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Citations for "Causes and consequences of the oil shock of 2007–08"

by James D. Hamilton

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  1. 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, Elsevier, vol. 26(C), pages 175-191.
  2. William Gavin & Benjamin Keen & Finn Kydland, . "Monetary Policy, the Tax Code, and the Real Effects of Energy Shocks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.
  3. Millard, Stephen & Shakir, Tamarah, 2013. "Oil shocks and the UK economy: the changing nature of shocks and impact over time," Bank of England working papers 476, Bank of England.
  4. Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8388, C.E.P.R. Discussion Papers.
  5. Wolfgang Pollan, 2013. "Inflation Persistence or the Protracted Effects of Commodity Price Changes?," WIFO Working Papers, WIFO 451, WIFO.
  6. Reynolds, Douglas B., 2014. "World oil production trend: Comparing Hubbert multi-cycle curves," Ecological Economics, Elsevier, Elsevier, vol. 98(C), pages 62-71.
  7. Georges Prat & Remzi Uctum, 2009. "Modelling oil price expectations: evidence from survey data," EconomiX Working Papers 2009-28, University of Paris West - Nanterre la Défense, EconomiX.
  8. Ratti, Ronald A. & Vespignani, Joaquin L., 2013. "Liquidity and crude oil prices: China's influence over 1996–2011," Economic Modelling, Elsevier, Elsevier, vol. 33(C), pages 517-525.
  9. Susan S Sharma & Kannan Thuraisamy, 2012. "Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies," Financial Econometics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 2012_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  10. Hammoudeh, Shawkat & Bhar, Ramaprasad & Thompson, Mark A., 2010. "Re-examining the dynamic causal oil-macroeconomy relationship," International Review of Financial Analysis, Elsevier, Elsevier, vol. 19(4), pages 298-305, September.
  11. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014. "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, Elsevier, vol. 42(C), pages 343-354.
  12. Charfeddine Lanouar, 2014. "True or Spurious Long Memory in Volatility : Further Evidence on the Energy Futures Markets," Working Papers, Department of Research, Ipag Business School 2014-503, Department of Research, Ipag Business School.
  13. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, Elsevier, vol. 39(C), pages 13-27.
  14. Stern, David I. & Enflo, Kerstin, 2013. "Causality between energy and output in the long-run," Energy Economics, Elsevier, Elsevier, vol. 39(C), pages 135-146.
  15. Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2012. "What drives oil prices? Emerging versus developed economies," Working Paper, Norges Bank 2012/11, Norges Bank.
  16. Fantazzini, Dean & Höök, Mikael & Angelantoni, André, 2011. "Global oil risks in the early 21st century," Energy Policy, Elsevier, Elsevier, vol. 39(12), pages 7865-7873.
  17. James D. Hamilton & Jing Cynthia Wu, 2013. "Risk Premia in Crude Oil Futures Prices," NBER Working Papers 19056, National Bureau of Economic Research, Inc.
  18. Christiane Baumeister & Gert Peersman, 2011. "The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market," Working Papers, Bank of Canada 11-28, Bank of Canada.
  19. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2012. "Oil prices, exchange rates and emerging stock markets," Energy Economics, Elsevier, Elsevier, vol. 34(1), pages 227-240.
  20. Francesco Lippi & Andrea Nobili, 2010. "Oil and the Macroeconomy: A Quantitative Structural Analysis," EIEF Working Papers Series 1009, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2010.
  21. Pierre L Siklos, 2010. "Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
  22. Bruns, Stephan B. & Gross, Christian & Stern, David I., 2013. "Is There Really Granger Causality Between Energy Use and Output?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN) 11/2013, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
  23. Liu, Li & Chen, Ching-Cheng & Wan, Jieqiu, 2013. "Is world oil market “one great pool”?: An example from China's and international oil markets," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 364-373.
  24. Rangan Gupta & Mampho P. Modise, 2013. "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers 201318, University of Pretoria, Department of Economics.
  25. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
  26. Jochen Güntner, 2013. "How do oil producers respond to oil demand shocks?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria 2013-11, Department of Economics, Johannes Kepler University Linz, Austria.
  27. Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 314-319.
  28. Christopher L. Foote & Jane S. Little, 2011. "Oil and the macroeconomy in a changing world: a conference summary," Public Policy Discussion Paper, Federal Reserve Bank of Boston 11-3, Federal Reserve Bank of Boston.
  29. Chiou-Wei, Song-Zan & Linn, Scott C. & Zhu, Zhen, 2014. "The response of U.S. natural gas futures and spot prices to storage change surprises: Fundamental information and the effect of escalating physical gas production," Journal of International Money and Finance, Elsevier, Elsevier, vol. 42(C), pages 156-173.
