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Citations for "Understanding Crude Oil Prices"

by James D. Hamilton

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  1. Moya-Martínez, Pablo & Ferrer-Lapeña, Román & Escribano-Sotos, Francisco, 2014. "Oil price risk in the Spanish stock market: An industry perspective," Economic Modelling, Elsevier, Elsevier, vol. 37(C), pages 280-290.
  2. Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2013. "Futures price volatility in commodities markets: The role of short term vs long term speculation," DEM Working Papers Series 042, University of Pavia, Department of Economics and Management.
  3. Xiaodong Du & Cindy L. Yu & Dermot J. Hayes, 2009. "Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis," Food and Agricultural Policy Research Institute (FAPRI) Publications, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University 09-wp491, Food and Agricultural Policy Research Institute (FAPRI) at Iowa State University.
  4. Eyal Dvir & Kenneth S. Rogoff, 2009. "Three Epochs of Oil," NBER Working Papers 14927, National Bureau of Economic Research, Inc.
  5. Scott H. Irwin & Dwight R. Sanders, 2011. "Index Funds, Financialization, and Commodity Futures Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, Agricultural and Applied Economics Association, vol. 33(1), pages 1-31.
  6. Heni Boubaker & Khaled Guesmi & Duc Khuong Nguyen, 2014. "Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis," Working Papers, Department of Research, Ipag Business School 2014-442, Department of Research, Ipag Business School.
  7. Cullen S. Hendrix, 2014. "Oil Prices and Interstate Conflict Behavior," Working Paper Series, Peterson Institute for International Economics WP14-3, Peterson Institute for International Economics.
  8. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports, Federal Reserve Bank of New York 598, Federal Reserve Bank of New York.
  9. Hui Jun Zhang & Jean-Marie Dufour & John Galbraith, 2013. "Exchange rates and commodity prices: measuring causality at multiple horizons," CIRANO Working Papers, CIRANO 2013s-39, CIRANO.
  10. G. Lalanne & E. Pouliquen & O. Simon, 2009. "Oil price and potential output growth in the long run," Documents de Travail de la DESE - Working Papers of the DESE, Institut National de la Statistique et des Etudes Economiques, DESE g2009-09, Institut National de la Statistique et des Etudes Economiques, DESE.
  11. Demachi, Kazue, 2012. "The effect of crude oil price change and volatility on Nigerian economy," MPRA Paper 41413, University Library of Munich, Germany.
  12. Stuart Landon & Constance Smith, 2010. "Government Revenue Volatility: The Case of Alberta, an Energy Dependent Economy," EERI Research Paper Series EERI_RP_2010_23, Economics and Econometrics Research Institute (EERI), Brussels.
  13. Archanskaïa, Elizaveta & Creel, Jérôme & Hubert, Paul, 2012. "The nature of oil shocks and the global economy," Energy Policy, Elsevier, Elsevier, vol. 42(C), pages 509-520.
  14. Martin Stuermer & Gregor Schwerhoff, 2013. "Technological change in resource extraction and endogenous growth," Bonn Econ Discussion Papers, University of Bonn, Germany bgse12_2013, University of Bonn, Germany.
  15. Filippo Lechthaler & Lisa Leinert, 2012. "Moody Oil - What is Driving the Crude Oil Price?," CER-ETH Economics working paper series 12/168, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  16. Martin Stürmer & Gregor Schwerhoff, 2012. "Non-Renewable but Inexhaustible – Resources in an Endogenous Growth Model," Working Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods 2012_09, Max Planck Institute for Research on Collective Goods.
  17. Guglielmo Caporale & Davide Ciferri & Alessandro Girardi, 2010. "Time-varying spot and futures oil price dynamics," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, Finanza e Statistica 75/2010, Università di Perugia, Dipartimento Economia, Finanza e Statistica.
  18. Frederick van der Ploeg & Anthony J. Venables, 2012. "Natural Resource Wealth: The Challenge of Managing a Windfall," Annual Review of Economics, Annual Reviews, Annual Reviews, vol. 4(1), pages 315-337, 07.
