Samuel Wills
Personal Details
First Name: | Samuel |
Middle Name: | |
Last Name: | Wills |
Suffix: | |
RePEc Short-ID: | pwi347 |
[This author has chosen not to make the email address public] | |
http://samuelwills.wordpress.com/ | |
Affiliation
(90%) School of Economics
Faculty of Arts and Social Sciences
University of Sydney
Sydney, Australiahttp://sydney.edu.au/arts/economics/
RePEc:edi:deusyau (more details at EDIRC)
(10%) Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre)
Department of Economics
Oxford University
Oxford, United Kingdomhttp://www.oxcarre.ox.ac.uk/
RePEc:edi:oxcaruk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Thomas McGregor & Samuel Wills, 2017.
"Surfing a wave of economic growth,"
CAMA Working Papers
2017-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- McGregor, Thomas & Wills, Samuel, 2017. "Surfing a Wave of Economic Growth," Working Papers 2017-05, University of Sydney, School of Economics, revised Mar 2017.
- Thomas McGregor & Samuel Wills, 2016. "Surfing A Wave Of Economic Growth," OxCarre Working Papers 170, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Anthony Venables & Samuel E Wills, 2016.
"Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer,"
OxCarre Working Papers
171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Anthony J. Venables & Samuel E. Wills, 2016. "Resource Funds: Stabilising, Parking, and Inter-generational Transfer," Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
- McGregor, Thomas & Wills, Samuel, 2016. "Natural Assets: Surfing a Wave of Economic Growth," Working Papers 2016-06, University of Sydney, School of Economics.
- Cloyne, James & Thomas, Ryland & Tuckett, Alex & Wills, Samuel, 2015. "A sectoral framework for analyzing money, credit and unconventional monetary policy," Bank of England working papers 556, Bank of England.
- Samuel Wills, 2015. "Leave the Volatility Fund Alone: Principles for Managing Oil Wealth," OxCarre Working Papers 154, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Brick Smith & Samuel Wills, 2015.
"Left in the Dark? Oil and Rural Poverty,"
OxCarre Working Papers
164, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Brock Smith & Samuel Wills, 2018. "Left in the Dark? Oil and Rural Poverty," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 5(4), pages 865-904.
- van der Ploeg, Frederick & Wills, Samuel & ,, 2014.
"The Elephant in the Ground: Managing Oil and Sovereign Wealth,"
CEPR Discussion Papers
10188, C.E.P.R. Discussion Papers.
- van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," European Economic Review, Elsevier, vol. 82(C), pages 113-131.
- Rick Van der Ploeg & Ton van den Bremer, 2013. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers 129, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014. "The elephant in the ground: managing oil and sovereign wealth," CAMA Working Papers 2014-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Samuel Wills, 2013.
"Optimal Monetary Responses to News of an Oil Discovery,"
OxCarre Working Papers
121, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Samuel Wills, 2014. "Optimal Monetary Responses to Oil Discoveries," CAMA Working Papers 2014-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Samuel Wills, 2012.
"Optimal Monetary Responses to Oil Discoveries,"
Discussion Papers
1408, Centre for Macroeconomics (CFM), revised Apr 2014.
- Wills, Samuel, 2014. "Optimal monetary responses to oil discoveries," LSE Research Online Documents on Economics 58104, London School of Economics and Political Science, LSE Library.
- Samuel Wills, 2014. "Optimal Monetary Responses to Oil Discoveries," CAMA Working Papers 2014-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Articles
- van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016.
"The Elephant In The Ground: Managing Oil And Sovereign Wealth,"
European Economic Review, Elsevier, vol. 82(C), pages 113-131.
- Rick Van der Ploeg & Ton van den Bremer, 2013. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers 129, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014. "The elephant in the ground: managing oil and sovereign wealth," CAMA Working Papers 2014-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- van der Ploeg, Frederick & Wills, Samuel & ,, 2014. "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers 10188, C.E.P.R. Discussion Papers.
- Samuel E. Wills & Lemma W. Senbet & Witness Simbanegavi, 2016. "Sovereign Wealth Funds and Natural Resource Management in Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 3-19.
- Anthony J. Venables & Samuel E. Wills, 2016.
"Resource Funds: Stabilising, Parking, and Inter-generational Transfer,"
Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
- Anthony Venables & Samuel E Wills, 2016. "Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer," OxCarre Working Papers 171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- James Cloyne & Ryland Thomas & Alex Tuckett & Samuel Wills, 2015. "An Empirical Sectoral Model of Unconventional Monetary Policy: The Impact of QE," Manchester School, University of Manchester, vol. 83, pages 51-82, September.
- Wills, Samuel & Sherris, Michael, 2010. "Securitization, structuring and pricing of longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 173-185, February.
- Sherris Michael & Wills Samuel, 2008. "Financial Innovation and the Hedging of Longevity Risk," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-14, September.
