniela Rroshi & Christoph Weiss & Biliana Yontcheva, 2019. "Consumer Information and Price Transmission: Empirical Evidence," Economics working papers 2019-20, Department of Economics, Johannes Kepler University Linz, Austria.
    77. He, Yongda & Lin, Boqiang, 2023. "Is market power the cause of asymmetric pricing in China's refined oil market?," Energy Economics, Elsevier, vol. 124(C).
    78. Grasso, Margherita & Manera, Matteo, 2007. "Asymmetric error correction models for the oil-gasoline price relationship," Energy Policy, Elsevier, vol. 35(1), pages 156-177, January.
    79. Frondel, Manuel & Horvath, Marco & Vance, Colin & Kihm, Alexander, 2019. "Increased market transparency in Germany's gasoline market: What about rockets and feathers?," Ruhr Economic Papers 810, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    80. Xiaodong Du & Dermot J. Hayes, 2008. "Impact of Ethanol Production on U.S. and Regional Gasoline Prices and on the Profitability of the U.S. Oil Refinery Industry, The," Center for Agricultural and Rural Development (CARD) Publications 08-wp467, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    81. Balaguer, Jacint & Ripollés, Jordi, 2016. "Asymmetric fuel price responses under heterogeneity," Energy Economics, Elsevier, vol. 54(C), pages 281-290.
    82. Erwan Gautier & Ronan Le Saout, 2012. "The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data," Working Papers hal-00759095, HAL.
    83. Ioanna Reziti & Yannis Panagopoulos, 2008. "Asymmetric price transmission in the greek agri-food sector: some tests," Agribusiness, John Wiley & Sons, Ltd., vol. 24(1), pages 16-30.
    84. Robert Socha, 2014. "Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 133-160.
    85. Hochman, Gal & Zilberman, David, 2015. "The political economy of OPEC," Energy Economics, Elsevier, vol. 48(C), pages 203-216.
    86. Remer, Marc, 2015. "An empirical investigation of the determinants of asymmetric pricing," International Journal of Industrial Organization, Elsevier, vol. 42(C), pages 46-56.
    87. Sylvain Benoît & Yannick Lucotte & Sébastien Ringuedé, 2019. "Competition and price stickiness: Evidence from the French retail gasoline market," Working Papers hal-02292332, HAL.
    88. Francisco Teixeira Raeder & Niagara Rodrigues & Luciano Dias Losekann, 2022. "Asymmetry in Gasoline Price Transmission: How do Fuel Pricing Strategy and the Ethanol Addition Mandate Affect Consumers?," International Journal of Energy Economics and Policy, Econjournals, vol. 12(4), pages 517-527, July.
    89. Tadas Bruzikas & Adriaan R. Soetevent, 2014. "Detailed Data and Changes in Market Structure: The Move to Unmanned Gasoline Service Stations," Tinbergen Institute Discussion Papers 14-123/VII, Tinbergen Institute.
    90. Michael Polemis, 2012. "Competition and price asymmetries in the Greek oil sector: an empirical analysis on gasoline market," Empirical Economics, Springer, vol. 43(2), pages 789-817, October.
    91. Deltas, George & Polemis, Michael, 2018. "Estimating retail gasoline price dynamics: The effects of sample characteristics and research design," MPRA Paper 89570, University Library of Munich, Germany.
    92. Marc Hofstetter & Jorge Tovar, 2010. "Common Knowledge Reference Price and Asymmetric Price Adjustments," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 37(2), pages 141-159, September.
    93. Tuan Van Nguyen, 2013. "The stable relationship between crude oil price and petrol price: Evidence from multivariate GARCH model," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(2), pages 27-40., June.
    94. Scotti, Davide & Volta, Nicola, 2018. "Price asymmetries in European airfares," Economics of Transportation, Elsevier, vol. 14(C), pages 42-52.
    95. LeSage, James P. & Vance, Colin & Chih, Yao-Yu, 2017. "A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing," Regional Science and Urban Economics, Elsevier, vol. 62(C), pages 46-55.
    96. Ogbuabor, Jonathan E. & Ukwueze, Ezebuilo R. & Mba, Ifeoma C. & Ojonta, Obed I. & Orji, Anthony, 2023. "The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?," Applied Energy, Elsevier, vol. 334(C).
    97. Jonathan E. Ogbuabor & Anthony Orji & Richardson K. Edeme & Ezebuilo R. Ukwueze, 2019. "Structural Change, Exchange Rate and the Asymmetric Adjustment of Retail Energy Prices in Europe," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(2), pages 196-234.
    98. Andreoli-Versbach, Patrick & Franck, Jens-Uwe, 2013. "Endogenous Price Commitment, Sticky and Leadership Pricing: Evidence from the Italian Petrol Market," Discussion Papers in Economics 16182, University of Munich, Department of Economics.
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Articles