  19. Ai Han & Yanan He & Yongmiao Hong & Shouyang Wang, 2013. "Forecasting Interval-valued Crude Oil Prices via Autoregressive Conditional Interval Models," Papers 2013-10-14, Working Paper.
  20. van der Ploeg, Frederick, 2010. "Aggressive oil extraction and precautionary saving: Coping with volatility," Journal of Public Economics, Elsevier, Elsevier, vol. 94(5-6), pages 421-433, June.
  21. Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan, 2013. "Oil and stock market activity when prices go up and down: the case of the oil and gas industry," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 41(2), pages 253-272, August.
  22. Hamilton, Kirk & Atkinson, Giles, 2013. "Resource discoveries, learning, and national income accounting," Policy Research Working Paper Series 6505, The World Bank.
  23. Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers, University of Bonn, Center for Development Research (ZEF) 145556, University of Bonn, Center for Development Research (ZEF).
  24. Daron Acemoglu & Amy Finkelstein & Matthew J. Notowidigdo, 2013. "Income and Health Spending: Evidence from Oil Price Shocks," The Review of Economics and Statistics, MIT Press, vol. 95(4), pages 1079-1095, October.
  25. Alfredo Marvão Pereira & Rui M. Pereira, 2011. "On the environmental, economic and budgetary impacts of fossil fuel prices: A dynamic general equilibrium analysis of the Portuguese case," Working Papers, Department of Economics, College of William and Mary 110, Department of Economics, College of William and Mary.
  26. 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.
  27. Beatrix Gaitan & Terry Roe, 2012. "International Trade, Exhaustible-Resource Abundance and Economic Growth," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 72-93, January.
  28. Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0167, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  29. Christiane Baumeister & Gert Peersman, 2013. "The Role Of Time‐Varying Price Elasticities In Accounting For Volatility Changes In The Crude Oil Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1087-1109, November.
  30. McPhail, Lihong Lu, 2011. "Assessing the impact of US ethanol on fossil fuel markets: A structural VAR approach," Energy Economics, Elsevier, Elsevier, vol. 33(6), pages 1177-1185.
  31. Robert J. Brecha, 2013. "Ten Reasons to Take Peak Oil Seriously," Sustainability, MDPI, Open Access Journal, vol. 5(2), pages 664-694, February.
  32. 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.
  33. Jens H.E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2012. "Extracting Deflation Probability Forecasts from Treasury Yields," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 8(4), pages 21-60, December.
  34. Martin Stuermer, 2013. "Industrialization and the demand for mineral commodities," Bonn Econ Discussion Papers, University of Bonn, Germany bgse13_2013, University of Bonn, Germany.
  35. Patrick Criqui & Mikel Gonzalez-Eguino & Anil Markandaya & Silvana Mima, 2014. "Low climate stabilisation under diverse growth and convergence scenarios," Post-Print halshs-00872630, HAL.
  36. Marc Gronwald & Johannes Mayr & Sultan Orazbayev, 2009. "Estimating the effects of oil price shockson the Kazakh economy," Ifo Working Paper Series Ifo Working Paper Nr. 81, Ifo Institute for Economic Research at the University of Munich.
  37. Huppmann, Daniel, 2013. "Endogenous shifts in OPEC market power - A Stackelberg oligopoly with fringe," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79758, Verein für Socialpolitik / German Economic Association.
  38. Eyal Dvir & Ken Rogoff, 2009. "The Three Epochs of Oil," Boston College Working Papers in Economics, Boston College Department of Economics 706, Boston College Department of Economics.
  39. Stuart Landon & Constance Smith, 2010. "Energy Prices and Alberta Government Revenue Volatility," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 313, November.
  40. Chen, Xiaoguang & Huang, Haixiao & Khanna, Madhu & Önal, Hayri, 2014. "Alternative transportation fuel standards: Welfare effects and climate benefits," Journal of Environmental Economics and Management, Elsevier, vol. 67(3), pages 241-257.
  41. Chuku, Chuku & Effiong, Ekpeno & Sam, Ndifreke, 2010. "Oil price distortions and their short- and long-run impacts on the Nigerian economy," MPRA Paper 24434, University Library of Munich, Germany.