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:- Anthony Venables & Samuel E Wills, 2016.
"Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer,"
OxCarre Working Papers
171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Anthony J. Venables & Samuel E. Wills, 2016. "Resource Funds: Stabilising, Parking, and Inter-generational Transfer," Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
Mentioned in:
- Africa should invest in itself
by Johan Fourie in Johan Fourie's Blog on 2016-10-04 13:20:51
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016.
"The Elephant In The Ground: Managing Oil And Sovereign Wealth,"
European Economic Review, Elsevier, vol. 82(C), pages 113-131.
- Rick Van der Ploeg & Ton van den Bremer, 2013. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers 129, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014. "The elephant in the ground: managing oil and sovereign wealth," CAMA Working Papers 2014-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- van der Ploeg, Frederick & Wills, Samuel & ,, 2014. "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers 10188, C.E.P.R. Discussion Papers.
Mentioned in:
Working papers
- Thomas McGregor & Samuel Wills, 2017.
"Surfing a wave of economic growth,"
CAMA Working Papers
2017-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- McGregor, Thomas & Wills, Samuel, 2017. "Surfing a Wave of Economic Growth," Working Papers 2017-05, University of Sydney, School of Economics, revised Mar 2017.
- Thomas McGregor & Samuel Wills, 2016. "Surfing A Wave Of Economic Growth," OxCarre Working Papers 170, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
Cited by:
- Majdi Debbich, 2019. "Assessing Oil and Non-Oil GDP Growth from Space: An Application to Yemen 2012-17," IMF Working Papers 2019/221, International Monetary Fund.
- Anthony Venables & Samuel E Wills, 2016.
"Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer,"
OxCarre Working Papers
171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Anthony J. Venables & Samuel E. Wills, 2016. "Resource Funds: Stabilising, Parking, and Inter-generational Transfer," Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
Cited by:
- Frederick van der Ploeg & Anthony J. Venables, 2017. "Extractive revenues and government spending: Short- versus long-term considerations," WIDER Working Paper Series wp-2017-45, World Institute for Development Economic Research (UNU-WIDER).
- Larissa Nawo & Désiré Avom & Kyle McNabb & Luc Nembot, 2019. "Unofficial sovereign wealth funds and duration in power in Africa," WIDER Working Paper Series wp-2019-57, World Institute for Development Economic Research (UNU-WIDER).
- Moutanabbir, Khouzeima & Noureldin, Diaa, 2020.
"Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds,"
International Review of Economics & Finance, Elsevier, vol. 69(C), pages 708-730.
- Diaa Noureldin & Khouzeima Moutanabbir, 2018. "Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds," Working Papers 1172, Economic Research Forum, revised 25 Mar 2008.
- Wills, Samuel, 2018. "Leave the volatility fund alone: Principles for managing oil wealth," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 332-352.
- Alan R. Roe, 2018. "Extractive industries and development: Lessons from international experience for Mozambique," WIDER Working Paper Series wp-2018-56, World Institute for Development Economic Research (UNU-WIDER).
- Cloyne, James & Thomas, Ryland & Tuckett, Alex & Wills, Samuel, 2015.
"A sectoral framework for analyzing money, credit and unconventional monetary policy,"
Bank of England working papers
556, Bank of England.
Cited by:
- Belke, Angar & Gros, Daniel & Osowski, Thomas, 2017. "The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 335-349.
- John Muellbauer, 2016.
"Macroeconomics and Consumption,"
Economics Series Working Papers
Paper-811, University of Oxford, Department of Economics.
- Muellbauer, John, 2016. "Macroeconomics and Consumption," CEPR Discussion Papers 11588, C.E.P.R. Discussion Papers.
- David F Hendry & John N J Muellbauer, 2018.
"The future of macroeconomics: macro theory and models at the Bank of England,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 287-328.
- David Hendry & John Muellbauer, 2017. "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers 832, University of Oxford, Department of Economics.
- Muellbauer, John & Geiger, Felix & Rupprecht, Manuel, 2016. "The housing market, household portfolios and the German consumer," Working Paper Series 1904, European Central Bank.
- Abeer Reza & Eric Santor & Lena Suchanek, 2015. "Quantitative Easing as a Policy Tool Under the Effective Lower Bound," Discussion Papers 15-14, Bank of Canada.
- Samuel Wills, 2015.
"Leave the Volatility Fund Alone: Principles for Managing Oil Wealth,"
OxCarre Working Papers
154, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
Cited by:
- Thomas McGregor, 2017. "Pricing sovereign debt in resource rich economies," OxCarre Working Papers 194, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Frederick van der Ploeg & Anthony J. Venables, 2017. "Extractive revenues and government spending: Short- versus long-term considerations," WIDER Working Paper Series wp-2017-45, World Institute for Development Economic Research (UNU-WIDER).