  1. Bachmeier, Lance J. & Nadimi, Soheil R., 2018. "Oil shocks and stock return volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 1-9.

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    2. David Iheke Okorie & Boqiang Lin, 2022. "Crude oil market and Nigerian stocks: An asymmetric information spillover approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4002-4017, October.
    3. Zhang, Chuanguo & Mou, Xinjie & Ye, Shuping, 2022. "How do dynamic jumps in global crude oil prices impact China's industrial sector?," Energy, Elsevier, vol. 249(C).
    4. Feng Ma & M. I. M. Wahab & Julien Chevallier & Ziyang Li, 2023. "A tug of war of forecasting the US stock market volatility: Oil futures overnight versus intraday information," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 60-75, January.

  2. Bachmeier, Lance, 2013. "Identification in models of gasoline pricing," Economics Letters, Elsevier, vol. 120(1), pages 71-73.

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    2. Hakan Yilmazkuday, 2021. "Oil Price Pass-Through into Consumer Prices: Evidence from U.S. Weekly Data," Working Papers 2118, Florida International University, Department of Economics.
    3. Pozo, Veronica F. & Bachmeier, Lance J. & Schroeder, Ted C., 2021. "Are there price asymmetries in the U.S. beef market?," Journal of Commodity Markets, Elsevier, vol. 21(C).
    4. Michael L Polemis & Panagiotis N Fotis, 2015. "Rent seeking oligopolistic behaviour in European gasoline markets," Economics Bulletin, AccessEcon, vol. 35(1), pages 827-833.

  3. Lance J. Bachmeier & Inkyung Cha, 2011. "Why Don’t Oil Shocks Cause Inflation? Evidence from Disaggregate Inflation Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1165-1183, September.