  42. Muneesh Kapur & Rakesh Mohan, 2014. "India’s Recent Macroeconomic Performance: An Assessment and Way Forward," IMF Working Papers 14/68, International Monetary Fund.
  43. Ansgar Belke & Daniel Gros, 2009. "A Simple Model of an Oil Based Global Savings Glut – The “China Factor” and the OPEC Cartel," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0128, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  44. Brückner, Markus & Schwandt, Hannes, 2013. "Income and Population Growth," IZA Discussion Papers 7422, Institute for the Study of Labor (IZA).
  45. C. Baumeister & G. Peersman, 2008. "Time-Varying Effects of Oil Supply Shocks on the US Economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 08/515, Ghent University, Faculty of Economics and Business Administration.
  46. Chia-Hsing Huang & Liang-Chun Ho, 2011. "Do bio-fuel policies lead to speculative behavior?," Journal of Financial Economic Policy, Emerald Group Publishing, Emerald Group Publishing, vol. 3(2), pages 161-174, July.
  47. James L. Smith, 2008. "World Oil: Market or Mayhem?," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research 0815, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
  48. Akram, Q. Farooq, 2009. "Commodity prices, interest rates and the dollar," Energy Economics, Elsevier, Elsevier, vol. 31(6), pages 838-851, November.
  49. Torfinn Harding & Frederick Ploeg, 2013. "Official forecasts and management of oil windfalls," International Tax and Public Finance, Springer, Springer, vol. 20(5), pages 827-866, October.
  50. Carlos Caceres & Leandro Medina, 2012. "Measures of Fiscal Risk in Hydrocarbon-Exporting Countries," IMF Working Papers 12/260, International Monetary Fund.
  51. Stefan Reitz & Jan-Christoph Rülke & Georg Stadtmann, 2011. "Nonlinear Expectations in Speculative Markets - Evidence from the ECB Survey of Professional Forecasters," Kiel Working Papers 1706, Kiel Institute for the World Economy.
  52. Alfredo Pereira & Rui Pereira, 2013. "Fossil fuel prices and the economic and budgetary challenges of a small energy-importing economy: the case of Portugal," Portuguese Economic Journal, Springer, Springer, vol. 12(3), pages 181-214, December.
  53. Clemens, Jeffrey, 2013. "Evaluating Economic Warfare: Lessons from Efforts to Suppress the Afghan Opium Trade," MPRA Paper 57890, University Library of Munich, Germany.
  54. Michał Falkowski, 2011. "Financialization of commodities," Contemporary Economics, University of Finance and Management in Warsaw, University of Finance and Management in Warsaw, vol. 5(4), December.
  55. Michael Ye & John Zyren & Joanne Shore & Thomas Lee, 2010. "Crude Oil Futures as an Indicator of Market Changes: A Graphical Analysis," International Advances in Economic Research, Springer, Springer, vol. 16(3), pages 257-268, August.
  56. Dvir, Eyal & Rogoff, Kenneth, 2014. "Demand effects and speculation in oil markets: Theory and evidence," Journal of International Money and Finance, Elsevier, Elsevier, vol. 42(C), pages 113-128.
  57. 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.
  58. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," Working Papers halshs-00793724, HAL.
  59. Jeffrey Clemens, 2013. "An Analysis of Economic Warfare," American Economic Review, American Economic Association, American Economic Association, vol. 103(3), pages 523-27, May.
  60. Stefan Reitz & Jan C. Rülke & Georg Stadtmann, 2010. "Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(4), pages 454-466, August.
  61. 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.
  62. Fang, Chung-Rou & You, Shih-Yi, 2014. "The impact of oil price shocks on the large emerging countries' stock prices: Evidence from China, India and Russia," International Review of Economics & Finance, Elsevier, Elsevier, vol. 29(C), pages 330-338.
  63. Tokic, Damir, 2011. "Rational destabilizing speculation, positive feedback trading, and the oil bubble of 2008," Energy Policy, Elsevier, Elsevier, vol. 39(4), pages 2051-2061, April.
