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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. 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.
  2. Behmiri, Niaz Bashiri & Pires Manso, José Ramos, 2014. "The linkage between crude oil consumption and economic growth in Latin America: The panel framework investigations for multiple regions," Energy, Elsevier, vol. 72(C), pages 233-241.
  3. David I. Stern & Kerstin Enflo, 2013. "Causality Between Energy and Output in the Long-Run," CAMA Working Papers 2013-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Reynolds, Douglas B. & Baek, Jungho, 2012. "Much ado about Hotelling: Beware the ides of Hubbert," Energy Economics, Elsevier, vol. 34(1), pages 162-170.
  5. 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 08/515, Ghent University, Faculty of Economics and Business Administration.
  6. Jozef Barunik & Barbora Malinska, 2015. "Forecasting the term structure of crude oil futures prices with neural networks," Papers 1504.04819, arXiv.org.
  7. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
  8. Kang, Wensheng & Ratti, Ronald A., 2013. "Oil shocks, policy uncertainty and stock market return," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 305-318.
  9. Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud, 2012. "What drives oil prices? Emerging versus developed economies," Working Papers 0007, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  10. Charfeddine, Lanouar, 2016. "Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis," Economic Modelling, Elsevier, vol. 53(C), pages 354-374.
  11. 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.
  12. Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," Economic Modelling, Elsevier, vol. 35(C), pages 314-319.
  13. Fan, Qinbin & Jahan-Parvar, Mohammad R., 2012. "U.S. industry-level returns and oil prices," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 112-128.
  14. 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.
  15. Nowotarski, Jakub & Tomczyk, Jakub & Weron, Rafał, 2013. "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," Energy Economics, Elsevier, vol. 39(C), pages 13-27.
  16. Harsem, Øistein & Eide, Arne & Heen, Knut, 2011. "Factors influencing future oil and gas prospects in the Arctic," Energy Policy, Elsevier, vol. 39(12), pages 8037-8045.
  17. 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, vol. 234(2), pages 571-582.
  18. Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015. "The impact of oil price shocks on the stock market return and volatility relationship," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 41-54.
  19. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013. "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 175-191.
  20. Jochen Güntner, 2013. "How do oil producers respond to oil demand shocks?," Economics working papers 2013-11, Department of Economics, Johannes Kepler University Linz, Austria.
  21. Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014. "The Impact of Oil Price Shocks on U.S. Bond Market Returns," CAMA Working Papers 2014-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  22. repec:ipg:wpaper:2014-503 is not listed on IDEAS
  23. Luís Francisco Aguiar & Teresa Maria Rodrigues & Maria Joana Soares, 2012. "Oil Shocks and the Euro as an Optimum Currency Area," NIPE Working Papers 07/2012, NIPE - Universidade do Minho.
  24. Aastveit, Knut Are, 2014. "Oil price shocks in a data-rich environment," Energy Economics, Elsevier, vol. 45(C), pages 268-279.
  25. William T. Gavin & Benjamin D. Keen & Finn E. Kydland, 2013. "Monetary policy, the tax code, and the real effects of energy shocks," Working Papers 1304, Federal Reserve Bank of Dallas.
  26. 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, vol. 42(C), pages 156-173.
  27. Auer, Benjamin R., 2015. "Does the choice of performance measure influence the evaluation of commodity investments?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 142-150.
  28. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2015. "Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 485-503.
  29. Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015. "Oil price forecastability and economic uncertainty," Economics Letters, Elsevier, vol. 132(C), pages 125-128.
  30. Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Speculative behaviour and oil price predictability," Economic Modelling, Elsevier, vol. 47(C), pages 128-136.
  31. 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.
  32. Berthold, Norbert & Gründler, Klaus, 2012. "Stagflation in the world economy: A revival?," Discussion Paper Series 117, Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy.
  33. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2016. "The impact of oil shocks on exchange rates: A Markov-switching approach," Energy Economics, Elsevier, vol. 54(C), pages 11-23.
  34. Breitenfellner, Andreas & Crespo Cuaresma, Jesús & Mayer, Philipp, 2015. "Energy inflation and house price corrections," Energy Economics, Elsevier, vol. 48(C), pages 109-116.
  35. Luis Viceira & Carolin Pflueger & John Campbell, 2014. "Monetary Policy Drivers of Bond and Equity Risks," 2014 Meeting Papers 137, Society for Economic Dynamics.
  36. Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Paper Series 16-02, The Rimini Centre for Economic Analysis.
  37. Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
  38. 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.
  39. Claudio Morana, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Working Papers 225, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
  40. Rashid, Abdul & Kocaaslan, Ozge Kandemir, 2013. "Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK," MPRA Paper 49580, University Library of Munich, Germany.
  41. Marc Joëts, 2013. "Energy price transmissions during extreme movements," Working Papers 2013-28, Department of Research, Ipag Business School.