- Anthony Venables & Samuel E Wills, 2016.
"Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer,"
OxCarre Working Papers
171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Anthony J. Venables & Samuel E. Wills, 2016. "Resource Funds: Stabilising, Parking, and Inter-generational Transfer," Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
- Obadia Kyetuza Bishoge & Benatus Norbert Mvile, 2020. "The “resource curse” from the oil and natural gas sector: how can Tanzania avoid it in reality?," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(3), pages 389-404, October.
- Brick Smith & Samuel Wills, 2015.
"Left in the Dark? Oil and Rural Poverty,"
OxCarre Working Papers
164, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Brock Smith & Samuel Wills, 2018. "Left in the Dark? Oil and Rural Poverty," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 5(4), pages 865-904.
Cited by:
- Lu, Yifan & Yamazaki, Satoshi, 2023.
"Fish to fight: Does catching more fish increase conflicts in Indonesia?,"
World Development, Elsevier, vol. 170(C).
- Lu, Yifan & Yamazaki, Satoshi, 2022. "Fish to fight: does catching more fish increase conflicts in Indonesia?," Working Papers 2022-02, University of Tasmania, Tasmanian School of Business and Economics.
- Arkadiusz Piwowar & Maciej Dzikuc, 2020. "Poverty and Social Exclusion: Is this a Problem in Rural Areas in the Visegrad Group Countries?," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 45-54.
- Pierre-Louis Vézina, 2021.
"The Oil Nouveau-Riche and Arms Imports,"
Journal of African Economies, Centre for the Study of African Economies, vol. 30(4), pages 349-369.
- Vezina,Pierre-Louis, 2020. "The Oil Nouveau-Riche and Arms Imports," Policy Research Working Paper Series 9374, The World Bank.
- Ampofo, Akwasi & Cheng, Terence C. & Doko Tchatoka, Firmin, 2022.
"Oil extraction and spillover effects into local labour market: Evidence from Ghana,"
Energy Economics, Elsevier, vol. 106(C).
- Akwasi Ampofo & Terence C Cheng & Firmin Doko Tchatoka, 2021. "Oil extraction and spillover effects into local labour market: Evidence from Ghana," School of Economics and Public Policy Working Papers 2021-03 Classification-O1, University of Adelaide, School of Economics and Public Policy.
- Boslett, Andrew & Hill, Elaine & Ma, Lala & Zhang, Lujia, 2021. "Rural light pollution from shale gas development and associated sleep and subjective well-being," Resource and Energy Economics, Elsevier, vol. 64(C).
- Gradstein, Mark & Klemp, Marc, 2016. "Can Black Gold Shine? The Effect of Oil Prices on Nighttime Light in Brazil," CEPR Discussion Papers 11686, C.E.P.R. Discussion Papers.
- Ola Hall & Mattias Ohlsson & Thortseinn Rognvaldsson, 2022. "Satellite Image and Machine Learning based Knowledge Extraction in the Poverty and Welfare Domain," Papers 2203.01068, arXiv.org.
- Shapiro, Daniel & Oh, Chang Hoon & Zhang, Peng, 2023. "Nighttime lights data and their implications for IB research," Journal of International Management, Elsevier, vol. 29(5).
- Zuo, Na & Zhong, Hua, 2020. "Can resource policy reverse the resource curse? Evidence from China," Resources Policy, Elsevier, vol. 68(C).
- Dickinson, Jeffrey, 2020.
"Planes, Trains, and Automobiles: What Drives Human-Made Light?,"
MPRA Paper
103504, University Library of Munich, Germany.
- Dickinson, Jeffrey, 2020. "Planes, trains, and automobiles: what drives human-made light?," MPRA Paper 117126, University Library of Munich, Germany.
- Graham A. Davis, 2020. "Large-sample evidence of income inequality in resource-rich nations," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(1), pages 193-216, July.
- Regina Stéphanie Seri, 2021. "How giant discoveries of natural resources impact sovereign debt ratings in developing and emerging countries ?," CERDI Working papers hal-03144330, HAL.
- Chan, Jeff & Karim, Ridwan, 2023. "Oil royalties and the provision of public education in Brazil," Economics of Education Review, Elsevier, vol. 92(C).
- Thomas McGregor & Samuel Wills, 2017.
"Surfing a wave of economic growth,"
CAMA Working Papers
2017-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- McGregor, Thomas & Wills, Samuel, 2017. "Surfing a Wave of Economic Growth," Working Papers 2017-05, University of Sydney, School of Economics, revised Mar 2017.
- Thomas McGregor & Samuel Wills, 2016. "Surfing A Wave Of Economic Growth," OxCarre Working Papers 170, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- John Gibson & Susan Olivia & Geua Boe‐Gibson, 2020.