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    1. Cristina Conflitti and Matteo Luciani, 2019. "Oil Price Pass-through into Core Inflation," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
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    3. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018. "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 140-152.
    4. Romeo Ionescu, 2012. "The Economic Recovery across the EU vs the Global Crisis," EuroEconomica, Danubius University of Galati, issue 2(31), pages 30-39, May.
    5. Usama Almulali & Che Normee Binti Che Sab, 2013. "Exploring the impact of oil revenues on OPEC members' macroeconomy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 416-428, December.
    6. Chi-Young Choi & Alexander Chudik, 2019. "Estimating Impulse Response Functions When the Shock Series Is Observed," Globalization Institute Working Papers 353, Federal Reserve Bank of Dallas.
    7. Castro, César & Jiménez-Rodríguez, Rebeca, 2016. "Oil price pass-through along the price chain in the euro area," MPRA Paper 70227, University Library of Munich, Germany.
    8. Lutz Kilian & Xiaoqing Zhou, 2023. "Oil Price Shocks and Inflation," Working Papers 2312, Federal Reserve Bank of Dallas.
    9. Melichar, Mark, 2016. "Energy price shocks and economic activity: Which energy price series should we be using?," Energy Economics, Elsevier, vol. 54(C), pages 431-443.
    10. Lu Yang & Lei Yang & Kung-Cheng Ho & Shigeyuki Hamori, 2019. "Determinants of the Long-Term Correlation between Crude Oil and Stock Markets," Energies, MDPI, vol. 12(21), pages 1-15, October.
    11. Zakaria, Muhammad & Khiam, Shahzeb & Mahmood, Hamid, 2021. "Influence of oil prices on inflation in South Asia: Some new evidence," Resources Policy, Elsevier, vol. 71(C).
    12. Degiannakis, Stavros & Filis, George, 2023. "Oil price assumptions for macroeconomic policy," Energy Economics, Elsevier, vol. 117(C).
    13. Valadkhani, Abbas, 2014. "Dynamic effects of rising oil prices on consumer energy prices in Canada and the United States: Evidence from the last half a century," Energy Economics, Elsevier, vol. 45(C), pages 33-44.
    14. Chuxiong Deng & Zhujun Jiang & Chuanwang Sun, 2018. "Estimating the Efficiency and Impacts of Petroleum Product Pricing Reforms in China," Sustainability, MDPI, vol. 10(4), pages 1-17, April.
    15. Christina Anderl & Guglielmo Maria Caporale, 2024. "Functional Oil Price Expectations Shocks and Inflation," CESifo Working Paper Series 10998, CESifo.
    16. Abdurrahman Nazif Çatik & Mehmet Karaçuka & A. Özlem Önder, 2022. "The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(4), pages 781-807, December.
    17. César Castro & Rebeca Jiménez-Rodríguez & Pilar Poncela & Eva Senra, 2017. "A new look at oil price pass-through into inflation: evidence from disaggregated European data," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 34(1), pages 55-82, April.
    18. Atems, Bebonchu & Mette, Jehu & Lin, Guoyu & Madraki, Golshan, 2023. "Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption," Energy Policy, Elsevier, vol. 173(C).
    19. Andrew Keinsley & Sandeep Kumar Rangaraju, 2021. "The Nonlinear Unemployment-Inflation Relationship and the Factors That Define It," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 47(3), pages 354-377, June.
    20. Herrera, Ana María & Rangaraju, Sandeep Kumar, 2019. "The quantitative effects of tax foresight: Not all states are equal," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
    21. Moayad Al Rasasi & Mustafa Yilmaz, 2016. "The Effects of Oil Shocks on Turkish Macroeconomic Aggregates," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 471-476.
    22. Atems, Bebonchu & Kapper, Devin & Lam, Eddery, 2015. "Do exchange rates respond asymmetrically to shocks in the crude oil market?," Energy Economics, Elsevier, vol. 49(C), pages 227-238.
    23. Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023. "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 707-717.
    24. Bebonchu Atems & Jason Jones, 2015. "Income inequality and economic growth: a panel VAR approach," Empirical Economics, Springer, vol. 48(4), pages 1541-1561, June.
    25. Degiannakis, Stavros & Filis, George, 2018. "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, vol. 76(C), pages 388-402.
    26. Shuddhasattwa Rafiq & Ruhul Salim, 2014. "Does oil price volatility matter for Asian emerging economies?," Economic Analysis and Policy, Elsevier, vol. 44(4), pages 417-441.
    27. Gong, Xu & Lin, Boqiang, 2018. "Time-varying effects of oil supply and demand shocks on China's macro-economy," Energy, Elsevier, vol. 149(C), pages 424-437.
    28. LAOURARI, Imène & GASMI, Farid, 2016. "The impact of real oil revenues fluctuations on economic growth in Algeria: evidence from 1960-2015 data," MPRA Paper 77590, University Library of Munich, Germany.
    29. Adam Hale Shapiro, 2022. "Decomposing Supply and Demand Driven Inflation," Working Paper Series 2022-18, Federal Reserve Bank of San Francisco.
    30. Sam Olofin & Afees A. Salisu, 2017. "Modelling oil price-inflation nexus: The role of asymmetries and structural breaks," Working Papers 020, Centre for Econometric and Allied Research, University of Ibadan.
    31. Wen, Fenghua & Zhao, Cong & Hu, Chunyan, 2019. "Time-varying effects of international copper price shocks on China's producer price index," Resources Policy, Elsevier, vol. 62(C), pages 507-514.

  4. Lance Bachmeier & Qi Li & Dandan Liu, 2008. "Should Oil Prices Receive So Much Attention? An Evaluation Of The Predictive Power Of Oil Prices For The U.S. Economy," Economic Inquiry, Western Economic Association International, vol. 46(4), pages 528-539, October.

