IDEAS home Printed from https://ideas.repec.org/f/pzh744.html
   My authors  Follow this author

Xiaoqing Zhou

Personal Details

First Name:Xiaoqing
Middle Name:
Last Name:Zhou
Suffix:
RePEc Short-ID:pzh744
https://sites.google.com/a/umich.edu/xqzhou/

Affiliation

Federal Reserve Bank of Dallas

Dallas, Texas (United States)
http://www.dallasfed.org/
RePEc:edi:frbdaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2021. "Container Trade and the U.S. Recovery," Working Papers 2108, Federal Reserve Bank of Dallas.
  2. Xiaoqing Zhou, 2021. "Mortgage Borrowing and the Boom-Bust Cycle in Consumption and Residential Investment," Working Papers 2103, Federal Reserve Bank of Dallas.
  3. Lutz Kilian & Xiaoqing Zhou, 2020. "Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts," Working Papers 2025, Federal Reserve Bank of Dallas.
  4. Katya Kartashova & Xiaoqing Zhou, 2020. "How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers," Staff Working Papers 20-18, Bank of Canada.
  5. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2020. "A Quantitative Model of the Oil Tanker Market in the Arabian Gulf," Working Papers 2015, Federal Reserve Bank of Dallas.
  6. Xiaoqing Zhou, 2019. "Refining the Workhorse Oil Market Model," Working Papers 1910, Federal Reserve Bank of Dallas.
  7. Kilian, Lutz & Zhou, Xiaoqing, 2019. "Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?," CEPR Discussion Papers 13849, C.E.P.R. Discussion Papers.
  8. Lutz Kilian & Zhou Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series 7484, CESifo.
  9. Lutz Kilian & Xiaoqing Zhou, 2018. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," Staff Working Papers 18-56, Bank of Canada.
  10. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CEPR Discussion Papers 13068, C.E.P.R. Discussion Papers.
  11. Xiaoqing Zhou, 2018. "Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment," Staff Working Papers 18-6, Bank of Canada.
  12. Lutz Kilian & Xiaoqing Zhou, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CESifo Working Paper Series 7166, CESifo.
  13. Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2017. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," CESifo Working Paper Series 6369, CESifo.
  14. Lutz Kilian & Xiaoqing Zhou, 2017. "Modeling Fluctuations in the Global Demand for Commodities," CESifo Working Paper Series 6749, CESifo.
  15. Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers 13-25, Bank of Canada.

Articles

  1. Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2018. "Are Product Spreads Useful For Forecasting Oil Prices? An Empirical Evaluation Of The Verleger Hypothesis," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 562-580, April.
  2. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Modeling fluctuations in the global demand for commodities," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 54-78.
  3. Xiaoqing Zhou, . "Mortgage borrowing and the boom-bust cycle in consumption and residential investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.

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:
  1. Xiaoqing Zhou, 2018. "Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment," Staff Working Papers 18-6, Bank of Canada.

    Mentioned in:

    1. Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment
      by Christian Zimmermann in NEP-DGE blog on 2018-02-27 03:26:39

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Lutz Kilian & Xiaoqing Zhou, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CESifo Working Paper Series 7166, CESifo.

    Mentioned in:

    1. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment (CESifo WP 2018) in ReplicationWiki ()

Working papers

  1. Lutz Kilian & Xiaoqing Zhou, 2020. "Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts," Working Papers 2025, Federal Reserve Bank of Dallas.

    Cited by:

    1. Inoue, Atsushi & Kilian, Lutz, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, C.E.P.R. Discussion Papers.
    2. Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020. "What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC," Papers 2006.06274, arXiv.org, revised Aug 2021.

  2. Katya Kartashova & Xiaoqing Zhou, 2020. "How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers," Staff Working Papers 20-18, Bank of Canada.

    Cited by:

    1. Katya Kartashova, 2020. "The Effect of Mortgage Rate Resets on Debt: Evidence from TransUnion (Part I)," Staff Analytical Notes 2020-2, Bank of Canada.

  3. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2020. "A Quantitative Model of the Oil Tanker Market in the Arabian Gulf," Working Papers 2015, Federal Reserve Bank of Dallas.