"Night Lights In Economics: Sources And Uses,"
Journal of Economic Surveys, Wiley Blackwell, vol. 34(5), pages 955-980, December.
- John Gibson & Susan Olivia & Geua Boe-Gibson, 2020. "Night Lights in Economics: Sources and Uses," LICOS Discussion Papers 41920, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
- John Gibson & Susan Olivia & Geua Boe-Gibson, 2020. "Night Lights in Economics: Sources and Uses," CSAE Working Paper Series 2020-01, Centre for the Study of African Economies, University of Oxford.
- John Gibson & Susan Olivia & Geua Boe-Gibson, 2020. "Night lights in economics: Sources and uses," CERDI Working papers hal-02453838, HAL.
- John Gibson & Susan Olivia & Geua Boe-Gibson, 2020. "Night lights in economics: Sources and uses," Working Papers hal-02453838, HAL.
- Christopher Hartwell & Roman Horvath & Eva Horvathova & Olga Popova, 2022.
"Natural resources and income inequality in developed countries: synthetic control method evidence,"
Empirical Economics, Springer, vol. 62(2), pages 297-338, February.
- Christopher Hartwell & Roman Horvath & Eva Horvathova & Olga Popova, 2019. "Natural Resources and Income Inequality in Developed Countries: Synthetic Control Method Evidence," Working Papers 381, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Richard Jaimes & Reyer Gerlagh, 2017.
"Resource-Richness and Economic Growth in Contemporary U.S,"
CESifo Working Paper Series
6778, CESifo.
- Jaimes, Richard & Gerlagh, Reyer, 2020. "Resource-richness and economic growth in contemporary U.S," Energy Economics, Elsevier, vol. 89(C).
- Armand Totouom, 2023. "Oil dependency, political institutions, and urban–rural disparities in access to electricity in Africa," Natural Resources Forum, Blackwell Publishing, vol. 47(1), pages 114-133, February.
- GIBSON, John & ZHANG, Xiaoxuan & PARK, Albert & YI, Jiang & XI, Li, 2024. "Remotely measuring rural economic activity and poverty : Do we just need better sensors?," CEI Working Paper Series 2023-08, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Regina Stéphanie Seri, 2021. "How giant discoveries of natural resources impact sovereign debt ratings in developing and emerging countries ?," Working Papers hal-03144330, HAL.
- McGregor, Thomas & Wills, Samuel, 2016. "Natural Assets: Surfing a Wave of Economic Growth," Working Papers 2016-06, University of Sydney, School of Economics.
- Ian McCallum & Christopher Conrad Maximillian Kyba & Juan Carlos Laso Bayas & Elena Moltchanova & Matt Cooper & Jesus Crespo Cuaresma & Shonali Pachauri & Linda See & Olga Danylo & Inian Moorthy & Myr, 2022. "Estimating global economic well-being with unlit settlements," Nature Communications, Nature, vol. 13(1), pages 1-8, December.
- van der Ploeg, Frederick & Wills, Samuel & ,, 2014.
"The Elephant in the Ground: Managing Oil and Sovereign Wealth,"
CEPR Discussion Papers
10188, C.E.P.R. Discussion Papers.
- van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," European Economic Review, Elsevier, vol. 82(C), pages 113-131.
- Rick Van der Ploeg & Ton van den Bremer, 2013. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers 129, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014. "The elephant in the ground: managing oil and sovereign wealth," CAMA Working Papers 2014-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Mork, Knut Anton & Harang, Fabian Andsem & Trønnes, Haakon Andreas & Bjerketvedt, Vegard Skonseng, 2023. "Dynamic spending and portfolio decisions with a soft social norm," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Theodosios Anastasios Perifanis, 2022. "The Macroeconomic Results of Diligent Resource Revenues Management: The Norwegian Case," Energies, MDPI, vol. 15(4), pages 1-14, February.
- Hjort, Ingrid, 2016. "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum 01/2016, Oslo University, Department of Economics.
- Mamipour, Siab & Yahoo, Masoud & Mahmoudi, Sahar, 2021. "Modeling for policy: Managing volatile oil windfalls in a resource-rich developing country," Resources Policy, Elsevier, vol. 74(C).
- Rick Van der Ploeg & Ton van den Bremer, 2016. "Saving Alberta’s Resource Revenues:," OxCarre Working Papers 179, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Arouri, Mohamed & Boubaker, Sabri & Grais, Wafik & Grira, Jocelyn, 2018. "Rationality or politics? The color of black gold money," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 62-76.
- Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023.
"Optimal asset allocation for commodity sovereign wealth funds,"
Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
- Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2020. "Optimal Asset Allocation for Commodity Sovereign Wealth Funds," CREATES Research Papers 2020-10, Department of Economics and Business Economics, Aarhus University.
- van der Ploeg, Frederick, 2016.