  64. Vipin Arora, 2011. "Arbitrage and the Price of Oil," ANU Working Papers in Economics and Econometrics 2011-535, Australian National University, College of Business and Economics, School of Economics.
  65. Somayeh Mardaneh, 2012. "How Do Oil Shocks A¤ect the Structural Stability of Hybrid New Keynesian Phillips Curve?," Discussion Papers in Economics 12/20, Department of Economics, University of Leicester.
  66. Marcus Brückner & Antonio Ciccone & Andrea Tesei, 2011. "Oil price shocks, income and democracy," Economics Working Papers 1351, Department of Economics and Business, Universitat Pompeu Fabra.
  67. Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012. "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 851, Bank of Italy, Economic Research and International Relations Area.
  68. Patrick Blagrave & Peter Elliott & Roberto Garcia-Saltos & Douglas Hostland & Douglas Laxton & Fan Zhang, 2013. "Adding China to the Global Projection Model," IMF Working Papers 13/256, International Monetary Fund.
  69. Zied Ftiti & Khaled Guesmi & Frédéric Teulon & Slim Chouachi, 2014. "Evolution of Crude Oil Prices and Economic Growth: The case of OPEC Countries," Working Papers, Department of Research, Ipag Business School 2014-421, Department of Research, Ipag Business School.
  70. Khaled Guesmi & Salma Fattoum, 2014. "Return and volatility transmission between oil prices and oil-exporting and oil-importing countries," Working Papers, Department of Research, Ipag Business School 2014-443, Department of Research, Ipag Business School.
  71. Naccache, Théo, 2011. "Oil price cycles and wavelets," Energy Economics, Elsevier, Elsevier, vol. 33(2), pages 338-352, March.
  72. Khaled GUESMI & Salma FATTOUM, 2014. "The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 510-519.
  73. Yudong Wang & Chongfeng Wu, 2013. "Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 42(4), pages 393-414, December.
  74. Mohanty, Sunil & Nandha, Mohan & Bota, Gabor, 2010. "Oil shocks and stock returns: The case of the Central and Eastern European (CEE) oil and gas sectors," Emerging Markets Review, Elsevier, Elsevier, vol. 11(4), pages 358-372, December.
  75. Soren T. Anderson & Ryan Kellogg & James M. Sallee, 2011. "What Do Consumers Believe About Future Gasoline Prices?," NBER Working Papers 16974, National Bureau of Economic Research, Inc.
  76. Elliott, Robert J. & Lyle, Matthew R. & Miao, Hong, 2010. "A model for energy pricing with stochastic emission costs," Energy Economics, Elsevier, Elsevier, vol. 32(4), pages 838-847, July.
  77. Cherif, Reda & Hasanov, Fuad, 2013. "Oil Exporters’ Dilemma: How Much to Save and How Much to Invest," World Development, Elsevier, Elsevier, vol. 52(C), pages 120-131.
  78. Khaled Guesmi & Salma Fattoum, 2014. "Measuring contagion effects between crude oil and OECD stock markets," Working Papers, Department of Research, Ipag Business School 2014-090, Department of Research, Ipag Business School.
  79. Claudio Morana, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Working Papers, Fondazione Eni Enrico Mattei 2012.07, Fondazione Eni Enrico Mattei.
  80. Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014. "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, Elsevier, vol. 41(C), pages 117-124.
  81. repec:ipg:wpaper:19 is not listed on IDEAS
  82. Brückner, Markus & Chong, Alberto & Gradstein, Mark, 2012. "Estimating the permanent income elasticity of government expenditures: Evidence on Wagner's law based on oil price shocks," Journal of Public Economics, Elsevier, Elsevier, vol. 96(11), pages 1025-1035.
  83. Jochen H. F. Güntner, 2011. "How do international stock markets respond to oil demand and supply shocks?," FEMM Working Papers 110028, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  84. Marcella Nicolini & Matteo Manera & Ilaria Vignati, 2013. "Detecting speculation in volatility of commodities futures markets," EcoMod2013 5125, EcoMod.