    Cited by:

    1. David S. Jacks & Martin Stuermer, 2021. "Dry Bulk Shipping and the Evolution of Maritime Transport Costs, 1850-2020," Working Papers 2102, Federal Reserve Bank of Dallas.

  4. Xiaoqing Zhou, 2019. "Refining the Workhorse Oil Market Model," Working Papers 1910, Federal Reserve Bank of Dallas.

    Cited by:

    1. Inoue, Atsushi & Kilian, Lutz, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, C.E.P.R. Discussion Papers.
    2. Kilian, Lutz, 2019. "Measuring global real economic activity: Do recent critiques hold up to scrutiny?," Economics Letters, Elsevier, vol. 178(C), pages 106-110.
    3. Kilian, Lutz, 2019. "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers 14047, C.E.P.R. Discussion Papers.
    4. Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
    5. Kilian, Lutz & Zhou, Xiaoqing, 2020. "Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices?," CFS Working Paper Series 647, Center for Financial Studies (CFS).
    6. Kilian, Lutz, 2020. "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series 649, Center for Financial Studies (CFS).
    7. Lutz Kilian & Xiaoqing Zhou, 2019. "Oil Prices, Exchange Rates and Interest Rates," Working Papers 1914, Federal Reserve Bank of Dallas.
    8. Känzig, Diego Raoul, 2020. "The macroeconomic effects of oil supply news: Evidence from OPEC announcements," MPRA Paper 106249, University Library of Munich, Germany.
    9. Lutz Kilian & Xiaoqing Zhou, 2020. "The Econometrics of Oil Market VAR Models," CESifo Working Paper Series 8153, CESifo.
    10. Rausser, Gordon & Stuermer, Martin, 2020. "A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016," MPRA Paper 104708, University Library of Munich, Germany.
    11. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Identification and Inference Under Narrative Restrictions," Papers 2102.06456, arXiv.org.

  5. Kilian, Lutz & Zhou, Xiaoqing, 2019. "Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?," CEPR Discussion Papers 13849, C.E.P.R. Discussion Papers.

    Cited by:

    1. Inoue, Atsushi & Kilian, Lutz, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, C.E.P.R. Discussion Papers.
    2. Kilian, Lutz, 2019. "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers 14047, C.E.P.R. Discussion Papers.
    3. Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
    4. Kilian, Lutz, 2020. "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series 649, Center for Financial Studies (CFS).
    5. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    6. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Identification and Inference Under Narrative Restrictions," Papers 2102.06456, arXiv.org.

  6. Lutz Kilian & Zhou Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series 7484, CESifo.

    Cited by:

    1. Branko Bošković & Andrew Leach, 2020. "Leave it in the ground? Oil sands development under carbon pricing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 526-562, May.
    2. Lian An & Mark A. Wynne & Ren Zhang, 2020. "Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach," Globalization Institute Working Papers 379, Federal Reserve Bank of Dallas.
    3. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
    4. Kilian, Lutz, 2019. "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers 14047, C.E.P.R. Discussion Papers.
    5. Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
    6. Kilian, Lutz & Zhou, Xiaoqing, 2020. "Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices?," CFS Working Paper Series 647, Center for Financial Studies (CFS).
    7. Sakib Bin Amin & Noshin Nawal Audry & Ahmed Farah Ulfat, 2021. "The Nexus Between Oil Price Shock and the Exchange Rate in Bangladesh," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 427-435.
    8. Doga Bilgin & Reinhard Ellwanger, 2019. "The Simple Economics of Global Fuel Consumption," Staff Working Papers 19-35, Bank of Canada.
    9. Khalil, Makram, 2020. "Global oil prices and the macroeconomy: The role of tradeable manufacturing versus nontradeable services," Discussion Papers 60/2020, Deutsche Bundesbank.
    10. Mahadeo, Scott M.R. & Heinlein, Reinhold & Legrenzi, Gabriella D., 2019. "Energy contagion analysis: A new perspective with application to a small petroleum economy," Energy Economics, Elsevier, vol. 80(C), pages 890-903.
    11. Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020. "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers 2020-8, Bank of Canada.
    12. Ahmadi, Maryam & Manera, Matteo, 2021. "Oil Price Shocks and Economic Growth in Oil-Exporting Countries," FEEM Working Papers 311052, Fondazione Eni Enrico Mattei (FEEM).
    13. Sheng Fang & Paul Egan, 2021. "Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1469-1487, January.
    14. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
    15. Changyu Liu & Muhammad Abubakr Naeem & Mobeen Ur Rehman & Saqib Farid & Syed Jawad Hussain Shahzad, 2020. "Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies," Energies, MDPI, Open Access Journal, vol. 13(17), pages 1-19, August.

