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Nonlinearities and the Macroeconomic Effects of Oil Prices

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  1. Les récessions américaines sont-elles déclenchées par les chocs pétroliers ?
    by ? in D'un champ l'autre on 2014-09-27 15:30:00

Citations

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Cited by:

  1. Ben Salem, Leila & Nouira, Ridha & Jeguirim, Khaled & Rault, Christophe, 2022. "The determinants of crude oil prices: Evidence from ARDL and nonlinear ARDL approaches," Resources Policy, Elsevier, vol. 79(C).
  2. Imran Shah, 2012. "Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies," Bristol Economics Discussion Papers 12/626, School of Economics, University of Bristol, UK.
  3. Nguyen Thi Ngoc Trang & Tran Ngoc Tho & Dinh Thi Thu Hong, 2017. "The Impact of Oil Price on the Growth, Inflation, Unemployment and Budget Deficit of Vietnam," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 42-49.
  4. Ben Salem, Leila & Nouira, Ridha & Saafi, Sami & Rault, Christophe, 2024. "How do oil prices affect the GDP and its components? New evidence from a time-varying threshold model," Energy Policy, Elsevier, vol. 190(C).
  5. Narjess Bouslama, 2023. "Interdependence between the BRICS Stock Markets and the Oil Price since the Onset of Financial and Economic Crises," JRFM, MDPI, vol. 16(7), pages 1-22, June.
  6. Ahmed Jamal Pirzada, 2017. "Energy Price Uncertainty and Decreasing Pass-through to Core Inflation," Bristol Economics Discussion Papers 17/681, School of Economics, University of Bristol, UK, revised 30 May 2017.
  7. John M. Maheu & Yong Song, 2018. "An efficient Bayesian approach to multiple structural change in multivariate time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
  8. Francisco Craveiro Dias, 2013. "Oil price shocks and their effects on economic activity and prices: an application for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  9. 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.
  10. Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf, 2017. "M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements," Discussion Papers 15/2017, Deutsche Bundesbank.
  11. Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim, 2014. "Do oil prices predict economic growth? New global evidence," Energy Economics, Elsevier, vol. 41(C), pages 137-146.
  12. 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, vol. 29(6), pages 2289-2297.
  13. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2012. "Oil prices, exchange rates and emerging stock markets," Energy Economics, Elsevier, vol. 34(1), pages 227-240.
  14. Mansur, Alfan, 2015. "Identifying Shocks on the Economic Fluctuations in Indonesia and US: The Role of Oil Price Shocks in a Structural Vector Autoregression Model," MPRA Paper 94018, University Library of Munich, Germany, revised 09 Jun 2015.
  15. Karl Pinno & Apostolos Serletis, 2013. "Oil Price Uncertainty and Industrial Production," The Energy Journal, , vol. 34(3), pages 191-216, July.
  16. Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020. "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 200-217.
  17. Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
  18. Mansur, Alfan, 2015. "The Endogeneity of Oil Price Shocks and Their Effects on Indonesia: A Structural Vector Autoregression Model," MPRA Paper 93627, University Library of Munich, Germany, revised 20 Dec 2015.
  19. Li, Lei & Yin, Libo & Zhou, Yimin, 2016. "Exogenous shocks and the spillover effects between uncertainty and oil price," Energy Economics, Elsevier, vol. 54(C), pages 224-234.
  20. 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.
  21. Lutz Kilian & Robert J. Vigfusson, 2013. "Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 78-93, January.
  22. Nima Nonejad, 2019. "Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1687-1710, April.
  23. 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.
  24. Xin Sheng & Rangan Gupta & Qiang Ji, 2023. "The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States," Risks, MDPI, vol. 11(11), pages 1-9, October.
  25. Chow, Sheung Chi & Vieito, João Paulo & Wong, Wing Keung, 2019. "Do both demand-following and supply-leading theories hold true in developing countries?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 536-554.
  26. Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013. "Forecasting the Price of Oil," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507, Elsevier.
  27. Gil-Alana, Luis A. & Gupta, Rangan & Olubusoye, Olusanya E. & Yaya, OlaOluwa S., 2016. "Time series analysis of persistence in crude oil price volatility across bull and bear regimes," Energy, Elsevier, vol. 109(C), pages 29-37.
  28. Grzegorz Przekota & Anna Szczepańska-Przekota, 2022. "Pro-Inflationary Impact of the Oil Market—A Study for Poland," Energies, MDPI, vol. 15(9), pages 1-19, April.