"Macro Policy Responses To Natural Resource Windfalls And The Crash In Commodity Prices,"
CEPR Discussion Papers
11520, C.E.P.R. Discussion Papers.
- van der Ploeg, Frederick, 2019. "Macro policy responses to natural resource windfalls and the crash in commodity prices," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 263-282.
- Frederick van der Ploeg, 2017. "Macro policy responses to natural resource windfalls and the crash in commodity prices," BIS Working Papers 616, Bank for International Settlements.
- Frederick van der Ploeg & Anthony J. Venables, 2017. "Extractive revenues and government spending: Short- versus long-term considerations," WIDER Working Paper Series wp-2017-45, World Institute for Development Economic Research (UNU-WIDER).
- Knut Anton Mork & Hanna Marisela Eap & Magnus Eskedal Haraldsen, 2020. "Portfolio Choice for a Resource-Based Sovereign Wealth Fund: An Analysis of Cash Flows," IJFS, MDPI, vol. 8(1), pages 1-20, March.
- Osmel Manzano & Jose Luis Saboin, 2021.
"Reverse Causality between Oil Policy and Fiscal Policy? The Venezuelan Experience,"
Energies, MDPI, vol. 14(9), pages 1-20, April.
- Manzano, Osmel & Saboin, José Luis, 2021. "Reverse Causality between Oil Policy and Fiscal Policy?: The Venezuelan Experience," IDB Publications (Working Papers) 11294, Inter-American Development Bank.
- van der Ploeg, Frederick & ,, 2016. "Saving Alberta’s Resource Revenues: Role of Intergenerational and Liquidity Funds," CEPR Discussion Papers 11522, C.E.P.R. Discussion Papers.
- Anthony Venables & Samuel E Wills, 2016.
"Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer,"
OxCarre Working Papers
171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Anthony J. Venables & Samuel E. Wills, 2016. "Resource Funds: Stabilising, Parking, and Inter-generational Transfer," Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
- Moutanabbir, Khouzeima & Noureldin, Diaa, 2020.
"Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds,"
International Review of Economics & Finance, Elsevier, vol. 69(C), pages 708-730.
- Diaa Noureldin & Khouzeima Moutanabbir, 2018. "Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds," Working Papers 1172, Economic Research Forum, revised 25 Mar 2008.
- Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, 2022. "Capital Preservation and Current Spending with Sovereign Wealth Funds and Endowment Funds: A simulation Study," IJFS, MDPI, vol. 10(3), pages 1-24, August.
- van den Bremer, Ton S. & van der Ploeg, Frederick, 2016.
"Saving Alberta's resource revenues: Role of intergenerational and liquidity funds,"
Energy Policy, Elsevier, vol. 99(C), pages 132-146.
- Ton S. van den Bremer & Rick van der Ploeg, 2016. "Saving Alberta's Resource Revenues: Role of Intergenerational and Liquidity Funds," CESifo Working Paper Series 6102, CESifo.
- Martinez-Oviedo, Raul & Medda, Francesca, 2017. "Assessing the effects of adding timberland and farmland into resource-based Sovereign Wealth Fund portfolios," Journal of Economics and Business, Elsevier, vol. 91(C), pages 24-40.
- Mohn, Klaus, 2015. "Resource revenue management and wealth neutrality," UiS Working Papers in Economics and Finance 2015/2, University of Stavanger.
- Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, "undated". "Capital preservation and current spending with Sovereign Wealth Funds and Endowment Funds: A simulation study," Working Paper Series 19222, Department of Economics, Norwegian University of Science and Technology.
- Oksana Mamina & Alexander Barannikov & Ludmila Gruzdeva, 2021. "Sovereign wealth funds: main activity trends," Papers 2106.13670, arXiv.org.
- Marz, Waldemar & Pfeiffer, Johannes, 2023. "Fossil resource market power and capital markets," Energy Economics, Elsevier, vol. 117(C).
- Johannes Pfeiffer, 2017. "Fossil Resources and Climate Change – The Green Paradox and Resource Market Power Revisited in General Equilibrium," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 77.
- Rick Van der Ploeg, 2016. "Macro Policy Responses To Natural Resource Windfalls," OxCarre Working Papers 178, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Mohn, Klaus, 2016. "Resource revenue management and wealth neutrality in Norway," Energy Policy, Elsevier, vol. 96(C), pages 446-457.
- K.S.Reddy, 2019. "Pot the ball? Sovereign wealth funds’ outward FDI in times of global financial market turbulence: A yield institutions-based view," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(4), pages 129-139.
- Snorre Lindset & Knut Anton Mork, 2019. "Risk Taking and Fiscal Smoothing with Sovereign Wealth Funds in Advanced Economies," IJFS, MDPI, vol. 7(1), pages 1-24, January.