  7. Lutz Kilian & Xiaoqing Zhou, 2018. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," Staff Working Papers 18-56, Bank of Canada.

    Cited by:

    1. Hao, Xianfeng & Zhao, Yuyang & Wang, Yudong, 2020. "Forecasting the real prices of crude oil using robust regression models with regularization constraints," Energy Economics, Elsevier, vol. 86(C).
    2. Al Refai, Hisham & Eissa, Mohamad Abdelaziz & Zeitun, Rami, 2021. "The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    3. Afees A. Salisu & Rangan Gupta, 2019. "How do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Working Papers 201946, University of Pretoria, Department of Economics.
    4. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2019. "Oil price shocks and U.S. economic activity," Energy Policy, Elsevier, vol. 129(C), pages 89-99.

  8. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CEPR Discussion Papers 13068, C.E.P.R. Discussion Papers.

    Cited by:

    1. Lutz Kilian & Xiaoqing Zhou, 2019. "Oil Prices, Exchange Rates and Interest Rates," Working Papers 1914, Federal Reserve Bank of Dallas.
    2. Foroni, Claudia & Stracca, Livio, 2019. "Much ado about nothing? The shale oil revolution and the global supply curve," Working Paper Series 2309, European Central Bank.
    3. Hau, Liya & Zhu, Huiming & Huang, Rui & Ma, Xiang, 2020. "Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression," Energy, Elsevier, vol. 213(C).

  9. Xiaoqing Zhou, 2018. "Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment," Staff Working Papers 18-6, Bank of Canada.

    Cited by:

    1. Carlos Garriga & Aaron Hedlund, 2019. "Crises in the Housing Market: Causes, Consequences, and Policy Lessons," Working Papers 2019-33, Federal Reserve Bank of St. Louis.
    2. John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian & William L. Skimmyhorn, 2019. "Borrowing to Save? The Impact of Automatic Enrollment on Debt," NBER Working Papers 25876, National Bureau of Economic Research, Inc.
    3. Xiaoqing Zhou, 2020. "A Quantitative Evaluation of the Housing Provident Fund Program in China," Working Papers 2008, Federal Reserve Bank of Dallas.

  10. Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2017. "Is the Discretionary Income Effect of Oil Price Shocks a Hoax?," CESifo Working Paper Series 6369, CESifo.

    Cited by:

    1. Soojin Jo & Lilia Karnizova & Abeer Reza, 2017. "Industry Effects of Oil Price Shocks: Re-Examination," Working Papers 1710, Federal Reserve Bank of Dallas.
    2. Känzig, Diego Raoul, 2020. "The macroeconomic effects of oil supply news: Evidence from OPEC announcements," MPRA Paper 106249, University Library of Munich, Germany.
    3. Kilian, Lutz, 2017. "How the Tight Oil Boom Has Changed Oil and Gasoline Markets," CEPR Discussion Papers 11876, C.E.P.R. Discussion Papers.
    4. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2019. "Oil price shocks and U.S. economic activity," Energy Policy, Elsevier, vol. 129(C), pages 89-99.

  11. Lutz Kilian & Xiaoqing Zhou, 2017. "Modeling Fluctuations in the Global Demand for Commodities," CESifo Working Paper Series 6749, CESifo.