  29. Gern, Klaus-Jürgen & Jannsen, Nils & Kooths, Stefan & Plödt, Martin, 2015. "Weltkonjunktur im Frühjahr 2015 - Weltkonjunktur zieht allmählich an," Kieler Konjunkturberichte 3, Kiel Institute for the World Economy (IfW Kiel).
  30. Funk, Christoph, 2018. "Forecasting the real price of oil - Time-variation and forecast combination," Energy Economics, Elsevier, vol. 76(C), pages 288-302.
  31. Wu, Shue-Jen, 2023. "The role of the past long-run oil price changes in stock market," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 274-291.
  32. Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan, 2015. "Oil prices and financial stress: A volatility spillover analysis," Energy Policy, Elsevier, vol. 82(C), pages 278-288.
  33. Omar Masood & Manuela Tvaronavičienė & Kiran Javaria, 2019. "Impact of oil prices on stock return: evidence from G7 countries," Post-Print hal-02163013, HAL.
  34. Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach," CAMA Working Papers 2023-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  35. Abdollahi, Hooman & Ebrahimi, Seyed Babak, 2020. "A new hybrid model for forecasting Brent crude oil price," Energy, Elsevier, vol. 200(C).
  36. Radosław Puka & Bartosz Łamasz & Marek Michalski, 2021. "Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk," Energies, MDPI, vol. 14(11), pages 1-26, June.
  37. Raza, Syed Ali & Shahbaz, Muhammad & Amir-ud-Din, Rafi & Sbia, Rashid & Shah, Nida, 2018. "Testing for wavelet based time-frequency relationship between oil prices and US economic activity," Energy, Elsevier, vol. 154(C), pages 571-580.
  38. Jaehyung An & Alexey Mikhaylov & Sang-Uk Jung, 2020. "The Strategy of South Korea in the Global Oil Market," Energies, MDPI, vol. 13(10), pages 1-8, May.
  39. Molyneaux, Lynette & Brown, Colin & Wagner, Liam & Foster, John, 2016. "Measuring resilience in energy systems: Insights from a range of disciplines," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 1068-1079.
  40. Daniel, Betty C. & Hafner, Christian M. & Simar, Léopold & Manner, Hans, 2019. "Asymmetries In Business Cycles And The Role Of Oil Prices," Macroeconomic Dynamics, Cambridge University Press, vol. 23(4), pages 1622-1648, June.
  41. Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019. "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 87-105.
  42. Morana, Claudio, 2017. "Macroeconomic and financial effects of oil price shocks: Evidence for the euro area," Economic Modelling, Elsevier, vol. 64(C), pages 82-96.
  43. Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023. "The impacts of oil price volatility on financial stress: Is the COVID-19 period different?," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
  44. Kristin J. Forbes, 2019. "Inflation Dynamics: Dead, Dormant, or Determined Abroad?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 50(2 (Fall)), pages 257-338.
  45. Maheu, John M. & Song, Yong & Yang, Qiao, 2020. "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, vol. 36(2), pages 570-587.
  46. Emmanuel Uche & Lionel Effiom, 2021. "Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2021(1), pages 59-79.
  47. Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021. "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, vol. 225(1), pages 107-130.
  48. Cheng-Yih Hong & Chung-Huang Huang & Jian-Fa Li, 2017. "Factor Decomposition of Responsiveness of the Domestic Price to Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 7(6), pages 136-140.
  49. 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.
  50. Knotek, Edward S. & Zaman, Saeed, 2021. "Asymmetric responses of consumer spending to energy prices: A threshold VAR approach," Energy Economics, Elsevier, vol. 95(C).
  51. 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.
  52. Kilian, Lutz, 2022. "Facts and fiction in oil market modeling," Energy Economics, Elsevier, vol. 110(C).
  53. Elder, John, 2020. "Employment and energy uncertainty," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  54. Arampatzidis, Ioannis & Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2021. "Oil and the U.S. stock market: Implications for low carbon policies," Energy Economics, Elsevier, vol. 103(C).
  55. Liu, Li & Ma, Feng & Wang, Yudong, 2015. "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, vol. 48(C), pages 316-324.
  56. Syed Abul, Basher, 2019. "Oil and other energy commodities," MPRA Paper 97318, University Library of Munich, Germany.
  57. Krzysztof Drachal, 2022. "Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression," Energies, MDPI, vol. 16(1), pages 1-29, December.
  58. Ju, Keyi & Su, Bin & Zhou, Dequn & Wu, Junmin & Liu, Lifan, 2016. "Macroeconomic performance of oil price shocks: Outlier evidence from nineteen major oil-related countries/regions," Energy Economics, Elsevier, vol. 60(C), pages 325-332.