  42. Menzie D. Chinn & Olivier Coibion, 2010. "The Predictive Content of Commodity Futures," NBER Working Papers 15830, National Bureau of Economic Research, Inc.
  43. 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, vol. 39(9), pages 4971-4984, September.
  44. Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014. "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers 14-11, Bank of Canada.
  45. Verónica Acurio Vasconez & Gaël Giraud & Florent Mc Isaac & Ngoc Sang Pham, 2014. "The Effects of Oil Price Shocks in a New-Keynesian Framework with Capital Accumulation," Documents de travail du Centre d'Economie de la Sorbonne 14099, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  46. Bachmeier, Lance, 2013. "Identification in models of gasoline pricing," Economics Letters, Elsevier, vol. 120(1), pages 71-73.
  47. Peter Maniloff, 2013. "Ethanol and Energy Security," Working Papers 2013-10, Colorado School of Mines, Division of Economics and Business.
  48. 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.
  49. Li, Haiqi & Kim, Hyung-Gun & Park, Sung Y., 2015. "The role of financial speculation in the energy future markets: A new time-varying coefficient approach," Economic Modelling, Elsevier, vol. 51(C), pages 112-122.
  50. Robert B. Barsky & Susanto Basu & Keyoung Lee, 2014. "Whither News Shocks?," NBER Chapters, in: NBER Macroeconomics Annual 2014, Volume 29, pages 225-264 National Bureau of Economic Research, Inc.
  51. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
  52. Lambert, Jessica G. & Hall, Charles A.S. & Balogh, Stephen & Gupta, Ajay & Arnold, Michelle, 2014. "Energy, EROI and quality of life," Energy Policy, Elsevier, vol. 64(C), pages 153-167.
  53. Coglianese, John & Davis, Lucas W. & Kilian, Lutz & Stock, James H., 2015. "Anticipation, tax avoidance, and the price elasticity of gasoline demand," CFS Working Paper Series 503, Center for Financial Studies (CFS).
  54. Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
  55. Hammoudeh, Shawkat & Bhar, Ramaprasad & Thompson, Mark A., 2010. "Re-examining the dynamic causal oil-macroeconomy relationship," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 298-305, September.
  56. Ray C. Fair, 2009. "Analyzing Macroeconomic Forecastability," Cowles Foundation Discussion Papers 1706, Cowles Foundation for Research in Economics, Yale University, revised Aug 2010.
  57. Andrew Jobling & Tooraj Jamasb, 2015. "Price Volatility and Demand for Oil: A Comparative Analysis of Developed and Developing Countries," Cambridge Working Papers in Economics 1512, Faculty of Economics, University of Cambridge.
  58. Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
  59. 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, vol. 35(C), pages 364-373.
  60. Hallock, John L. & Wu, Wei & Hall, Charles A.S. & Jefferson, Michael, 2014. "Forecasting the limits to the availability and diversity of global conventional oil supply: Validation," Energy, Elsevier, vol. 64(C), pages 130-153.
  61. Broadstock, David C. & Filis, George, 2014. "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 417-433.
  62. Sharma, Susan Sunila & Thuraisamy, Kannan, 2013. "Oil price uncertainty and sovereign risk: Evidence from Asian economies," Journal of Asian Economics, Elsevier, vol. 28(C), pages 51-57.
  63. Ratti, Ronald & Vespignani, Joaquin, 2012. "Liquidity and crude oil prices: China’s influence over 1996-2011," Working Papers 15062, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Sep 2012.
  64. Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
  65. Bec, Frédérique & De Gaye, Annabelle, 2016. "How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts," Economic Modelling, Elsevier, vol. 53(C), pages 75-88.
  66. An, Lian & Jin, Xiaoze & Ren, Xiaomei, 2014. "Are the macroeconomic effects of oil price shock symmetric?: A Factor-Augmented Vector Autoregressive approach," Energy Economics, Elsevier, vol. 45(C), pages 217-228.
  67. shafaai, Shafizal & Masih, Mansur, 2013. "Stock market and crude oil relationship: A wavelet analysis," MPRA Paper 62363, University Library of Munich, Germany.
  68. 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, vol. 42(C), pages 343-354.
  69. Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
  70. Fantazzini, Dean & Hook, Mikael & Angelantoni, André, 2011. "Global oil risks in the early 21st century," MPRA Paper 33825, University Library of Munich, Germany.
  71. Miffre, Joëlle & Brooks, Chris, 2013. "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 230-240.
  72. Gert Peersman & Ine Van Robays, 2010. "Cross-Country Differences in the Effects of Oil Shocks," CESifo Working Paper Series 3306, CESifo Group Munich.
  73. 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.
  74. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2014. "Are there really bubbles in oil prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 631-638.