    Cited by:

    1. Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
    2. Erten Bilge & Tuzcuoglu Kerem, 2018. "Output Effects of Global Food Commodity Shocks," Journal of Globalization and Development, De Gruyter, vol. 9(1), pages 1-18, June.
    3. Jamie L. Cross & Chenghan Hou & Bao H. Nguyen, 2018. "On the China factor in international oil markets: A regime switching approach," Working Papers No 11/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    4. Lutz Kilian & Nikos Nomikos & Xiaoqing Zhou, 2020. "A Quantitative Model of the Oil Tanker Market in the Arabian Gulf," Working Papers 2015, Federal Reserve Bank of Dallas.
    5. Raghavan, Mala, 2019. "An analysis of the global oil market using SVARMA models," Working Papers 2019-01, University of Tasmania, Tasmanian School of Business and Economics.
    6. Reinhard Ellwanger, 2019. "A Structural Model of the Global Oil Market," Staff Analytical Notes 2019-17, Bank of Canada.
    7. Alfred Haug & Syed Basher & Perry Sadorsky, 2016. "The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach," EcoMod2016 9226, EcoMod.
    8. Funashima, Yoshito, 2020. "Global economic activity indexes revisited," Economics Letters, Elsevier, vol. 193(C).
    9. Diaz, Elena Maria & Pérez-Quirós, Gabriel, 2020. "Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic," CEPR Discussion Papers 15451, C.E.P.R. Discussion Papers.
    10. Kilian, Lutz, 2019. "Measuring global real economic activity: Do recent critiques hold up to scrutiny?," Economics Letters, Elsevier, vol. 178(C), pages 106-110.
    11. Francesco Ravazzolo & Joaquin Vespignani, 2017. "World steel production: A new monthly indicator of global real economic activity," CAMA Working Papers 2017-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    12. James D. Hamilton, 2021. "Measuring global economic activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 293-303, April.
    13. Gilles Dufrénot & William Ginn & Marc Pourroy, 2021. "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," AMSE Working Papers 2130, Aix-Marseille School of Economics, France.
    14. Christiane Baumeister & James D. Hamilton, 2019. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, vol. 109(5), pages 1873-1910, May.
    15. Kilian, Lutz, 2019. "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers 14047, C.E.P.R. Discussion Papers.
    16. Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
    17. Diaz, Elena Maria & Perez-Quiros, Gabriel, 2021. "GEA tracker: A daily indicator of global economic activity," Journal of International Money and Finance, Elsevier, vol. 115(C).
    18. S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
    19. Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019. "Real‐time forecast combinations for the oil price," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 456-462, April.
    20. Nektarios A. Michail & Konstantinos D. Melas & Dimitris Batzilis, 2021. "Container shipping trade and real GDP growth: A panel vector autoregressive approach," Economics Bulletin, AccessEcon, vol. 41(2), pages 304-315.
    21. Lutz Kilian & Xiaoqing Zhou, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CESifo Working Paper Series 7166, CESifo.
    22. Kilian, Lutz & Zhou, Xiaoqing, 2020. "Does drawing down the U.S. strategic petroleum reserve help stabilize oil prices?," CFS Working Paper Series 647, Center for Financial Studies (CFS).
    23. Kilian, Lutz, 2020. "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series 649, Center for Financial Studies (CFS).
    24. Ahmed, Rashad, 2020. "Global Flight-to-Safety Shocks," MPRA Paper 103501, University Library of Munich, Germany.
    25. Kim, Gil & Vera, David, 2019. "Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findings," Energy Economics, Elsevier, vol. 82(C), pages 201-210.
    26. Daniele Valenti & Matteo Manera & Alessandro Sbuelz, 2018. "Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?," Working Papers 2018.03, Fondazione Eni Enrico Mattei.
    27. Lutz Kilian & Xiaoqing Zhou, 2019. "Oil Prices, Exchange Rates and Interest Rates," Working Papers 1914, Federal Reserve Bank of Dallas.
    28. 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.
    29. David S. Jacks & Martin Stuermer, 2021. "Dry Bulk Shipping and the Evolution of Maritime Transport Costs, 1850-2020," Working Papers 2102, Federal Reserve Bank of Dallas.
    30. Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020. "What matters for consumer sentiment? World oil price or retail gasoline price?," Working Paper series 20-22, Rimini Centre for Economic Analysis.
    31. Tvedt, Jostein, 2019. "Transport services and the valuation of flexibility over business cycles," Transportation Research Part A: Policy and Practice, Elsevier, vol. 130(C), pages 517-528.
    32. Alfred A. Haug & Syed Abul Basher, 2019. "Exchange rates of oil exporting countries and global oil price shocks: a nonlinear smooth-transition approach," Applied Economics, Taylor & Francis Journals, vol. 51(48), pages 5282-5296, October.
    33. Xiaoshi Zhou & Wanglin Ma, 2021. "Does agricultural mechanization reduce vulnerable employment? Evidence from cross-country panel data," Economics Bulletin, AccessEcon, vol. 41(2), pages 294-303.
