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Citations for "Oil and Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results"

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  1. repec:oxf:wpaper:2000-w36.2 is not listed on IDEAS
  2. Brown, Stephen P.A. & Huntington, Hillard G., 2013. "Assessing the U.S. oil security premium," Energy Economics, Elsevier, vol. 38(C), pages 118-127.
  3. Huntington, Hillard G., 2004. "Shares, gaps and the economy's response to oil disruptions," Energy Economics, Elsevier, vol. 26(3), pages 415-424, May.
  4. Pönkä, Harri, 2015. "Real oil prices and the international sign predictability of stock returns," MPRA Paper 68330, University Library of Munich, Germany.
  5. Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Energy Business Cycles," Cardiff Economics Working Papers E2015/19, Cardiff University, Cardiff Business School, Economics Section.
  6. Elder, John & Serletis, Apostolos, 2009. "Oil price uncertainty in Canada," Energy Economics, Elsevier, vol. 31(6), pages 852-856, November.
  7. Alan A. Carruth & Mark A. Hooker & Andrew J. Oswald, 1998. "Unemployment Equilibria And Input Prices: Theory And Evidence From The United States," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 621-628, November.
  8. Anna Kormilitsina, 2009. "Oil Price Shocks and the Optimality of Monetary Policy," Departmental Working Papers 0901, Southern Methodist University, Department of Economics.
  9. Niaz Bashiri Behmiri & Matteo Manera, 2015. "The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices," Working Papers 2015.77, Fondazione Eni Enrico Mattei.
  10. Mohammad Reza Farzanegan & Sajjad Faraji Dizaji, 2014. "Political Institutions and Government Spending Behavior in Iran," MAGKS Papers on Economics 201403, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  11. Chortareas, Georgios & Noikokyris, Emmanouil, 2014. "Oil shocks, stock market prices, and the U.S. dividend yield decomposition," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 639-649.
  12. Zeina Alsalman Ana María Herrera, 2015. "Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  13. 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.
  14. Iwayemi, Akin & Fowowe, Babajide, 2011. "Impact of oil price shocks on selected macroeconomic variables in Nigeria," Energy Policy, Elsevier, vol. 39(2), pages 603-612, February.
  15. Archanskaïa, Elizaveta & Creel, Jérôme & Hubert, Paul, 2012. "The nature of oil shocks and the global economy," Energy Policy, Elsevier, vol. 42(C), pages 509-520.
  16. Syed Abul, Basher & Alfred A, Haug & Perry, Sadorsky, 2015. "The impact of oil shocks on exchange rates: A Markov-switching approach," MPRA Paper 68232, University Library of Munich, Germany.
  17. David C Broadstock & Hong Cao & Dayong Zhang, 2012. "Oil Shocks and their Impact on Energy Related Stocks in China," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 137, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  18. Evangelia Papapetrou, 2013. "Oil prices and economic activity in Greece," Economic Change and Restructuring, Springer, vol. 46(4), pages 385-397, November.
  19. repec:ipg:wpaper:2014-441 is not listed on IDEAS
  20. Anton Nakov & Andrea Pescatori, 2007. "Inflation-output gap trade-off with a dominant oil supplier," Working Paper 0710, Federal Reserve Bank of Cleveland.
  21. Jammazi, Rania, 2012. "Cross dynamics of oil-stock interactions: A redundant wavelet analysis," Energy, Elsevier, vol. 44(1), pages 750-777.
  22. Richard A. Ashley & Kwok Ping Tsang, 2014. "Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach," Econometrics, MDPI, Open Access Journal, vol. 2(1), pages 1-72, March.
  23. Ana Gómez-Loscos & Antonio Montañes & Maria Dolores Gadea, 2011. "The impact of oil shocks on the Spanish economy," ERSA conference papers ersa10p835, European Regional Science Association.
  24. Maravalle, Alessandro, 2010. "The role of the terms of trade in the trade channel of transmission of oil price shocks," DFAEII Working Papers 2010-12, University of the Basque Country - Department of Foundations of Economic Analysis II.
  25. Chen, Shiu-Sheng, 2010. "Do higher oil prices push the stock market into bear territory?," Energy Economics, Elsevier, vol. 32(2), pages 490-495, March.
  26. Nicholas Apergis & Stephen M. Miller, 2008. "Do Structural Oil-Market Shocks Affect Stock Prices?," Working papers 2008-51, University of Connecticut, Department of Economics.
  27. Lee, Chien-Chiang & Zeng, Jhih-Hong, 2011. "The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(9), pages 1910-1920.