- Sayadi, Mohammad & Khoshkalam Khosroshahi, Musa, 2020. "Assessing Alternative Investment Policies in a Resource-Rich Capital-Scarce Country: Results from a DSGE analysis for Iran," Energy Policy, Elsevier, vol. 146(C).
- Wills, Samuel, 2018. "Leave the volatility fund alone: Principles for managing oil wealth," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 332-352.
- Knut Anton Mork & Vegard Skonseng Bjerketvedt, 2021. "Soft habits," Working Paper Series 18921, Department of Economics, Norwegian University of Science and Technology.
- AlKathiri, Nader & Atalla, Tarek N. & Murphy, Frederic & Pierru, Axel, 2020. "Optimal policies for managing oil revenue stabilization funds: An illustration using Saudi Arabia," Resources Policy, Elsevier, vol. 67(C).
- Christopher R. McIntosh & Neil A. Wilmot & Adrienne Dinneen & Jason F. Shogren, 2022. "Minnesota—too late for a Sovereign Wealth Fund?," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 35(1), pages 67-85, March.
- Irarrazabal, Alfonso A. & Ma, Lin, 2018. "Optimal Asset Allocation for Commodity Sovereign Wealth Funds," Working Paper Series 11-2018, Norwegian University of Life Sciences, School of Economics and Business.
- Samuel Wills, 2013.
"Optimal Monetary Responses to News of an Oil Discovery,"
OxCarre Working Papers
121, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Samuel Wills, 2014. "Optimal Monetary Responses to Oil Discoveries," CAMA Working Papers 2014-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Rabah Arezki & Valerie A. Ramey & Liugang Sheng, 2017.
"News Shocks in Open Economies: Evidence from Giant Oil Discoveries,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(1), pages 103-155.
- Rabah Arezki & Valerie A. Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," NBER Working Papers 20857, National Bureau of Economic Research, Inc.
- Arezki, Rabah & Ramey, Valerie A & Sheng, Liugang, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," University of California at San Diego, Economics Working Paper Series qt9pz945h6, Department of Economics, UC San Diego.
- Rabah Arezki & Valerie A Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," OxCarre Working Papers 153, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Mr. Rabah Arezki & Valerie A Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," IMF Working Papers 2015/209, International Monetary Fund.
- van der Ploeg, Frederick, 2016.
"Macro Policy Responses To Natural Resource Windfalls And The Crash In Commodity Prices,"
CEPR Discussion Papers
11520, C.E.P.R. Discussion Papers.
- van der Ploeg, Frederick, 2019. "Macro policy responses to natural resource windfalls and the crash in commodity prices," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 263-282.
- Frederick van der Ploeg, 2017. "Macro policy responses to natural resource windfalls and the crash in commodity prices," BIS Working Papers 616, Bank for International Settlements.
- Andrea Ferrero & Martin Seneca, 2015. "Monetary Policy in Resource-Rich Economies," OxCarre Working Papers 158, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Frederick van der Ploeg & Anthony J. Venables, 2017. "Extractive revenues and government spending: Short- versus long-term considerations," WIDER Working Paper Series wp-2017-45, World Institute for Development Economic Research (UNU-WIDER).
- Andrea Ferrero & Martin Seneca, 2019.
"Notes on the Underground: Monetary Policy in Resource‐Rich Economies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(4), pages 953-976, June.
- Ferrero, Andrea & Seneca, Martin, 2018. "Notes on the Underground: Monetary Policy in Resource-Rich Economies," CEPR Discussion Papers 13108, C.E.P.R. Discussion Papers.
- Andrea Ferrero & Martin Seneca, 2015. "Notes on the Underground: Monetary Policy in Resource-Rich Economies," Working Paper 2015/02, Norges Bank.
- Malova, Aleksandra & van der Ploeg, Frederick, 2017. "Consequences of lower oil prices and stranded assets for Russia's sustainable fiscal stance," Energy Policy, Elsevier, vol. 105(C), pages 27-40.
- Anthony Venables & Samuel E Wills, 2016.
"Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer,"
OxCarre Working Papers
171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Anthony J. Venables & Samuel E. Wills, 2016. "Resource Funds: Stabilising, Parking, and Inter-generational Transfer," Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
- Pierre-Louis Vezina, 2017. "Resource discoveries and FDI bonanzas: An illustration from Mozambique," OxCarre Working Papers 199, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Troug, Haytem, 2020.
"The heterogeneity among commodity-rich economies: Beyond the prices of commodities,"
Journal of Macroeconomics, Elsevier, vol. 66(C).
- Troug, Haytem, 2019. "The Heterogeneity Among Commodity-Rich Economies: Beyond the Prices of Commodities," MPRA Paper 92599, University Library of Munich, Germany.
- Samuel Wills, 2015. "Leave the Volatility Fund Alone: Principles for Managing Oil Wealth," OxCarre Working Papers 154, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Rick Van der Ploeg, 2016. "Macro Policy Responses To Natural Resource Windfalls," OxCarre Working Papers 178, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- James Cust & David Mihalyi, 2017.