  30. Kang, Wensheng & Ratti, Ronald A., 2013. "Oil shocks, policy uncertainty and stock market return," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 305-318.
  31. Tobias N. Rasmussen & Agustin Roitman, 2011. "Oil Shocks in a Global Perspective," IMF Working Papers 11/194, International Monetary Fund.
  32. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economics Papers from University Paris Dauphine 123456789/6970, Paris Dauphine University.
  33. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi & Maziar Raissi, 2012. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," IMF Working Papers 12/253, International Monetary Fund.
  34. Harsem, Øistein & Eide, Arne & Heen, Knut, 2011. "Factors influencing future oil and gas prospects in the Arctic," Energy Policy, Elsevier, Elsevier, vol. 39(12), pages 8037-8045.
  35. Luciana Juvenal & Ivan Petrella, 2011. "Speculation in the oil market," Working Papers, Federal Reserve Bank of St. Louis 2011-027, Federal Reserve Bank of St. Louis.
  36. Rania Jammazi & Duc Khuong Nguyen, 2014. "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers, Department of Research, Ipag Business School 2014-080, Department of Research, Ipag Business School.
  37. John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013. "Monetary Policy Drivers of Bond and Equity Risks," Harvard Business School Working Papers 14-031, Harvard Business School, revised Apr 2014.
  38. Li, Hong & Xiaowen Lin, Sharon, 2011. "Do emerging markets matter in the world oil pricing system? Evidence of imported crude by China and India," Energy Policy, Elsevier, Elsevier, vol. 39(8), pages 4624-4630, August.
  39. Philippe Charlot & Vêlayoudom Marimoutou, 2014. "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers hal-00980125, HAL.
  40. Sévi, Benoît & Le Pen, Yannick & Chevallier, Julien & Bunn, Derek, 2013. "Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices," Economics Papers from University Paris Dauphine 123456789/11692, Paris Dauphine University.
  41. Reynolds, Douglas B. & Baek, Jungho, 2012. "Much ado about Hotelling: Beware the ides of Hubbert," Energy Economics, Elsevier, Elsevier, vol. 34(1), pages 162-170.
  42. Wen, Xiaoqian & Wei, Yu & Huang, Dengshi, 2012. "Measuring contagion between energy market and stock market during financial crisis: A copula approach," Energy Economics, Elsevier, Elsevier, vol. 34(5), pages 1435-1446.
  43. Berthold, Norbert & Gründler, Klaus, 2012. "Stagflation in the world economy: A revival?," Wirtschaftswissenschaftliche Beiträge 117, Julius-Maximilians-Universität Würzburg, Lehrstuhl für Volkswirtschaftslehre, insbes. Wirtschaftsordnung und Sozialpolitik.
  44. Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers, Bank of Greece 161, Bank of Greece.
  45. Christiane Baumeister & Gert Peersman, 2013. "Time-Varying Effects of Oil Supply Shocks on the US Economy," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(4), pages 1-28, October.
  46. repec:ipg:wpaper:28 is not listed on IDEAS
  47. Berthold, Norbert & Gründler, Klaus, 2013. "The determinants of stagflation in a panel of countries," Wirtschaftswissenschaftliche Beiträge 117 [rev.], Julius-Maximilians-Universität Würzburg, Lehrstuhl für Volkswirtschaftslehre, insbes. Wirtschaftsordnung und Sozialpolitik.
  48. Lutz Kilian, 2010. "Oil Price Shocks, Monetary Policy and Stagflation," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
  49. Avalos, Fernando, 2014. "Do oil prices drive food prices? The tale of a structural break," Journal of International Money and Finance, Elsevier, Elsevier, vol. 42(C), pages 253-271.
  50. Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(1), pages 206-226.
  51. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.
  52. Robert B. Barsky & Susanto Basu & Keyoung Lee, 2014. "Whither News Shocks?," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29 National Bureau of Economic Research, Inc.
  53. Peter Maniloff, 2013. "Ethanol and Energy Security," Working Papers, Colorado School of Mines, Division of Economics and Business 2013-10, Colorado School of Mines, Division of Economics and Business.
  54. Fan, Qinbin & Jahan-Parvar, Mohammad R., 2009. "US Industry-Level Returns and Oil Prices," MPRA Paper 15670, University Library of Munich, Germany.
  55. Benjamin Wong, 2013. "Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?," CAMA Working Papers 2013-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  56. Marc Joëts, 2013. "Energy price transmissions during extreme movements," Working Papers, Department of Research, Ipag Business School 2013-028, Department of Research, Ipag Business School.