    34. Thomas Størdal Gundersen & Even Soltvedt Hvinden, 2021. "OPEC's crude game: Strategic Competition and Regime-switching in Global Oil Markets," Working Papers No 01/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    35. Fretheim, Torun, 2019. "An empirical analysis of the correlation between large daily changes in grain and oil futures prices," Journal of Commodity Markets, Elsevier, vol. 14(C), pages 66-75.
    36. Hunter L. Clark & Jeffrey B. Dawson & Maxim L. Pinkovskiy, 2020. "How Stable Is China’s Growth? Shedding Light on Sparse Data," Economic Policy Review, Federal Reserve Bank of New York, vol. 26(4), pages 1-38, October.
    37. James D. Hamilton, 2019. "Measuring Global Economic Activity," NBER Working Papers 25778, National Bureau of Economic Research, Inc.
    38. Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021. "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, vol. 96(C).
    39. Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, Open Access Journal, vol. 11(19), pages 1-23, September.
    40. Ederington, Louis H. & Fernando, Chitru S. & Lee, Thomas K. & Linn, Scott C. & Zhang, Huiming, 2021. "The relation between petroleum product prices and crude oil prices," Energy Economics, Elsevier, vol. 94(C).
    41. Lutz Kilian & Xiaoqing Zhou, 2020. "The Econometrics of Oil Market VAR Models," CESifo Working Paper Series 8153, CESifo.
    42. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019. "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper 96577, University Library of Munich, Germany.
    43. Lin, Boqiang & Bai, Rui, 2021. "Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective," Research in International Business and Finance, Elsevier, vol. 56(C).
    44. Xiaoqing Zhou, 2019. "Refining the Workhorse Oil Market Model," Working Papers 1910, Federal Reserve Bank of Dallas.
    45. Daniele Valenti, 2018. "Modelling the Global Price of Oil: Is there any Role for the Oil Futures-spot Spread?," Working Papers 2018.06, Fondazione Eni Enrico Mattei.
    46. Kruse, Robinson & Wegener, Christoph, 2020. "Time-varying persistence in real oil prices and its determinant," Energy Economics, Elsevier, vol. 85(C).
    47. Nonejad, Nima, 2020. "An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index," Economics Letters, Elsevier, vol. 196(C).
    48. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019. "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, vol. 80(C), pages 950-969.
    49. Huang, Wanling & Mollick, Andre Varella, 2020. "Tight oil, real WTI prices and U.S. stock returns," Energy Economics, Elsevier, vol. 85(C).
    50. Kilian, Lutz & Nomikos, Nikos & Zhou, Xiaoqing, 2021. "Container Trade and the U.S. Recovery," CEPR Discussion Papers 16277, C.E.P.R. Discussion Papers.
    51. Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H., 2021. "On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee ," Energy Economics, Elsevier, vol. 95(C).
    52. 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).
    53. Maghyereh, Aktham I. & Sweidan, Osama D., 2020. "Do structural shocks in the crude oil market affect biofuel prices?," International Economics, Elsevier, vol. 164(C), pages 183-193.
    54. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment," CEPR Discussion Papers 13068, C.E.P.R. Discussion Papers.
    55. Yao Axel Ehouman, 2020. "Do oil-market shocks drive global liquidity?," EconomiX Working Papers 2020-33, University of Paris Nanterre, EconomiX.
    56. Jin, Xin, 2019. "The role of market expectations in commodity price dynamics: Evidence from oil data," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 1-18.
    57. Rausser, Gordon & Stuermer, Martin, 2020. "A Dynamic Analysis of Collusive Action: The Case of the World Copper Market, 1882-2016," MPRA Paper 104708, University Library of Munich, Germany.
    58. Jochen H. F. Güntner & Katharina Linsbauer, 2018. "The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1617-1644, October.
    59. Wu, Fei & Zhao, Wan-Li & Ji, Qiang & Zhang, Dayong, 2020. "Dependency, centrality and dynamic networks for international commodity futures prices," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 118-132.
    60. 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).
    61. Juan B'ogalo & Pilar Poncela & Eva Senra, 2020. "Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis," Papers 2007.07561, arXiv.org, revised Jun 2021.
    62. Maghyereh, Aktham & Abdoh, Hussein, 2021. "The impact of extreme structural oil-price shocks on clean energy and oil stocks," Energy, Elsevier, vol. 225(C).
    63. Marina V. Vasiljeva & Vadim V. Ponkratov & Elena Y. Kharlamova & Nikolay V. Kuznetsov & Maksim S. Maramygin & Maria V. Volkova, 2019. "Problems and Prospects of Development of the Oil Exchange Market in the Russian Federation," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 77-86.
    64. Nima Nonejad, 2020. "A detailed look at crude oil price volatility prediction using macroeconomic variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1119-1141, November.
    65. Nonejad, Nima, 2020. "A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility," Journal of Commodity Markets, Elsevier, vol. 20(C).
    66. 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).
    67. Panayiotis Theodossiou & Dimitris Tsouknidis & Christos Savva, 2020. "Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(3), pages 1097-1119, June.