    Cited by:

    1. Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012. "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
    2. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018. "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 140-152.
    3. Narjess Bouslama, 2023. "Interdependence between the BRICS Stock Markets and the Oil Price since the Onset of Financial and Economic Crises," JRFM, MDPI, vol. 16(7), pages 1-22, June.
    4. Marc Joëts & Valérie Mignon & Tovonony Razafindrabe, 2015. "Does the volatility of commodity prices reflect macroeconomic uncertainty?," Working Papers 2015-02, CEPII research center.
    5. Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    6. Lu Yang & Lei Yang & Kung-Cheng Ho & Shigeyuki Hamori, 2019. "Determinants of the Long-Term Correlation between Crude Oil and Stock Markets," Energies, MDPI, vol. 12(21), pages 1-15, October.
    7. Pal, Debdatta & Mitra, Subrata Kumar, 2019. "Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach," Resources Policy, Elsevier, vol. 64(C).
    8. Nonejad, Nima, 2020. "Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate," Economics Letters, Elsevier, vol. 186(C).
    9. Nonejad, Nima, 2023. "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 91-122.
    10. Ziesemer, Thomas, 2009. "Growth with imported resources: On the sustainability of U.S. growth and foreign debt," MERIT Working Papers 2009-028, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    11. Kilian, Lutz & Vigfusson, Robert J., 2012. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," CEPR Discussion Papers 8980, C.E.P.R. Discussion Papers.
    12. Nima Nonejad, 2022. "New Findings Regarding the Out-of-Sample Predictive Impact of the Price of Crude Oil on the United States Industrial Production," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 1-35, March.
    13. Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
    14. Funk, Christoph, 2018. "Forecasting the real price of oil - Time-variation and forecast combination," Energy Economics, Elsevier, vol. 76(C), pages 288-302.
    15. Nonejad, Nima, 2020. "Crude oil price volatility and equity return predictability: A comparative out-of-sample study," International Review of Financial Analysis, Elsevier, vol. 71(C).
    16. Nima Nonejad, 2021. "Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large‐scale out‐of‐sample forecast evaluation of US macroeconomic data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 769-791, August.
    17. Jacint Balaguer & Manuel Cantavella-Jordá, 2014. "The Effect of Economic Growth and Oil Price Variations on CO2 Emissions: Evidence from Spain (1874-2011)," Working Papers 2014/22, Economics Department, Universitat Jaume I, Castellón (Spain).
    18. Kilian, Lutz & Vigfusson, Robert J., 2011. "Nonlinearities In The Oil Price–Output Relationship," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 337-363, November.
    19. Nonejad, Nima, 2021. "The price of crude oil and (conditional) out-of-sample predictability of world industrial production," Journal of Commodity Markets, Elsevier, vol. 23(C).
    20. Atems, Bebonchu & Kapper, Devin & Lam, Eddery, 2015. "Do exchange rates respond asymmetrically to shocks in the crude oil market?," Energy Economics, Elsevier, vol. 49(C), pages 227-238.
    21. Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2021. "Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain," Resources Policy, Elsevier, vol. 72(C).
    22. Pan, Zhiyuan & Wang, Qing & Wang, Yudong & Yang, Li, 2018. "Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model," Energy Economics, Elsevier, vol. 72(C), pages 177-187.
    23. Akdoğan, Kurmaş, 2020. "Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?," Resources Policy, Elsevier, vol. 67(C).
    24. Nonejad, Nima, 2020. "Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    25. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    26. Nonejad, Nima, 2022. "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    27. Francesco Ravazzolo & Philip Rothman, 2015. "Oil-Price Density Forecasts of U.S. GDP," Working Papers No 10/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    28. Nonejad, Nima, 2021. "Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results," Energy Economics, Elsevier, vol. 104(C).

  5. Bachmeier, Lance, 2008. "Monetary policy and the transmission of oil shocks," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1738-1755, December.

    Cited by:

    1. Cheema, Muhammad A. & Scrimgeour, Frank, 2019. "Oil prices and stock market anomalies," Energy Economics, Elsevier, vol. 83(C), pages 578-587.
    2. Tsai, Chun-Li, 2013. "The high-frequency asymmetric response of stock returns to monetary policy for high oil price events," Energy Economics, Elsevier, vol. 36(C), pages 166-176.
    3. Farzanegan, Mohammad Reza, 2012. "Does the Iranian oil supply matter for the oil prices?," MPRA Paper 36030, University Library of Munich, Germany.
    4. Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014. "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 286-299.
    5. Domingo Rodríguez Benavides & Nancy Muller Durán & José Antonio Climent Hernández, 2021. "Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-18, Enero - M.
    6. Razmi, Fatemeh & Azali, M. & Chin, Lee & Shah Habibullah, Muzafar, 2016. "The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis," Energy, Elsevier, vol. 101(C), pages 581-591.
    7. Moayad H. Al Rasasi, 2018. "The Response of G7 Real Exchange Rates to Oil Price Shocks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(4), pages 191-205, April.
    8. Chen, Shiu-Sheng, 2010. "Do higher oil prices push the stock market into bear territory?," Energy Economics, Elsevier, vol. 32(2), pages 490-495, March.
    9. Broadstock, David C. & Wang, Rui & Zhang, Dayong, 2014. "Direct and indirect oil shocks and their impacts upon energy related stocks," Economic Systems, Elsevier, vol. 38(3), pages 451-467.
    10. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
    11. Rania Jammazi & Duc Khuong Nguyen, 2015. "Responses of international stock markets to oil price surges: a regime-switching perspective," Applied Economics, Taylor & Francis Journals, vol. 47(41), pages 4408-4422, September.
    12. Vítor Manuel de Sousa Gabriel & María Mar Miralles-Quirós & José Luis Miralles-Quirós, 2021. "Shades between Black and Green Investment: Balance or Imbalance?," Sustainability, MDPI, vol. 13(9), pages 1-14, April.
    13. Sharif Ullah Jan & Hashim Khan, 2018. "Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(2), pages 1-28, June.
    14. Davood Danesh Jafari & Hamid Nazemian & Javid Bahrami & Mohammad Hassan Kheiravar, 2020. "Effect of Oil Revenues on Government Size in Selected Oil-exporters with an Emphasis on Iran s Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 485-497.
    15. Babak Fazelabdolabadi, 2019. "Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-20, December.
    16. Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
    17. Ghosh, Sajal & Kanjilal, Kakali, 2016. "Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests," Energy Economics, Elsevier, vol. 53(C), pages 111-117.
    18. David C Broadstock & Rui Wang & Dayong Zhang, 2014. "The direct and indirect effects of oil shocks on energy related stocks," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 146, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
    19. Sardar, Naafey & Sharma, Shahil, 2022. "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, vol. 107(C).
    20. Jammazi, Rania, 2012. "Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach," Energy, Elsevier, vol. 37(1), pages 430-454.
    21. Lizardo, Radhamés A. & Mollick, André V., 2010. "Oil price fluctuations and U.S. dollar exchange rates," Energy Economics, Elsevier, vol. 32(2), pages 399-408, March.
    22. LAJILI, Oualid, 2013. "Transmission de la volatilité entre le marché du pétrole et les marchés financiers des pays producteurs [Volatility transmission among the oil market and the financial markets of oil-producing coun," MPRA Paper 86624, University Library of Munich, Germany.
    23. Hong Thai Le & Marta Disegna, 2018. "Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery," BAFES Working Papers BAFES25, Department of Accounting, Finance & Economic, Bournemouth University.
    24. Jaime Casassus & Freddy Higuera, 2011. "Stock Return Predictability and Oil Prices," Documentos de Trabajo 406, Instituto de Economia. Pontificia Universidad Católica de Chile..
    25. Mohammad Aladwan & Mohammaad Almaharmeh & Husni Samara, 2023. "Modeling and Mediating the Interaction between Oil Prices and Economic Sectors Advancement: The Case of Middle East," International Journal of Energy Economics and Policy, Econjournals, vol. 13(2), pages 51-60, March.
    26. Atems, Bebonchu & Mette, Jehu & Lin, Guoyu & Madraki, Golshan, 2023. "Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption," Energy Policy, Elsevier, vol. 173(C).
    27. Broadstock, David C. & Filis, George, 2014. "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 417-433.
    28. Lyócsa, Štefan & Todorova, Neda & Výrost, Tomáš, 2021. "Predicting risk in energy markets: Low-frequency data still matter," Applied Energy, Elsevier, vol. 282(PA).
    29. Maghyereh, Aktham I. & Awartani, Basel & Bouri, Elie, 2016. "The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes," Energy Economics, Elsevier, vol. 57(C), pages 78-93.
    30. Fatemeh Razmi & Azali Mohamed & Lee Chin & Muzafar Shah Habibullah, 2017. "How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 544-550.
    31. George Filis & Ioannis Chatziantoniou, 2014. "Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 709-729, May.
    32. Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023. "Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?," International Economics, Elsevier, vol. 173(C), pages 343-358.
    33. Jiang, Jiaqi & Gu, Rongbao, 2016. "Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 75-89.
    34. Tsai, Chun-Li, 2015. "How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?," Energy Economics, Elsevier, vol. 50(C), pages 47-62.
    35. Smyth, Russell & Narayan, Paresh Kumar, 2018. "What do we know about oil prices and stock returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 148-156.
    36. Mollick, André Varella & Assefa, Tibebe Abebe, 2013. "U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis," Energy Economics, Elsevier, vol. 36(C), pages 1-18.
    37. Jing Hao & Feng He & Feng Ma & Tong Fu, 2023. "Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 771-791, June.
    38. Gajardo, Gabriel & Kristjanpoller, Werner, 2017. "Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 121-128.
    39. David C. Broadstock, Ying Fan, Qiang Ji, and Dayong Zhang, 2016. "Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms," The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
    40. Atems, Bebonchu & Kapper, Devin & Lam, Eddery, 2015. "Do exchange rates respond asymmetrically to shocks in the crude oil market?," Energy Economics, Elsevier, vol. 49(C), pages 227-238.
    41. Liu, Junlin & Chen, Feier, 2018. "Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 316-327.
    42. Zhu, Hui-Ming & Li, Su-Fang & Yu, Keming, 2011. "Crude oil shocks and stock markets: A panel threshold cointegration approach," Energy Economics, Elsevier, vol. 33(5), pages 987-994, September.
    43. Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
    44. Mei-Mei Xue & Gang Wu & Qian Wang & Yun-Fei Yao & Qiao-Mei Liang, 2019. "Socioeconomic impacts of a shortage in imported oil supply: case of China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 99(3), pages 1415-1430, December.
    45. LAOURARI, Imène & GASMI, Farid, 2016. "The impact of real oil revenues fluctuations on economic growth in Algeria: evidence from 1960-2015 data," MPRA Paper 77590, University Library of Munich, Germany.
    46. Farzanegan, Mohammad Reza, 2011. "Oil revenue shocks and government spending behavior in Iran," Energy Economics, Elsevier, vol. 33(6), pages 1055-1069.
    47. Atems, Bebonchu & Yimga, Jules, 2021. "Quantifying the impact of the COVID-19 pandemic on US airline stock prices," Journal of Air Transport Management, Elsevier, vol. 97(C).
    48. Adekoya, Oluwasegun B. & Ogunbowale, Gideon O. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2021. "Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries," International Economics, Elsevier, vol. 168(C), pages 166-181.
    49. Aastveit, Knut Are, 2014. "Oil price shocks in a data-rich environment," Energy Economics, Elsevier, vol. 45(C), pages 268-279.
    50. Iwayemi, Akin & Fowowe, Babajide, 2011. "Impact of oil price shocks on selected macroeconomic variables in Nigeria," Energy Policy, Elsevier, vol. 39(2), pages 603-612, February.