  28. Abeysinghe, Tilak, 2001. "Estimation of direct and indirect impact of oil price on growth," Economics Letters, Elsevier, vol. 73(2), pages 147-153, November.
  29. Benhmad, François, 2013. "Dynamic cyclical comovements between oil prices and US GDP: A wavelet perspective," Energy Policy, Elsevier, vol. 57(C), pages 141-151.
  30. Kilian, Lutz & Vigfusson, Robert J., 2009. "Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks," CEPR Discussion Papers 7284, C.E.P.R. Discussion Papers.
  31. repec:acb:camaaa:2008-38 is not listed on IDEAS
  32. Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Working Papers 11-34, Federal Reserve Bank of Philadelphia.
  33. Richard H. Mattoon, 2005. "Energy markets and the Midwest economy," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 19-31.
  34. Mario Crucini, 2012. "Comparing General and Partial Equilibrium Approaches to the Study of Real Business Cycles," 2012 Meeting Papers 1057, Society for Economic Dynamics.
  35. Naccache, Théo, 2010. "Slow oil shocks and the "weakening of the oil price-macroeconomy relationship"," Energy Policy, Elsevier, vol. 38(5), pages 2340-2345, May.
  36. Kuper, Gerard H. & Soest, D.P. van, 1999. "Asymmetric adaptations to energy price changes," Research Report 99C21, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  37. Veiga, Helena & Ramos, Sofia B., 2009. "Risk factors in oil and gas industry returns: international evidence," DES - Working Papers. Statistics and Econometrics. WS ws096920, Universidad Carlos III de Madrid. Departamento de Estadística.
  38. Gupta, Kartick, 2016. "Oil price shocks, competition, and oil & gas stock returns — Global evidence," Energy Economics, Elsevier, vol. 57(C), pages 140-153.
  39. Farzanegan, Mohammad Reza, 2011. "Oil revenue shocks and government spending behavior in Iran," Energy Economics, Elsevier, vol. 33(6), pages 1055-1069.
  40. Sajjad Faraji Dizaji & Mohammad Reza Farzanegan & Alireza Naghavi, 2015. "Political Institutions and Government Spending Behavior: Theory and Evidence from Iran," CESifo Working Paper Series 5505, CESifo Group Munich.
  41. Katsuya Ito, 2010. "The Impact of Oil Price Volatility on Macroeconomic Activity in Russia," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 9, pages 1-21, July.
  42. Matteo Manera & Alessandro Cologni, 2005. "Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries," Working Papers 2005.101, Fondazione Eni Enrico Mattei.
  43. Yang, C. W. & Hwang, M. J. & Huang, B. N., 2002. "An analysis of factors affecting price volatility of the US oil market," Energy Economics, Elsevier, vol. 24(2), pages 107-119, March.
  44. Kilian, Lutz & Vigfusson, Robert J., 2014. "The role of oil price shocks in causing U.S. recessions," CFS Working Paper Series 460, Center for Financial Studies (CFS).
  45. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices: China’s Influence Over 1996-2011," Working Papers 15728, University of Tasmania, Tasmanian School of Business and Economics, revised 17 Dec 2012.
  46. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance 9502001, EconWPA.
  47. Wei, Yanfeng & Guo, Xiaoying, 2016. "An empirical analysis of the relationship between oil prices and the Chinese macro-economy," Energy Economics, Elsevier, vol. 56(C), pages 88-100.
  48. Çatik, A. Nazif & Önder, Özlem, 2013. "An asymmetric analysis of the relationship between oil prices and output: The case of Turkey," Economic Modelling, Elsevier, vol. 33(C), pages 884-892.
  49. Fukunari KIMURA & Han PHOUMIN, . "Energy Market Integration in EAST Asia: Energy Trade, Cross Border Electricity, and Price Mechanism," Books, Economic Research Institute for ASEAN and East Asia (ERIA), number 2013-rpr-29 edited by Fukunari KIMURA & Han PHOUMIN, November.
  50. Radoslaw Stefanski, 2013. "Online Appendix to "Structural Transformation and the Oil Price"," Technical Appendices 12-45, Review of Economic Dynamics.
  51. repec:ipg:wpaper:2014-085 is not listed on IDEAS
  52. Jammazi, Rania & Aloui, Chaker, 2010. "Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns," Energy Policy, Elsevier, vol. 38(3), pages 1415-1435, March.