  75. Semih Tumen & Deren Unalmis & Ibrahim Unalmis & D. Filiz Unsal, 2015. "Taxing Fossil Fuels under Speculative Storage," Working Papers 1502, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  76. Irwin, Scott H. & Sanders, Dwight R., 2012. "Testing the Masters Hypothesis in commodity futures markets," Energy Economics, Elsevier, vol. 34(1), pages 256-269.
  77. Hilde C. Bjørnland & Vegard H. Larsen, 2015. "Oil and macroeconomic (in)stability," Working Papers 0035, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  78. 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 9297, C.E.P.R. Discussion Papers.
  79. Charlot, Philippe & Marimoutou, Vêlayoudom, 2014. "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, vol. 44(C), pages 456-467.
  80. Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2014. "Do net positions in the futures market cause spot prices of crude oil?," Economic Modelling, Elsevier, vol. 41(C), pages 177-190.
  81. 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.
  82. Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng, 2015. "Forecasting the real prices of crude oil under economic and statistical constraints," Energy Economics, Elsevier, vol. 51(C), pages 599-608.
  83. Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015. "Changes in the global oil market," Working Papers 75761696, Lancaster University Management School, Economics Department.
  84. Allegret, Jean-Pierre & Couharde, Cécile & Coulibaly, Dramane & Mignon, Valérie, 2014. "Current accounts and oil price fluctuations in oil-exporting countries: The role of financial development," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 185-201.
  85. Avalos, Fernando, 2014. "Do oil prices drive food prices? The tale of a structural break," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 253-271.
  86. Thomas M. Fullerton & Teodulo Soto, 2015. "Oil Shock Impacts on the Borderplex Regional Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 5(1), pages 14-26.
  87. Marco Lorusso & Luca Pieroni, 2015. "Causes and Consequences of Oil Price Shocks on the UK Economy," CEERP Working Paper Series 002, Centre for Energy Economics Research and Policy, Heriot-Watt University, revised Nov 2015.
  88. repec:ipg:wpaper:2014-085 is not listed on IDEAS
  89. Jean‐Marc Natal, 2012. "Monetary Policy Response to Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 53-101, 02.
  90. repec:ipg:wpaper:28 is not listed on IDEAS
  91. Sevda Yaprakli & Fatih Kaplan, 2015. "Re-examining of the Turkish Crude Oil Import Demand with Multi-structural Breaks Analysis in the Long Run Period," International Journal of Energy Economics and Policy, Econjournals, vol. 5(2), pages 402-407.
  92. Hilde C. Bjørnland & Leif Anders Thorsrud, 2014. "Boom or gloom? Examining the Dutch disease in two-speed economies," Working Papers 0024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  93. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
  94. Cashin, Paul & Mohaddes, Kamiar & Raissi, Maziar & Raissi, Mehdi, 2014. "The differential effects of oil demand and supply shocks on the global economy," Energy Economics, Elsevier, vol. 44(C), pages 113-134.
  95. 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, vol. 27(C), pages 79-88.
  96. Atems, Bebonchu & Kapper, Devin & Lam, Eddery, 2015. "Do exchange rates respond asymmetrically to shocks in the crude oil market?," Energy Economics, Elsevier, vol. 49(C), pages 227-238.
  97. Francesco Lippi & Andrea Nobili, 2012. "Oil And The Macroeconomy: A Quantitative Structural Analysis," Journal of the European Economic Association, European Economic Association, vol. 10(5), pages 1059-1083, October.
  98. Christopher L. Foote & Jane Sneddon Little, 2011. "Oil and the macroeconomy in a changing world: a conference summary," Public Policy Discussion Paper 11-3, Federal Reserve Bank of Boston.
  99. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper 59760, University Library of Munich, Germany.
  100. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
  101. Śmiech, Sławomir & Papież, Monika, 2013. "Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market," Economics Letters, Elsevier, vol. 118(1), pages 199-202.
  102. Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2010. "Oil Prices, Exchange Rates and Emerging Stock Markets," Working Papers 1014, University of Otago, Department of Economics, revised Sep 2010.
  103. Selien De Schryder & Gert Peersman, 2014. "The Us Dollar Exchange Rate And The Demand For Oil," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/893, Ghent University, Faculty of Economics and Business Administration.
  104. Markus Ludwig, . "The Visible Hand: National Oil Companies, Oil Supply and the Ermergence of the Hotelling Rent," Working papers 2012/11, Faculty of Business and Economics - University of Basel.
  105. Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
  106. 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, vol. 57(C), pages 542-551.
  107. Maryam Ahmad & Matteo Manera & Mehdi Sadeghzadeh, 2015. "Global Oil Market and the U.S. Stock Returns," Working Papers 2015.91, Fondazione Eni Enrico Mattei.
  108. Reicher Christopher Phillip & Utlaut Johannes Friederich, 2013. "Monetary policy shocks and real commodity prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 35, October.