  59. Thomas Chuffart, 2015. "Selection Criteria in Regime Switching Conditional Volatility Models," Econometrics, MDPI, vol. 3(2), pages 1-28, May.
  60. Iwaisako, Tokuo & Nakata, Hayato, 2017. "Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 1-16.
  61. Dohyoung Kwon, 2022. "The impacts of oil price shocks and United States economic uncertainty on global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1595-1607, April.
  62. Borozan, Djula & Lolic Cipcic, Marina, 2022. "Asymmetric and nonlinear oil price pass-through to economic growth in Croatia: Do oil-related policy shocks matter?," Resources Policy, Elsevier, vol. 76(C).
  63. Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2018. "Forecasting the prices of crude oil using the predictor, economic and combined constraints," Economic Modelling, Elsevier, vol. 75(C), pages 237-245.
  64. Agnello, Luca & Castro, Vitor & Hammoudeh, Shawkat & Sousa, Ricardo M., 2017. "Spillovers from the oil sector to the housing market cycle," Energy Economics, Elsevier, vol. 61(C), pages 209-220.
  65. Agboola, Emmanuel & Chowdhury, Rosen & Yang, Bo, 2024. "Oil price fluctuations and their impact on oil-exporting emerging economies," Economic Modelling, Elsevier, vol. 132(C).
  66. Dragouni, Mina & Filis, George & Gavriilidis, Konstantinos & Santamaria, Daniel, 2016. "Sentiment, mood and outbound tourism demand," Annals of Tourism Research, Elsevier, vol. 60(C), pages 80-96.
  67. Jonathan Dark, 2021. "The lead of oil price rises on US equity market beliefs and preferences," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1861-1887, November.
  68. Renato Agurto & Fernando Fuentes & Carlos J. García & Esteban Skoknic, 2021. "The macroeconomic impact of the electricity price: lessons from Chile," Empirical Economics, Springer, vol. 60(5), pages 2407-2428, May.
  69. Evgenidis, Anastasios, 2018. "Do all oil price shocks have the same impact? Evidence from the euro area," Finance Research Letters, Elsevier, vol. 26(C), pages 150-155.
  70. Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021. "Commodity futures returns and policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 364-383.
  71. Jiang, Yong & Zhou, Zhongbao & Liu, Qing & Lin, Ling & Xiao, Helu, 2020. "How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks," Energy Economics, Elsevier, vol. 87(C).
  72. Fraas, Arthur G. & Harrington, Winston & Morgenstern, Richard D., 2013. "Cheaper Fuels for the Light-Duty Fleet: Opportunities and Barriers," RFF Working Paper Series dp-13-28, Resources for the Future.
  73. Ozge Kandemir Kocaaslan, 2021. "Are the responses of output and investment to oil price shocks asymmetric?: The case of an oil-importing small open economy," Empirical Economics, Springer, vol. 61(5), pages 2501-2516, November.
  74. Lutz Kilian & Robert J. Vigfusson, 2017. "The Role of Oil Price Shocks in Causing U.S. Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1747-1776, December.
  75. Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020. "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 198-206.
  76. Madowitz, M. & Novan, K., 2013. "Gasoline taxes and revenue volatility: An application to California," Energy Policy, Elsevier, vol. 59(C), pages 663-673.
  77. Valcarcel, Victor J. & Wohar, Mark E., 2013. "Changes in the oil price-inflation pass-through," Journal of Economics and Business, Elsevier, vol. 68(C), pages 24-42.
  78. Nonejad, Nima, 2022. "Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact," Energy Economics, Elsevier, vol. 115(C).
  79. Nonejad, Nima, 2021. "Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results," Energy Economics, Elsevier, vol. 104(C).
  80. Youssef, Manel & Mokni, Khaled, 2020. "Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
  81. Porqueddu Mario & Venditti Fabrizio, 2014. "Do food commodity prices have asymmetric effects on euro-area inflation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(4), pages 419-443, September.
  82. Mouldi Djelassi & Mdalla Omrani, 2019. "Asymmetric Effect in the Relationship between Oil Prices and Activity: An Estimate of the VECM Model for Eight Emerging Countries," Business and Economic Research, Macrothink Institute, vol. 9(2), pages 92-117, June.
  83. Afees A. Salisu & Rangan Gupta, 2021. "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(15), pages 4286-4311, December.
  84. Aramonte, Sirio & Jahan-Parvar, Mohammad R. & Shugarman, Justin K., 2019. "Institutions and return predictability in oil-exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 14-26.
  85. Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong, 2019. "Risk spillovers between oil and stock markets: A VAR for VaR analysis," Energy Economics, Elsevier, vol. 80(C), pages 524-535.
