Citations for "Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996"
by Donald W. Jones, Paul N. Leiby and Inja K. Paik
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- Lutz Kilian & Robert Vigfusson, 2009.
"Pitfalls in estimating asymmetric effects of energy price shocks,"
International Finance Discussion Papers
970, Board of Governors of the Federal Reserve System (U.S.).
- Kemp-Benedict, Eric, 2013.
"Resource Return on Investment under Markup Pricing,"
49154, University Library of Munich, Germany.
- Mohamed El Hedi AROURI & Philippe Foulquier & Julien Fouquau, 2011.
"Oil Prices and Stock Markets in Europe: A Sector Perspective,"
Recherches économiques de Louvain,
De Boeck Université, vol. 77(1), pages 5-30.
- Correlje, Aad & van der Linde, Coby, 2006.
"Energy supply security and geopolitics: A European perspective,"
Elsevier, vol. 34(5), pages 532-543, March.
- Yoon, Kyung Hwan & Ratti, Ronald A., 2011.
"Energy price uncertainty, energy intensity and firm investment,"
Elsevier, vol. 33(1), pages 67-78, January.
- repec:hal:wpaper:hal-00866431 is not listed on IDEAS
- Ratti, Ronald A. & Vespignani, Joaquin L., 2013.
"Liquidity and crude oil prices: China's influence over 1996–2011,"
Elsevier, vol. 33(C), pages 517-525.
- Ratti, Ronald & Vespignani, Joaquin, 2012.
"Liquidity and crude oil prices: China’s influence over 1996-2011,"
15062, University of Tasmania, School of Economics and Finance, revised 20 Sep 2012.
- Ratti, Ronald A. & Vespignani, Joaquin L., 2012.
"Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011,"
48900, University Library of Munich, Germany.
- Aune, Finn Roar & Mohn, Klaus & Osmundsen, Petter & Rosendahl, Knut Einar, 2010.
"Financial market pressure, tacit collusion and oil price formation,"
Elsevier, vol. 32(2), pages 389-398, March.
- Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed, 2012.
"Co-movement of oil and stock prices in the GCC region: A wavelet analysis,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 52(4), pages 385-394.
- Apergis, Nicholas & Miller, Stephen M., 2009.
"Do structural oil-market shocks affect stock prices?,"
Elsevier, vol. 31(4), pages 569-575, July.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2013.
"The causal nexus between oil prices and equity market in the U.S.: A regime switching model,"
Elsevier, vol. 39(C), pages 271-282.
- Mercure, Jean-François & Salas, Pablo, 2013.
"On the global economic potentials and marginal costs of non-renewable resources and the price of energy commodities,"
Elsevier, vol. 63(C), pages 469-483.
- Ashima Goyal & Arjun Singh, 2006.
"Through a glass darkly: Deciphering the impact of oil price shocks,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2006-012, Indira Gandhi Institute of Development Research, Mumbai, India.
- Vo, Minh, 2011.
"Oil and stock market volatility: A multivariate stochastic volatility perspective,"
Elsevier, vol. 33(5), pages 956-965, September.
- Baffes, John, 2007.
"Oil spills on other commodities,"
Policy Research Working Paper Series
4333, The World Bank.
- Mingming, Tang & Jinliang, Zhang, 2012.
"A multiple adaptive wavelet recurrent neural network model to analyze crude oil prices,"
Journal of Economics and Business,
Elsevier, vol. 64(4), pages 275-286.
- Virjinia Jeliazkova, 2010.
"Effects of the Dynamics of the Oil Price – Theoretical and Empirical Bases,"
Economic Studies journal,
Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 127-165.
- Farzanegan, Mohammad Reza & Markwardt, Gunther, 2008.
"The effects of oil price shocks on the Iranian economy,"
Dresden Discussion Paper Series in Economics
15/08, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
- Cheong, Chin Wen, 2009.
"Modeling and forecasting crude oil markets using ARCH-type models,"
Elsevier, vol. 37(6), pages 2346-2355, June.
- Natanelov, Valeri & Alam, Mohammad J. & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011.
"Is there co-movement of agricultural commodities futures prices and crude oil?,"
Elsevier, vol. 39(9), pages 4971-4984, September.
- Natanelov, Valeri & Alam, Mohammad Jahangir & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011.
"Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?,"
2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland
114626, European Association of Agricultural Economists.
- Dr. Ulrike Lehr & Dr. Christian Lutz & Kirsten Wiebe, 2011.
"Medium Term Economic Effects of Peak Oil Today,"
GWS Discussion Paper Series
11-3, GWS - Institute of Economic Structures Research.
- José Gallardo & Arturo Vásquez & Luis Bendezú, 2005.