  109. Stephan B. Bruns, Christian Gross and David I. Stern, 2014. "Is There Really Granger Causality Between Energy Use and Output?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  110. Rania Jammazi & Duc Khuong Nguyen, 2015. "Responses of international stock markets to oil price surges: a regime-switching perspective," Applied Economics, Taylor & Francis Journals, vol. 47(41), pages 4408-4422, September.
  111. Luca Guerrieri & Martin Bodenstein, 2012. "Oil Efficiency, Demand, and Prices: a Tale of Ups and Downs," 2012 Meeting Papers 25, Society for Economic Dynamics.
  112. Khaled Guesmi & Salma Fattoum, 2014. "Measuring contagion effects between crude oil and OECD stock markets," Working Papers 2014-90, Department of Research, Ipag Business School.
  113. Berthold, Norbert & Gründler, Klaus, 2013. "The determinants of stagflation in a panel of countries," Discussion Paper Series 117 [rev.], Julius Maximilian University of Würzburg, Chair of Economic Order and Social Policy.
  114. Hilde C. Bjørnland & Leif Anders Thorsrud, 2015. "Commodity prices and fiscal policy design: Procyclical despite a rule," Working Papers 0033, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  115. Capellán-Pérez, Iñigo & Mediavilla, Margarita & de Castro, Carlos & Carpintero, Óscar & Miguel, Luis Javier, 2014. "Fossil fuel depletion and socio-economic scenarios: An integrated approach," Energy, Elsevier, vol. 77(C), pages 641-666.
  116. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  117. Marc Joëts, 2012. "Energy price transmissions during extreme movements," EconomiX Working Papers 2012-38, University of Paris West - Nanterre la Défense, EconomiX.
  118. Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers 161, Bank of Greece.
  119. Wang, Qiang & Li, Rongrong, 2016. "Impact of cheaper oil on economic system and climate change: A SWOT analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 925-931.
  120. Raghavan, Mala, 2015. "The macroeconomic effects of oil price shocks on ASEAN-5 economies," Working Papers 2015-10, University of Tasmania, Tasmanian School of Business and Economics.
  121. Le, Thai-Ha & Chang, Youngho, 2015. "Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?," Energy Economics, Elsevier, vol. 51(C), pages 261-274.
  122. Claudio, Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 330, University of Milano-Bicocca, Department of Economics, revised 24 Feb 2016.
  123. Fowowe, Babajide, 2013. "Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria," Energy, Elsevier, vol. 56(C), pages 31-38.
  124. repec:dau:papers:123456789/11692 is not listed on IDEAS
  125. Reynolds, Douglas B., 2014. "World oil production trend: Comparing Hubbert multi-cycle curves," Ecological Economics, Elsevier, vol. 98(C), pages 62-71.
  126. Jan Hošek & Luboš Komárek & Martin Motl, 2011. "Monetary Policy and Price of Oil," Politická ekonomie, University of Economics, Prague, vol. 2011(1), pages 22-46.
  127. Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Working Papers 2015-18, CEPII research center.
  128. 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, vol. 39(8), pages 4624-4630, August.
  129. 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.
  130. Wen, Xiaoqian & Wei, Yu & Huang, Dengshi, 2012. "Measuring contagion between energy market and stock market during financial crisis: A copula approach," Energy Economics, Elsevier, vol. 34(5), pages 1435-1446.
  131. Koch, Nicolas, 2014. "Tail events: A new approach to understanding extreme energy commodity prices," Energy Economics, Elsevier, vol. 43(C), pages 195-205.
  132. Wolfgang Pollan, 2013. "US Inflation and Crude Oil Prices. An International Perspective," WIFO Working Papers 451, WIFO.
  133. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  134. Naser, Hanan, 2015. "Analysing the long-run relationship among oil market, nuclear energy consumption, and economic growth: An evidence from emerging economies," Energy, Elsevier, vol. 89(C), pages 421-434.
  135. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Risk premia in crude oil futures prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 9-37.
  136. Tobias N. Rasmussen & Agustin Roitman, 2011. "Oil Shocks in a Global Perspective; Are they Really That Bad?," IMF Working Papers 11/194, International Monetary Fund.
  137. Natanelov, Valeri & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2013. "Crude oil–corn–ethanol – nexus: A contextual approach," Energy Policy, Elsevier, vol. 63(C), pages 504-513.
  138. repec:ipg:wpaper:2013-028 is not listed on IDEAS
  139. 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.
  140. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses," Koç University-TUSIAD Economic Research Forum Working Papers 1504, Koc University-TUSIAD Economic Research Forum.
  141. Kilian, Lutz, 2009. "Oil Price Shocks, Monetary Policy and Stagflation," CEPR Discussion Papers 7324, C.E.P.R. Discussion Papers.
  142. Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015. "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 32-44.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.