  57. Menzie D. Chinn & Olivier Coibion, 2010. "The Predictive Content of Commodity Futures," Working Papers, Department of Economics, College of William and Mary 89, Department of Economics, College of William and Mary.
  58. G. Peersman & I. Van Robays & -, 2009. "Cross-Country Differences in the Effects of Oil Shocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 09/629, Ghent University, Faculty of Economics and Business Administration.
  59. Jean-Marc Natal, 2009. "Monetary policy response to oil price shocks," Working Paper Series, Federal Reserve Bank of San Francisco 2009-16, Federal Reserve Bank of San Francisco.
  60. Moez Khalfallah & Bruno-Laurent Moschetto & Frédéric Teulon, 2014. "Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market," Working Papers, Department of Research, Ipag Business School 2014-085, Department of Research, Ipag Business School.
  61. Kilian, Lutz & Lee, Thomas K, 2013. "Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9297, C.E.P.R. Discussion Papers.
  62. Nixon, Dan & Smith, Tom, 2012. "What can the oil futures curve tell us about the outlook for oil prices?," Bank of England Quarterly Bulletin, Bank of England, vol. 52(1), pages 39-47.
  63. Luca Guerrieri & Martin Bodenstein, 2012. "Oil Efficiency, Demand, and Prices: a Tale of Ups and Downs," 2012 Meeting Papers, Society for Economic Dynamics 25, Society for Economic Dynamics.
  64. Irwin, Scott H. & Sanders, Dwight R., 2012. "Testing the Masters Hypothesis in commodity futures markets," Energy Economics, Elsevier, Elsevier, vol. 34(1), pages 256-269.
  65. Miffre, Joëlle & Brooks, Chris, 2013. "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, Elsevier, vol. 30(C), pages 230-240.
  66. Jan Hošek & Luboš Komárek & Martin Motl, 2011. "Monetary Policy and Price of Oil," Politická ekonomie, University of Economics, Prague, University of Economics, Prague, vol. 2011(1), pages 22-46.
  67. Śmiech, Sławomir & Papież, Monika, 2013. "Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market," Economics Letters, Elsevier, Elsevier, vol. 118(1), pages 199-202.
  68. Markus Ludwig, . "The Visible Hand: National Oil Companies, Oil Supply and the Ermergence of the Hotelling Rent," Working papers, Faculty of Business and Economics - University of Basel 2012/11, Faculty of Business and Economics - University of Basel.
  69. Andriosopoulos, Kostas & Nomikos, Nikos, 2014. "Performance replication of the Spot Energy Index with optimal equity portfolio selection: Evidence from the UK, US and Brazilian markets," European Journal of Operational Research, Elsevier, Elsevier, vol. 234(2), pages 571-582.
  70. Ayres, Robert U. & van den Bergh, Jeroen C.J.M. & Lindenberger, Dietmar & Warr, Benjamin, 2013. "The underestimated contribution of energy to economic growth," Structural Change and Economic Dynamics, Elsevier, Elsevier, vol. 27(C), pages 79-88.
  71. Lambert, Jessica G. & Hall, Charles A.S. & Balogh, Stephen & Gupta, Ajay & Arnold, Michelle, 2014. "Energy, EROI and quality of life," Energy Policy, Elsevier, Elsevier, vol. 64(C), pages 153-167.
  72. Bachmeier, Lance, 2013. "Identification in models of gasoline pricing," Economics Letters, Elsevier, Elsevier, vol. 120(1), pages 71-73.
  73. Abdul Rashid & Ozge Kandemir Kocaaslan, 2013. "Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK," International Journal of Energy Economics and Policy, Econjournals, Econjournals, vol. 3(4), pages 384 - 394.
  74. Ray C. Fair, 2009. "Analyzing Macroeconomic Forecastability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1706, Cowles Foundation for Research in Economics, Yale University, revised Aug 2010.
  75. Luís Francisco Aguiar & Teresa Maria Rodrigues & Maria Joana Soares, 2012. "Oil Shocks and the Euro as an Optimum Currency Area," NIPE Working Papers, NIPE - Universidade do Minho 07/2012, NIPE - Universidade do Minho.
  76. Wang, Jianliang & Feng, Lianyong & Tverberg, Gail E., 2013. "An analysis of China's coal supply and its impact on China's future economic growth," Energy Policy, Elsevier, Elsevier, vol. 57(C), pages 542-551.
  77. Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013. "Crude oil–corn–ethanol – nexus: A contextual approach," Energy Policy, Elsevier, Elsevier, vol. 63(C), pages 504-513.
  78. Natanelov, Valeri & Alam, Mohammad J. & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011. "Is there co-movement of agricultural commodities futures prices and crude oil?," Energy Policy, Elsevier, Elsevier, vol. 39(9), pages 4971-4984, September.