  6. Bachmeier, Lance & Leelahanon, Sittisak & Li, Qi, 2007. "Money Growth And Inflation In The United States," Macroeconomic Dynamics, Cambridge University Press, vol. 11(1), pages 113-127, February.

    Cited by:

    1. Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 145, National Institute of Economic Research.
    2. Berger, Helge & Österholm, Pär, 2008. "Does money matter for U.S. inflation? Evidence from Bayesian VARs," Discussion Papers 2008/9, Free University Berlin, School of Business & Economics.
    3. Robert F. Mulligan, 2015. "Roger W. Garrison and the Integration of Austrian and Mainstream Macroeconomics," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 30(Winter 20), pages 59-79.
    4. Berger, Helge & Österholm, Pär, 2007. "Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs," Working Paper Series 2007:30, Uppsala University, Department of Economics.
    5. Estrella, Arturo, 2015. "The Price Puzzle And Var Identification," Macroeconomic Dynamics, Cambridge University Press, vol. 19(8), pages 1880-1887, December.
    6. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    7. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    8. Mossfeldt, Marcus & Stockhammar, Pär, 2016. "Forecasting Goods and Services Inflation in Sweden," Working Papers 146, National Institute of Economic Research.
    9. Chauvet, Marcelle & Tierney, Heather L. R., 2007. "Real Time Changes in Monetary Policy," MPRA Paper 16199, University Library of Munich, Germany, revised Apr 2009.
    10. Kulaksizoglu, Tamer & Kulaksizoglu, Sebnem, 2009. "The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis," MPRA Paper 23780, University Library of Munich, Germany.
    11. Berger, Helge & Österholm, Pär, 2008. "Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs," Discussion Papers 2008/10, Free University Berlin, School of Business & Economics.
    12. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
    13. Edvinsson, Rodney & Karlsson, Sune & Österholm, Pär, 2023. "Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data," Working Papers 2023:3, Örebro University, School of Business.