  86. Blampied, Nicolás & Mahadeo, Scott Mark Romeo, 2024. "Airline industry equities under external uncertainty shocks," Economics Letters, Elsevier, vol. 244(C).
  87. Farrokhi, Farid, 2020. "Global sourcing in oil markets," Journal of International Economics, Elsevier, vol. 125(C).
  88. Huang, Dayong & Li, Jay Y. & Wu, Kai, 2021. "The effect of oil supply shocks on industry returns," Journal of Commodity Markets, Elsevier, vol. 24(C).
  89. Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2016. "Asymmetric evidence of gasoline price responses in France: A Markov-switching approach," Economic Modelling, Elsevier, vol. 52(PB), pages 467-476.
  90. Cavalcanti, Tiago & Jalles, João Tovar, 2013. "Macroeconomic effects of oil price shocks in Brazil and in the United States," Applied Energy, Elsevier, vol. 104(C), pages 475-486.
  91. Rocco, Matteo V. & Guevara, Zeus & Heun, Matthew Kuperus, 2020. "Assessing energy and economic impacts of large-scale policy shocks based on Input-Output analysis: Application to Brexit," Applied Energy, Elsevier, vol. 274(C).
  92. Nonejad, Nima, 2022. "Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?," Finance Research Letters, Elsevier, vol. 46(PA).
  93. Ling-Yun He & Sheng Yang & Dongfeng Chang, 2017. "Oil Price Uncertainty, Transport Fuel Demand and Public Health," IJERPH, MDPI, vol. 14(3), pages 1-19, March.
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  96. Razmi, Fatemeh & Azali, M. & Chin, Lee & Shah Habibullah, Muzafar, 2016. "The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis," Energy, Elsevier, vol. 101(C), pages 581-591.
  97. Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2015. "Asymmetries in the response of economic activity to oil price increases and decreases?," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 108-133.
  98. 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.
  99. Zeina Alsalman, 2023. "Oil price shocks and US unemployment: evidence from disentangling the duration of unemployment spells in the labor market," Empirical Economics, Springer, vol. 65(1), pages 479-511, July.
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  102. Qian Shen & Mohammad Sogir Hossain Khandoker & Joti Saha & Rafiqul Bhuyan, 2024. "The Impact of Crude Oil Price Shock: Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, vol. 14(6), pages 257-266, October.
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  113. Wen, Danyan & Liu, Li & Ma, Chaoqun & Wang, Yudong, 2020. "Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries," Energy, Elsevier, vol. 212(C).
  114. Youshu Li & Junjie Guo, 2022. "The asymmetric impacts of oil price and shocks on inflation in BRICS: a multiple threshold nonlinear ARDL model," Applied Economics, Taylor & Francis Journals, vol. 54(12), pages 1377-1395, March.
  115. Nonejad, Nima, 2018. "Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 260-270.
  116. Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019. "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, vol. 80(C), pages 86-99.
  117. Nouira, Ridha & Hadj Amor, Thouraya & Rault, Christophe, 2019. "Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 159-171.
  118. Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2018. "The impact of oil-market shocks on stock returns in major oil-exporting countries," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 264-280.
  119. Naser, Hanan & Alaali, Fatema, 2015. "Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach," MPRA Paper 65295, University Library of Munich, Germany, revised 25 Jun 2015.
  120. Nima Ebrahimi & Craig Pirrong, 2020. "Oil jump risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1282-1311, August.
  121. Helmut Lütkepohl & Aleksei NetŠunajev, 2014. "Disentangling Demand And Supply Shocks In The Crude Oil Market: How To Check Sign Restrictions In Structural Vars," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 479-496, April.
  122. Priya, Pragati & Pal, Debdatta, 2024. "Does crude oil price volatility respond asymmetrically to financial shocks?," Resources Policy, Elsevier, vol. 92(C).
  123. repec:ipg:wpaper:2014-545 is not listed on IDEAS
  124. César Castro & Rebeca Jiménez-Rodríguez, 2020. "Dynamic interactions between oil price and exchange rate," PLOS ONE, Public Library of Science, vol. 15(8), pages 1-20, August.
  125. Abbas, Syed Kanwar & Lan, Hao, 2020. "Commodity price pass-through and inflation regimes," Energy Economics, Elsevier, vol. 92(C).
  126. LaGarda, Guillermo & Manzano, Osmel & Prat, Jordi, 2015. "The Legacy of the Crisis: Policy Options in a Favorable Environment," MPRA Paper 72151, University Library of Munich, Germany.
  127. Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers 2023-17, University of Paris Nanterre, EconomiX.
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