  53. Paap, R. & Franses, Ph.H.B.F., 1999. "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers EI 9907-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  54. Javier Ordóñez & Hector Sala & José I. Silva, 2011. "Oil Price Shocks and Labor Market Fluctuations," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 89-118.
  55. Dong Kim, 2012. "What is an oil shock? Panel data evidence," Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
  56. 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.
  57. Tang, Weiqi & Wu, Libo & Zhang, ZhongXiang, 2010. "Oil price shocks and their short- and long-term effects on the Chinese economy," Energy Economics, Elsevier, vol. 32(Supplemen), pages 3-14, September.
  58. Troug, Haytem & Murray, Matt, 2015. "The Effects of Asymmetric Shocks in Oil Prices on the Performance of the Libyan Economy," MPRA Paper 68705, University Library of Munich, Germany.
  59. Ramos, Sofia B. & Veiga, Helena, 2013. "Oil price asymmetric effects: Answering the puzzle in international stock markets," Energy Economics, Elsevier, vol. 38(C), pages 136-145.
  60. Luís Francisco Aguiar-Conraria & Yi Wen, 2005. "Understanding the Impact of Oil Shocks," NIPE Working Papers 2/2005, NIPE - Universidade do Minho.
  61. Don Bredin & John Elder & Stilianos Fountas, 2011. "Oil volatility and the option value of waiting: An analysis of the G‐7," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(7), pages 679-702, 07.
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  63. David R. Stockman, 2006. "Oil Shocks and Macroeconomic Activity: A Putty-Clay Perspective," Working Papers 06-15, University of Delaware, Department of Economics.
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  65. Zhang, Chuanguo & Tu, Xiaohua, 2016. "The effect of global oil price shocks on China's metal markets," Energy Policy, Elsevier, vol. 90(C), pages 131-139.
  66. Alom, Fardous, 2011. "Economic Effects of Oil and Food Price Shocks in Asia and Pacific Countries: An Application of SVAR Model," 2011 Conference, August 25-26, 2011, Nelson, New Zealand 115346, New Zealand Agricultural and Resource Economics Society.
  67. Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Energy Policy, Elsevier, vol. 65(C), pages 567-573.
  68. Elena María Díaz & Juan Carlos Molero & Fernando Pérez de Gracia, 2016. "Oil price volatility and stock returns in the G7 economies," Faculty Working Papers 01/16, School of Economics and Business Administration, University of Navarra.
  69. Ismail Tijjani Idris & Sabri Nayan, 2016. "The Joint Effects of Oil Price Volatility and Environmental Risks on Non-performing Loans: Evidence from Panel Data of Organization of the Petroleum Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 522-528.
  70. Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan, 2013. "Oil and stock market activity when prices go up and down: the case of the oil and gas industry," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 253-272, August.
  71. Karl Pinno and Apostolos Serletis, 2013. "Oil Price Uncertainty and Industrial Production," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  72. Löschel, Andreas & Oberndorfer, Ulrich, 2009. "Oil and Unemployment in Germany," ZEW Discussion Papers 08-136, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  73. Munechika Katayama, 2013. "Declining Effects of Oil Price Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 977-1016, 09.
  74. Bai, Y. & Zhou, D.Q. & Zhou, P., 2012. "Modelling and analysis of oil import tariff and stockpile policies for coping with supply disruptions," Applied Energy, Elsevier, vol. 97(C), pages 84-90.
  75. Rania Jammazi & Duc Khuong Nguyen, 2014. "Responses of international stock markets to oil price surges: a regimeswitching perspective," Working Papers 2014-80, Department of Research, Ipag Business School.
  76. Peter Maniloff, 2013. "Ethanol and Energy Security," Working Papers 2013-10, Colorado School of Mines, Division of Economics and Business.
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  79. Ediger, Volkan S. & Berk, Istemi, 2011. "Crude oil import policy of Turkey: Historical analysis of determinants and implications since 1968," Energy Policy, Elsevier, vol. 39(4), pages 2132-2142, April.
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  81. Lardic, Sandrine & Mignon, Valerie, 2006. "The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration," Energy Policy, Elsevier, vol. 34(18), pages 3910-3915, December.
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  84. Schubert, Stefan F. & Turnovsky, Stephen J., 2011. "The impact of oil prices on an oil-importing developing economy," Journal of Development Economics, Elsevier, vol. 94(1), pages 18-29, January.
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  94. Tuzova, Yelena & Qayum, Faryal, 2016. "Global oil glut and sanctions: The impact on Putin’s Russia," Energy Policy, Elsevier, vol. 90(C), pages 140-151.
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