  12. Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou, 2013. "Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis," Staff Working Papers 13-25, Bank of Canada.

    Cited by:

    1. Cristiana Belu Manescu & Ine Van Robays, 2016. "Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance," CESifo Working Paper Series 6242, CESifo.
    2. Baumeister, Christiane & Kilian, Lutz & Lee, Thomas K, 2014. "Are there Gains from Pooling Real-Time Oil Price Forecasts?," CEPR Discussion Papers 10075, C.E.P.R. Discussion Papers.
    3. Christiane Baumeister & Lutz Kilian, 2013. "Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach," Staff Working Papers 13-28, Bank of Canada.
    4. 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.
    5. Hui Jun ZHANG & Jean-Marie DUFOUR & John W. GALBRAITH, 2013. "Exchange Rates and Commodity Prices : Measuring Causality at Multiple Horizons," Cahiers de recherche 14-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    6. Baumeister, Christiane & Kilian, Lutz, 2013. "Do oil price increases cause higher food prices?," CFS Working Paper Series 2013/10, Center for Financial Studies (CFS).
    7. 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.
    8. Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019. "Real‐time forecast combinations for the oil price," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 456-462, April.
    9. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & Yelou, Clement, 2018. "Oil Price Forecasts For The Long Term: Expert Outlooks, Models, Or Both?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 581-599, April.
    10. Funk, Christoph, 2018. "Forecasting the real price of oil - Time-variation and forecast combination," Energy Economics, Elsevier, vol. 76(C), pages 288-302.
    11. Xuluo Yin & Jiangang Peng & Tian Tang, 2018. "Improving the Forecasting Accuracy of Crude Oil Prices," Sustainability, MDPI, Open Access Journal, vol. 10(2), pages 1-9, February.
    12. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil prices," MPRA Paper 77531, University Library of Munich, Germany.
    13. Degiannakis, Stavros & Filis, George, 2018. "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, vol. 76(C), pages 388-402.
    14. Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015. "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, vol. 31(2), pages 238-252.
    15. Mohamad B. Karaki, 2018. "Asymmetries In The Responses Of Regional Job Flows To Oil Price Shocks," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1827-1845, July.
    16. Arunanondchai, Panit & Senia, Mark C. & Capps, Oral Jr, 2017. "Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252717, Southern Agricultural Economics Association.
    17. Elder, John & Miao, Hong & Ramchander, Sanjay, 2014. "Price discovery in crude oil futures," Energy Economics, Elsevier, vol. 46(S1), pages 18-27.
    18. Liu, Li & Wang, Yudong & Yang, Li, 2018. "Predictability of crude oil prices: An investor perspective," Energy Economics, Elsevier, vol. 75(C), pages 193-205.

Articles

  1. Baumeister, Christiane & Kilian, Lutz & Zhou, Xiaoqing, 2018. "Are Product Spreads Useful For Forecasting Oil Prices? An Empirical Evaluation Of The Verleger Hypothesis," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 562-580, April.