"Evidence for a Presource Curse? Oil discoveries, Elevated Expectations, and Growth Disappointments,"
OxCarre Working Papers
193, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Cust,James Frederick & Mihalyi,David, 2017. "Evidence for a presource curse ? oil discoveries, elevated expectations, and growth disappointments," Policy Research Working Paper Series 8140, The World Bank.
- Wills, Samuel, 2018. "Leave the volatility fund alone: Principles for managing oil wealth," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 332-352.
- Tenreyro, Silvana & Drechsel, Thomas & McLeay, Michael, 2019. "Monetary policy for commodity booms and busts," CEPR Discussion Papers 14030, C.E.P.R. Discussion Papers.
- Samuel Wills, 2012.
"Optimal Monetary Responses to Oil Discoveries,"
Discussion Papers
1408, Centre for Macroeconomics (CFM), revised Apr 2014.
- Wills, Samuel, 2014. "Optimal monetary responses to oil discoveries," LSE Research Online Documents on Economics 58104, London School of Economics and Political Science, LSE Library.
- Samuel Wills, 2014. "Optimal Monetary Responses to Oil Discoveries," CAMA Working Papers 2014-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Rabah Arezki & Valerie A. Ramey & Liugang Sheng, 2017.
"News Shocks in Open Economies: Evidence from Giant Oil Discoveries,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(1), pages 103-155.
- Rabah Arezki & Valerie A. Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," NBER Working Papers 20857, National Bureau of Economic Research, Inc.
- Arezki, Rabah & Ramey, Valerie A & Sheng, Liugang, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," University of California at San Diego, Economics Working Paper Series qt9pz945h6, Department of Economics, UC San Diego.
- Rabah Arezki & Valerie A Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," OxCarre Working Papers 153, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Mr. Rabah Arezki & Valerie A Ramey & Liugang Sheng, 2015. "News Shocks in Open Economies: Evidence from Giant Oil Discoveries," IMF Working Papers 2015/209, International Monetary Fund.
- Andrea Ferrero & Martin Seneca, 2015. "Monetary Policy in Resource-Rich Economies," OxCarre Working Papers 158, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Troug, Haytem, 2020.
"The heterogeneity among commodity-rich economies: Beyond the prices of commodities,"
Journal of Macroeconomics, Elsevier, vol. 66(C).
- Troug, Haytem, 2019. "The Heterogeneity Among Commodity-Rich Economies: Beyond the Prices of Commodities," MPRA Paper 92599, University Library of Munich, Germany.
- Samuel Wills, 2015. "Leave the Volatility Fund Alone: Principles for Managing Oil Wealth," OxCarre Working Papers 154, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- James Cust & David Mihalyi, 2017.
"Evidence for a Presource Curse? Oil discoveries, Elevated Expectations, and Growth Disappointments,"
OxCarre Working Papers
193, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Cust,James Frederick & Mihalyi,David, 2017. "Evidence for a presource curse ? oil discoveries, elevated expectations, and growth disappointments," Policy Research Working Paper Series 8140, The World Bank.
Articles
- van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016.
"The Elephant In The Ground: Managing Oil And Sovereign Wealth,"
European Economic Review, Elsevier, vol. 82(C), pages 113-131.
See citations under working paper version above.
- Rick Van der Ploeg & Ton van den Bremer, 2013. "The Elephant In The Ground: Managing Oil And Sovereign Wealth," OxCarre Working Papers 129, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Ton van den Bremer & Frederick van der Ploeg & Samuel Wills, 2014. "The elephant in the ground: managing oil and sovereign wealth," CAMA Working Papers 2014-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- van der Ploeg, Frederick & Wills, Samuel & ,, 2014. "The Elephant in the Ground: Managing Oil and Sovereign Wealth," CEPR Discussion Papers 10188, C.E.P.R. Discussion Papers.
- Samuel E. Wills & Lemma W. Senbet & Witness Simbanegavi, 2016.
"Sovereign Wealth Funds and Natural Resource Management in Africa,"
Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 3-19.
Cited by:
- Edouard Mien & Michaël Goujon, 2021.
"40 Years of Dutch Disease Literature: Lessons for Developing Countries,"
Working Papers
hal-03256078, HAL.
- Edouard Mien & Michaël Goujon, 2021. "40 Years of Dutch Disease Literature: Lessons for Developing Countries," CERDI Working papers hal-03256078, HAL.
- Michaël Goujon & Edouard Mien, 2021. "40 Years of Dutch Disease Literature: Lessons for Developing Countries," Post-Print hal-03456562, HAL.
- Edouard Mien & Michaël Goujon, 2022. "40 Years of Dutch Disease Literature: Lessons for Developing Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 64(3), pages 351-383, September.