  7. Lance J. Bachmeier & James M. Griffin, 2006. "Testing for Market Integration: Crude Oil, Coal, and Natural Gas," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 55-72.

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    1. Böhm, Jens & Peterson, Sonja, 2021. "Fossil fuel subsidy inventories vs. net carbon prices: A consistent approach for measuring fossil fuel price incentives," Kiel Working Papers 2186, Kiel Institute for the World Economy (IfW Kiel).
    2. Olsson, Olle & Hillring, Bengt, 2014. "The wood fuel market in Denmark – Price development, market efficiency and internationalization," Energy, Elsevier, vol. 78(C), pages 141-148.
    3. Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2018. "New insights into the US stock market reactions to energy price shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 169-187.
    4. Atle Oglend & Frank Asche & Hans‐Martin Straume, 2022. "Estimating Pricing Rigidities in Bilateral Transactions Markets," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(1), pages 209-227, January.
    5. Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2017. "Fundamental and Financial Influences on the Co-movement of Oil and Gas prices," Post-Print hal-01619890, HAL.
    6. Delavari, Majid & Gandali Alikhani, Nadiya, 2013. "The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol," MPRA Paper 49733, University Library of Munich, Germany.
    7. Li, Dan & Li, Yijun & Wang, Chaoqun & Chen, Min & Wu, Qi, 2023. "Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks," Applied Energy, Elsevier, vol. 331(C).
    8. Ekaterina Dukhanina & Olivier Massol, 2017. "Spatial Integration of Natural Gas Markets A Litterature Review," Working Papers hal-03187890, HAL.
    9. Valérie Mignon & Marc Joëts, 2011. "On the link between forward energy prices: A nonlinear panel cointegration approach," Working Papers hal-04140978, HAL.
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    146. Wang, Xiaoyu & Wang, Jiaojiao & Wang, Wenhuan & Zhang, Shuquan, 2023. "International and Chinese energy markets: Dynamic spillover effects," Energy, Elsevier, vol. 282(C).

  8. Lance J. Bachmeier & Norman R. Swanson, 2005. "Predicting Inflation: Does The Quantity Theory Help?," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 570-585, July.
    See citations under working paper version above.
  9. Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004. "The volume of federal litigation and the macroeconomy," International Review of Law and Economics, Elsevier, vol. 24(2), pages 191-207, June.
    See citations under working paper version above.
  10. Lance J. Bachmeier & James M. Griffin, 2003. "New Evidence on Asymmetric Gasoline Price Responses," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 772-776, August.
    See citations under working paper version above.
  11. Lance Bachmeier, 2002. "Is the term structure nonlinear? A semiparametric investigation," Applied Economics Letters, Taylor & Francis Journals, vol. 9(3), pages 151-153.

    Cited by:

    1. Patrick Saart & Jiti Gao & Nam Hyun Kim, 2014. "Semiparametric methods in nonlinear time series analysis: a selective review," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(1), pages 141-169, March.
    2. Pelin ÖGE GÜNEY, 2013. "The Term Structure of Interest Rates: A Cointegration Analysis in the Non-Linear STAR Framework," Journal of Economics and Behavioral Studies, AMH International, vol. 5(12), pages 851-860.
    3. Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008. "Linearity and stationarity of G7 government bond returns," MPRA Paper 24836, University Library of Munich, Germany, revised 08 Sep 2010.
    4. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    5. Araç, Ayşen & Yalta, A. Yasemin, 2015. "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 41-48.
    6. Henry, De-Graft Acquah & Lawrence, Acheampong, 2017. "Comparing Parametric And Semiparametric Error Correction Models For Estimation Of Long Run Equilibrium Between Exports And Imports," APSTRACT: Applied Studies in Agribusiness and Commerce, AGRIMBA, vol. 11(1-2), September.
    7. Ayşen ARAÇ, 2015. "Nonlinear Dynamics in Term Structure of Interest Rates: Evidence from the Euro Area," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(26).

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