    Cited by:

    1. Wang, Yudong & Liu, Li & Wu, Chongfeng, 2020. "Forecasting commodity prices out-of-sample: Can technical indicators help?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 666-683.
    2. 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.
    3. 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.
    4. Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019. "Real‐time forecast combinations for the oil price," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 456-462, April.
    5. Doga Bilgin & Reinhard Ellwanger, 2019. "The Simple Economics of Global Fuel Consumption," Staff Working Papers 19-35, Bank of Canada.
    6. Jin Boon Wong, 2021. "Stock market reactions to different types of oil shocks: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(2), pages 179-193, February.
    7. Hao, Xianfeng & Zhao, Yuyang & Wang, Yudong, 2020. "Forecasting the real prices of crude oil using robust regression models with regularization constraints," Energy Economics, Elsevier, vol. 86(C).
    8. Ederington, Louis H. & Fernando, Chitru S. & Lee, Thomas K. & Linn, Scott C. & Zhang, Huiming, 2021. "The relation between petroleum product prices and crude oil prices," Energy Economics, Elsevier, vol. 94(C).
    9. Snudden, Stephen, 2018. "Targeted growth rates for long-horizon crude oil price forecasts," International Journal of Forecasting, Elsevier, vol. 34(1), pages 1-16.
    10. Hedi Ben Haddad & Imed Mezghani & Abdessalem Gouider, 2021. "The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties," Economies, MDPI, Open Access Journal, vol. 9(2), pages 1-22, June.
    11. Degiannakis, Stavros & Filis, George, 2020. "Oil price assumptions for macroeconomic policy," MPRA Paper 100705, University Library of Munich, Germany.
    12. Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
    13. Mohamad B. Karaki, 2018. "Asymmetries In The Responses Of Regional Job Flows To Oil Price Shocks," Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1827-1845, July.
    14. Jochen H. F. Güntner & Katharina Linsbauer, 2018. "The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1617-1644, October.
    15. Yin, Libo & Wang, Yang, 2019. "Forecasting the oil prices: What is the role of skewness risk?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    16. Liu, Li & Wang, Yudong & Yang, Li, 2018. "Predictability of crude oil prices: An investor perspective," Energy Economics, Elsevier, vol. 75(C), pages 193-205.
    17. 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).
    18. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.

  2. Kilian, Lutz & Zhou, Xiaoqing, 2018. "Modeling fluctuations in the global demand for commodities," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 54-78.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (17) 2017-03-12 2017-11-05 2017-12-11 2018-04-30 2018-06-11 2018-09-10 2018-11-19 2018-12-03 2019-02-18 2019-02-25 2019-08-26 2019-09-23 2019-11-11 2019-11-11 2020-01-20 2020-06-22 2020-08-31. Author is listed
  2. NEP-MAC: Macroeconomics (9) 2018-02-12 2018-09-10 2018-09-10 2019-08-26 2020-01-20 2020-05-25 2020-08-31 2021-04-12 2021-07-12. Author is listed
  3. NEP-URE: Urban & Real Estate Economics (8) 2018-02-12 2018-04-30 2018-06-11 2018-09-24 2018-11-19 2018-12-03 2019-11-11 2021-04-12. Author is listed
  4. NEP-INT: International Trade (4) 2017-10-29 2018-01-08 2019-02-25 2021-07-12
  5. NEP-MON: Monetary Economics (4) 2019-02-25 2019-09-23 2020-05-25 2020-08-31
  6. NEP-OPM: Open Economy Macroeconomics (4) 2018-12-03 2019-02-18 2019-02-25 2019-09-23
  7. NEP-DGE: Dynamic General Equilibrium (3) 2018-02-12 2018-09-24 2021-04-12
  8. NEP-AGR: Agricultural Economics (2) 2017-10-29 2018-01-08
  9. NEP-ORE: Operations Research (2) 2019-11-11 2021-07-12
  10. NEP-CBA: Central Banking (1) 2020-05-25
  11. NEP-FOR: Forecasting (1) 2013-08-23
  12. NEP-GEO: Economic Geography (1) 2019-11-11
  13. NEP-HIS: Business, Economic & Financial History (1) 2021-07-12

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Xiaoqing Zhou should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.