  85. 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.
  86. Barkoulas, John T. & Chakraborty, Atreya & Ouandlous, Arav, 2012. "A metric and topological analysis of determinism in the crude oil spot market," Energy Economics, Elsevier, Elsevier, vol. 34(2), pages 584-591.
  87. Dobronogov, Anton & Gelb, Alan & Saldanha, Fernando Brant, 2014. "How should donors respond to resource windfalls in poor countries ? from aid to insurance," Policy Research Working Paper Series 6952, The World Bank.
  88. Chang, Roberto & Hevia, Constantino & Loayza, Norman, 2009. "Privatization and nationalization cycles," Policy Research Working Paper Series 5029, The World Bank.
  89. Wang, Yudong & Wu, Chongfeng, 2013. "Are crude oil spot and futures prices cointegrated? Not always!," Economic Modelling, Elsevier, Elsevier, vol. 33(C), pages 641-650.
  90. 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.
  91. Kirk Hamilton & Giles Atkinson, 2013. "Resource Discoveries, Learning and National Income Accounting," Grantham Research Institute on Climate Change and the Environment Working Papers, Grantham Research Institute on Climate Change and the Environment 117, Grantham Research Institute on Climate Change and the Environment.
  92. 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.
  93. Tokic, Damir, 2010. "The 2008 oil bubble: Causes and consequences," Energy Policy, Elsevier, Elsevier, vol. 38(10), pages 6009-6015, October.
  94. Carolina Arteaga cabrales & Joan Camilo Granados Castro & Jair Ojeda Joya, 2011. "The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices," BORRADORES DE ECONOMIA 009199, BANCO DE LA REPÚBLICA.
  95. 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.
  96. Reitz, Stefan & Rülke, Jan & Stadtmann, Georg, 2012. "Nonlinear Expectations in Speculative Markets," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62045, Verein für Socialpolitik / German Economic Association.
  97. Gronwald, Marc, 2012. "A characterization of oil price behavior — Evidence from jump models," Energy Economics, Elsevier, Elsevier, vol. 34(5), pages 1310-1317.
  98. Eisgruber, Lasse, 2013. "The resource curse: Analysis of the applicability to the large-scale export of electricity from renewable resources," Energy Policy, Elsevier, Elsevier, vol. 57(C), pages 429-440.
  99. Cifarelli, Giulio, 2013. "Smooth transition regime shifts and oil price dynamics," Energy Economics, Elsevier, Elsevier, vol. 38(C), pages 160-167.
  100. Landon, Stuart & Smith, Constance, 2014. "Rule-Based Resource Revenue Stabilization Funds: A Welfare Comparison," Working Papers 2014-1, University of Alberta, Department of Economics.
  101. HIGASHIDA Keisaku & MORITA Tamaki & MANAGI Shunsuke & TAKARADA Yasuhiro, 2013. "Does the Acquisition of Mines by Firms in Resource-importing Countries Decrease Resource Prices?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 13073, Research Institute of Economy, Trade and Industry (RIETI).
  102. Wang, Yudong & Liu, Li, 2010. "Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis," Energy Economics, Elsevier, Elsevier, vol. 32(5), pages 987-992, September.
  103. Marc Gronwald, 2009. "Jumps in Oil Prices- Evidence and Implications," Ifo Working Paper Series Ifo Working Paper No. 75, Ifo Institute for Economic Research at the University of Munich.
  104. Lisa Leinert, 2012. "Does the Oil Price Adjust Optimally to Oil Field Discoveries?," CER-ETH Economics working paper series 12/169, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  105. Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013. "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1220-1239.
  106. 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, Elsevier, vol. 20(3), pages 152-164, June.
  107. Azar, Jose, 2009. "Electric Cars and Oil Prices," MPRA Paper 15538, University Library of Munich, Germany.
  108. Möbert, Jochen, 2009. "Do speculators drive crude oil prices? Dispersion in beliefs as a price determinant," Research Notes 32e, Deutsche Bank Research.