"La Problemática de los Precios de los Combustibles,"
11, OSINERGMIN, Oficina de Estudios Economicos.
- Reynolds, Douglas B. & Kolodziej, Marek, 2008.
"Former Soviet Union oil production and GDP decline: Granger causality and the multi-cycle Hubbert curve,"
Elsevier, vol. 30(2), pages 271-289, March.
- Peter Maniloff, 2013.
"Ethanol and Energy Security,"
2013-10, Colorado School of Mines, Division of Economics and Business.
- Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013.
"On the Impact of Oil Price Volatility on the Real Exchange Rate - Terms of Trade Nexus : Revisiting Commodity Currencies,"
2013-40, CEPII research center.
- Oliver, Atara Stephanie, 2013.
"Information Technology and Transportation: Substitutes or Complements?,"
46548, University Library of Munich, Germany.
- Syed Abul, Basher, 2014.
"Stock markets and energy prices,"
53863, University Library of Munich, Germany.
- Valcarcel, Victor J. & Wohar, Mark E., 2013.
"Changes in the oil price-inflation pass-through,"
Journal of Economics and Business,
Elsevier, vol. 68(C), pages 24-42.
- Delucchi, Mark A. & Murphy, James, 1996.
"U.S. Military Expenditures to Protect the Use of Persian-Gulf Oil For Motor Vehicles,"
University of California Transportation Center, Working Papers
qt4mq1w5w2, University of California Transportation Center.
- Kaufmann, Robert K. & Gonzalez, Nancy & Nickerson, Thomas A. & Nesbit, Tyler S., 2011.
"Do household energy expenditures affect mortgage delinquency rates?,"
Elsevier, vol. 33(2), pages 188-194, March.
- Degiannakis, Stavros & Filis, George & Floros, Christos, 2013.
"Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 26(C), pages 175-191.
- Park, Jungwook & Ratti, Ronald A., 2008.
"Oil price shocks and stock markets in the U.S. and 13 European countries,"
Elsevier, vol. 30(5), pages 2587-2608, September.
- Filis, George, 2010.
"Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?,"
Elsevier, vol. 32(4), pages 877-886, July.
- Yazid Dissou & Lilia Karnizova & Qian Sun, 2012.
"Industry-level Econometric Estimates of Energy-capital-labour Substitution with a Nested CES Production Function,"
1214E, University of Ottawa, Department of Economics.
- Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013.
"Crude oil–corn–ethanol – nexus: A contextual approach,"
Elsevier, vol. 63(C), pages 504-513.
- Surender Kumar, 2009.
"The Macroeconomic Effects of Oil Price Shocks: Empirical Evidence for India,"
AccessEcon, vol. 29(1), pages 15-37.
- Shimon Awerbuch & Raphael Sauter, 2005.
"Exploiting the Oil-GDP Effect to Support Renewables Deployment,"
SPRU Working Paper Series
129, SPRU - Science and Technology Policy Research, University of Sussex.
- Zhang, Chuanguo & Chen, Xiaoqing, 2014.
"The impact of global oil price shocks on China’s bulk commodity markets and fundamental industries,"
Elsevier, vol. 66(C), pages 32-41.
- Greene, D.L. & Boudreaux, P.R. & Dean, D.J. & Fulkerson, W. & Gaddis, A.L. & Graham, R.L. & Graves, R.L. & Hopson, J.L. & Hughes, P. & Lapsa, M.V. & Mason, T.E. & Standaert, R.F. & Wilbanks, T.J. & Zu, 2010.
"The importance of advancing technology to America's energy goals,"
Elsevier, vol. 38(8), pages 3886-3890, August.
- Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014.
"Oil price and financial markets: Multivariate dynamic frequency analysis,"
Economics Papers from University Paris Dauphine
123456789/13716, Paris Dauphine University.
- Oladosu, Gbadebo, 2009.
"Identifying the oil price-macroeconomy relationship: An empirical mode decomposition analysis of US data,"
Elsevier, vol. 37(12), pages 5417-5426, December.
- Benhmad, François, 2013.
"Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective,"
Elsevier, vol. 57(C), pages 141-151.
- Anna Créti & Zied Ftiti & Khaleb Guesmi, 2013.
"Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries,"
- Vielle, Marc & Viguier, Laurent, 2007.
"On the climate change effects of high oil prices,"
Elsevier, vol. 35(2), pages 844-849, February.
- Edward Christie & Mario Holzner & Michael Landesmann & Gábor Pellényi & Robert Stehrer, 2008.
"Monthly Report No. 4/2008,"
wiiw Monthly Reports
2008-04, The Vienna Institute for International Economic Studies, wiiw.
- He, Yanan & Wang, Shouyang & Lai, Kin Keung, 2010.
