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Oil price dynamics and market-based inflation expectations
Citations
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Cited by:
- Christina Anderl & Guglielmo Maria Caporale, 2025. "Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks," CESifo Working Paper Series 11924, CESifo.
- Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2024.
"Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation,"
Journal of International Money and Finance, Elsevier, vol. 147(C).
- Chiara Casoli & Matteo Manera & Daniele Valenti, 2022. "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," Working Papers 2022.45, Fondazione Eni Enrico Mattei.
- Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2022. "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," FEEM Working Papers 329739, Fondazione Eni Enrico Mattei (FEEM).
- Aziza Syzdykova & Aktolkin Abubakirova & Lyazzat Kudabayeva & Ardak Zhantayeva & Aizhan Omarova, 2022. "Asymmetric Causality Relationship between Oil Prices and Inflation in BRIC Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 184-191, May.
- Kpodar, Kangni & Liu, Boya, 2022.
"The distributional implications of the impact of fuel price increases on inflation,"
Energy Economics, Elsevier, vol. 108(C).
- Mr. Kangni R Kpodar & Boya Liu, 2021. "The Distributional Implications of the Impact of Fuel Price Increases on Inflation," IMF Working Papers 2021/271, International Monetary Fund.
- Qing Nie, 2023. "Has the Asymmetric Effect of Oil Price Change in Inflation Expectations Been Impacted by the COVID-19 Outbreak? A Comparison Between the United States and China," Asian Social Science, Canadian Center of Science and Education, vol. 19(3), pages 1-55, June.
- Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin, 2021.
"Forecasting energy commodity prices: A large global dataset sparse approach,"
Energy Economics, Elsevier, vol. 98(C).
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," CAMA Working Papers 2019-90, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2021. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS83, Faculty of Economics and Management at the Free University of Bozen.
- Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin, 2019. "Forecasting energy commodity prices: a large global dataset sparse approach," Working Papers 2019-09, University of Tasmania, Tasmanian School of Business and Economics.
- Davide Ferrari & Francesco Ravazzolo & Joaquin Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Working Papers No 11/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Davide Ferrari & Francesco Ravazzolo & Joaquin L. Vespignani, 2019. "Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach," Globalization Institute Working Papers 376, Federal Reserve Bank of Dallas.
- Aharon, David Y. & Azman Aziz, Mukhriz Izraf & Kallir, Ido, 2023. "Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries," Resources Policy, Elsevier, vol. 82(C).
- Sohag, Kazi & Hassan, M. Kabir & Kalina, Irina & Mariev, Oleg, 2023. "The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks," Energy Economics, Elsevier, vol. 123(C).
- Mensi, Walid & Rehman, Mobeen Ur & Hammoudeh, Shawkat & Vo, Xuan Vinh & Kim, Won Joong, 2023. "How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis," International Economics, Elsevier, vol. 173(C), pages 212-232.
- Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Mattoussi, Wided, 2023. "Oil price shocks in the age of surging inflation," Energy Economics, Elsevier, vol. 128(C).
- Liu, Xiaojun & Wang, Yunyuan & Du, Wanying & Ma, Yong, 2022. "Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Tomiwa Sunday Adebayo, 2020. "Dynamic Relationship between Oil Price and Inflation in Oil Exporting Economy: Empirical Evidence from Wavelet Coherence Technique," Energy Economics Letters, Asian Economic and Social Society, vol. 7(1), pages 12-22, June.
- Michail, Nektarios A. & Louca, Kyriaki G., 2025. "Inflation expectations and house prices in the euro area," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 383-391.
- Vatsa, Puneet & Pino, Gabriel, 2024. "Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand," Energy Economics, Elsevier, vol. 139(C).
- Ge, Zhenyu & Sun, Yang, 2024. "Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Lin, Xiang & Li, Xiaoying, 2025. "A study on anchoring Swedish inflation expectations in times of turbulence," Energy Economics, Elsevier, vol. 144(C).
- Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2020. "Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 255-264.
- Zolfaghari, Mehdi, 2023. "How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?," Resources Policy, Elsevier, vol. 85(PB).
- Pal, Debdatta & Mitra, Subrata Kumar, 2019. "Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach," Resources Policy, Elsevier, vol. 64(C).
- Inês da Cunha Cabral & Pedro Pires Ribeiro & João Nicolau, 2022. "Changes in inflation compensation and oil prices: short-term and long-term dynamics," Empirical Economics, Springer, vol. 62(2), pages 581-603, February.
- İbrahim Özmen & Şerife Özşahin, 2023. "Effects of global energy and price fluctuations on Turkey's inflation: new evidence," Economic Change and Restructuring, Springer, vol. 56(4), pages 2695-2728, August.
- Ren, Yi-Shuai & Klein, Tony & Jiang, Yong & Ma, Chao-Qun & Yang, Xiao-Guang, 2024. "Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Alola, Andrew Adewale & Özkan, Oktay & Usman, Ojonugwa, 2023. "Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach," Energy Economics, Elsevier, vol. 120(C).
- Sam Devore & Eric Olson, 2021. "The Surprising Stability Between Gas Prices and Expected Inflation," Economics Bulletin, AccessEcon, vol. 41(2), pages 710-719.
- Wu, X.F. & Chen, G.Q., 2019. "Global overview of crude oil use: From source to sink through inter-regional trade," Energy Policy, Elsevier, vol. 128(C), pages 476-486.
- Köse, Nezir & Ünal, Emre, 2021. "The effects of the oil price and oil price volatility on inflation in Turkey," Energy, Elsevier, vol. 226(C).
- Ahmed S. Alimi & Oladotun D. Olaniran & Timothy Ayuba, 2020. "An Assymetric Evaluation of Oil Price- Inflation Nexus: Evidence from Nigeria," Energy Economics Letters, Asian Economic and Social Society, vol. 7(1), pages 1-11, June.