  109. Du, Limin & Yanan, He & Wei, Chu, 2010. "The relationship between oil price shocks and China's macro-economy: An empirical analysis," Energy Policy, Elsevier, Elsevier, vol. 38(8), pages 4142-4151, August.
  110. Xu, Bing & Ouenniche, Jamal, 2012. "A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models," Energy Economics, Elsevier, Elsevier, vol. 34(2), pages 576-583.
  111. Giovanni Melina & Yi Xiong, 2013. "Natural Gas, Public Investment and Debt Sustainability in Mozambique," IMF Working Papers 13/261, International Monetary Fund.
  112. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers wuwp166, Vienna University of Economics, Department of Economics.
  113. Bharati, Rakesh & Crain, Susan J. & Kaminski, Vincent, 2012. "Clustering in crude oil prices and the target pricing zone hypothesis," Energy Economics, Elsevier, Elsevier, vol. 34(4), pages 1115-1123.
  114. Möbert, Jochen, 2009. "Unterschiedliche Markteinschätzungen von Spekulanten als Determinante des Rohölpreises," Research Notes 32, Deutsche Bank Research.
  115. Drabik, Dušan & de Gorter, Harry, 2013. "Emissions from Indirect Land Use Change: Do they Matter with Fuel Market Leakages?," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra Provider-Homepage: http://www.roaae.org;Association of Agricultural Ec, Faculty of Economics and Management, Slovak Agricultural University in Nitra Provider-Homepage: http://www.roaae.org;Association of Agricultural Economists in Slovakia (APES), vol. 16(2).
  116. 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.
  117. Wang, Yudong & Wu, Chongfeng, 2012. "Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis," Economic Modelling, Elsevier, Elsevier, vol. 29(6), pages 2289-2297.
  118. Roberto Iacono, 2012. "Is it really worse with a Bird in Hand? A comparison of fiscal rules for resource-rich economies," Working Paper Series, Department of Economics, Norwegian University of Science and Technology 12612, Department of Economics, Norwegian University of Science and Technology.
  119. Conrad, Christian & Loch, Karin & Rittler, Daniel, 2012. "On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation," Working Papers 0525, University of Heidelberg, Department of Economics.
  120. Carrosio, Giovanni, 2013. "Energy production from biogas in the Italian countryside: Policies and organizational models," Energy Policy, Elsevier, Elsevier, vol. 63(C), pages 3-9.
  121. Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2014. "How does bad and good volatility spill over across petroleum markets?," Papers 1405.2445, arXiv.org.
  122. Andersen, Jørgen Juel & Aslaksen, Silje, 2013. "Oil and political survival," Journal of Development Economics, Elsevier, Elsevier, vol. 100(1), pages 89-106.
  123. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, Elsevier, vol. 68(C), pages 24-42.
  124. Esmaeili, Abdoulkarim & Shokoohi, Zainab, 2011. "Assessing the effect of oil price on world food prices: Application of principal component analysis," Energy Policy, Elsevier, Elsevier, vol. 39(2), pages 1022-1025, February.
  125. Marc Gronwald, 2009. "Zur empirischen Analyse des Ölpreises – ein Überblick über aktuelle Forschungsergebnisse," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(01), pages 16-19, 01.
  126. Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper 229, Tor Vergata University, CEIS, revised 18 Apr 2012.
  127. Kuralbayeva, Karlygash, 2013. "Optimal fiscal policy and different degrees of access to international capital markets," Journal of Development Economics, Elsevier, Elsevier, vol. 103(C), pages 336-352.
  128. 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.
  129. Martina, Esteban & Rodriguez, Eduardo & Escarela-Perez, Rafael & Alvarez-Ramirez, Jose, 2011. "Multiscale entropy analysis of crude oil price dynamics," Energy Economics, Elsevier, Elsevier, vol. 33(5), pages 936-947, September.
  130. Algieri, Bernardina, 2012. "Price Volatility, Speculation and Excessive Speculation in Commodity Markets: sheep or shepherd behaviour?," Discussion Papers, University of Bonn, Center for Development Research (ZEF) 124390, University of Bonn, Center for Development Research (ZEF).
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