"Global economic activity and crude oil prices: A cointegration analysis,"
Elsevier, vol. 32(4), pages 868-876, July.
- 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.
- Kaufmann, Robert K. & Shiers, Laura D., 2008.
"Alternatives to conventional crude oil: When, how quickly, and market driven?,"
Elsevier, vol. 67(3), pages 405-411, October.
- Ratti, Ronald A. & Seol, Youn & Yoon, Kyung Hwan, 2011.
"Relative energy price and investment by European firms,"
Elsevier, vol. 33(5), pages 721-731, September.
- Nandha, Mohan & Faff, Robert, 2008.
"Does oil move equity prices? A global view,"
Elsevier, vol. 30(3), pages 986-997, May.
- Luca Guerrieri & Christopher Erceg & Martin Bodenstein, 2008.
"Oil Shocks and External Adjustment,"
2008 Meeting Papers
945, Society for Economic Dynamics.
- Filis, George & Degiannakis, Stavros & Floros, Christos, 2011.
"Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries,"
International Review of Financial Analysis,
Elsevier, vol. 20(3), pages 152-164, June.
- Ratti, Ronald A & Vespignani, Joaquin L., 2012.
"Crude Oil Prices: China’s Influence Over 1996-2011,"
15728, University of Tasmania, School of Economics and Finance, revised 17 Dec 2012.
- Sadorsky, Perry, 2008.
"Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle,"
Elsevier, vol. 36(10), pages 3854-3861, October.
- Céline Guivarch & Stéphane Hallegatte & Renaud Crassous, 2009.
"The Resilience of the Indian Economy to Rising Oil Prices as a Validation Test for a Global Energy-Environment-Economy CGE Model,"
- Du, Limin & Yanan, He & Wei, Chu, 2010.
"The relationship between oil price shocks and China's macro-economy: An empirical analysis,"
Elsevier, vol. 38(8), pages 4142-4151, August.
- J. Isaac Miller & Ronald Ratti, 2008.
"Crude Oil and Stock Markets: Stability, Instability, and Bubbles,"
0810, Department of Economics, University of Missouri, revised 20 Jan 2009.
- Miller, J. Isaac & Ratti, Ronald A., 2009.
"Crude oil and stock markets: Stability, instability, and bubbles,"
Elsevier, vol. 31(4), pages 559-568, July.
- Chang, Chiao-Yi & Lai, Jing-Yi & Chuang, I-Yuan, 2010.
"Futures hedging effectiveness under the segmentation of bear/bull energy markets,"
Elsevier, vol. 32(2), pages 442-449, March.
- Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012.
"Oil price shocks and transportation firm asset prices,"
Elsevier, vol. 34(5), pages 1370-1379.
- Alagidede, Paul & Lange, Ian, 2009.
"Variability in coal prices: evidence from the U.S,"
Stirling Economics Discussion Papers
2009-01, University of Stirling, Division of Economics.
- Jaime Casassus & Freddy Higuera, 2013.
"The Economic Impact of Oil on Industry Portfolios,"
Documentos de Trabajo
433, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Hamdi, Helmi & Sbia, Rashid, 2013.
"Dynamic relationships between oil revenues, government spending and economic growth in an oil-dependent economy,"
Elsevier, vol. 35(C), pages 118-125.
- Hall, Charles A.S. & Lambert, Jessica G. & Balogh, Stephen B., 2014.
"EROI of different fuels and the implications for society,"
Elsevier, vol. 64(C), pages 141-152.
- Ewing, Bradley T. & Thompson, Mark A., 2007.
"Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock prices,"
Elsevier, vol. 35(11), pages 5535-5540, November.
- Luca Guerrieri & Martin Bodenstein, 2012.
"Oil Efficiency, Demand, and Prices: a Tale of Ups and Downs,"
2012 Meeting Papers
25, Society for Economic Dynamics.
- Naifar, Nader & Al Dohaiman, Mohammed Saleh, 2013.
"Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables,"
International Review of Economics & Finance,
Elsevier, vol. 27(C), pages 416-431.
- Arouri, Mohamed El Hedi, 2011.
"Does crude oil move stock markets in Europe? A sector investigation,"
Elsevier, vol. 28(4), pages 1716-1725, July.
- Radchenko, Stanislav & Tsurumi, Hiroki, 2006.
"Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market,"
Journal of Econometrics,
Elsevier, vol. 133(1), pages 31-49, July.
- Brown, Stephen P.A. & Huntington, Hillard G., 2013.
"Assessing the U.S. oil security premium,"
Elsevier, vol. 38(C), pages 118-127.
- Greene, David L., 2010.
"Measuring energy security: Can the United States achieve oil independence?,"
Elsevier, vol. 38(4), pages 1614-1621, April.