- Edouard Mien & Michaël Goujon, 2021.
"40 Years of Dutch Disease Literature: Lessons for Developing Countries,"
Working Papers
hal-03256078, HAL.
- Anthony J. Venables & Samuel E. Wills, 2016.
"Resource Funds: Stabilising, Parking, and Inter-generational Transfer,"
Journal of African Economies, Centre for the Study of African Economies, vol. 25(suppl_2), pages 20-40.
See citations under working paper version above.
- Anthony Venables & Samuel E Wills, 2016. "Resource Funds: Stabilizing, Parking, and Inter-Generational Transfer," OxCarre Working Papers 171, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- James Cloyne & Ryland Thomas & Alex Tuckett & Samuel Wills, 2015.
"An Empirical Sectoral Model of Unconventional Monetary Policy: The Impact of QE,"
Manchester School, University of Manchester, vol. 83, pages 51-82, September.
Cited by:
- David Aikman & Julia Giese & Sujit Kapadia & Michael McLeay, 2023.
"Targeting Financial Stability: Macroprudential or Monetary Policy?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 159-242, March.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2018. "Targeting financial stability: macroprudential or monetary policy?," Bank of England working papers 734, Bank of England.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2019. "Targeting financial stability: macroprudential or monetary policy?," Working Paper Series 2278, European Central Bank.
- Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2024.
"Fifty shades of QE: Robust evidence,"
Journal of Banking & Finance, Elsevier, vol. 159(C).
- Pástor, Luboš & Fabo, Brian & Jancokova, Martina & Kempf, Elisabeth, 2023. "Fifty Shades of QE: Robust Evidence," CEPR Discussion Papers 17998, C.E.P.R. Discussion Papers.
- Fabo, Brian & Jancoková, Martina & Kempf, Elisabeth & Pástor, éLuboés, 2023. "Fifty shades of QE: Robust evidence," IMFS Working Paper Series 181, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2023. "Fifty Shades of QE: Robust Evidence," Working and Discussion Papers WP 4/2023, Research Department, National Bank of Slovakia.
- Juan Acosta & Beatrice Cherrier & François Claveau & Clément Fontan & Francesco Sergi & Aurélien Goutsmedt, 2023. "Six Decades of Economic Research at the Bank of England," Post-Print hal-03919394, HAL.
- Jančoková, Martina & Pástor, Ľuboš & Fabo, Brian & Kempf, Elisabeth, 2021.
"Fifty shades of QE: comparing findings of central bankers and academics,"
Working Paper Series
2584, European Central Bank.
- Kempf, Elisabeth & Fabo, Brian & Jancokova, Martina & Pástor, Luboš, 2020. "Fifty Shades of QE: Comparing Findings of Central Bankers and Academics," CEPR Discussion Papers 15449, C.E.P.R. Discussion Papers.
- Brian Fabo & Martina Jančoková & Elisabeth Kempf & Ľuboš Pástor, 2020. "Fifty Shades of QE: Comparing Findings of Central Bankers and Academics," NBER Working Papers 27849, National Bureau of Economic Research, Inc.
- Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2021. "Fifty shades of QE: Comparing findings of central bankers and academics," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 1-20.
- David Aikman & Julia Giese & Sujit Kapadia & Michael McLeay, 2023.
"Targeting Financial Stability: Macroprudential or Monetary Policy?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 159-242, March.
- Wills, Samuel & Sherris, Michael, 2010.
"Securitization, structuring and pricing of longevity risk,"
Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 173-185, February.
Cited by:
- Shao, Adam W. & Hanewald, Katja & Sherris, Michael, 2015. "Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 76-90.
- Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
- Tsai, Pei-Hsuan & Wang, Ying-Wei & Chang, Wen-Chang, 2023. "Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwan's banking industry," Socio-Economic Planning Sciences, Elsevier, vol. 86(C).
- Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard, 2018.
"Longevity risk and capital markets: The 2015–16 update,"
Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 157-173.
- David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn, 2018. "Longevity risk and capital markets: The 2015–16 update," Post-Print hal-01995778, HAL.
- Meyricke, Ramona & Sherris, Michael, 2014. "Longevity risk, cost of capital and hedging for life insurers under Solvency II," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 147-155.
- Blake, David & Courbage, Christophe & MacMinn, Richard & Sherris, Michael, 2011.
"Longevity risks and capital markets: The 2010-2011 update,"
MPRA Paper
34279, University Library of Munich, Germany.
- David Blake & Christophe Courbage & Richard MacMinn & Michael Sherris, 2011. "Longevity Risk and Capital Markets: The 2010–2011 Update," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(4), pages 489-500, October.
- Ewald, Christian-Oliver & Zhang, Aihua, 2017. "On the effects of changing mortality patterns on investment, labour and consumption under uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 73(C), pages 105-115.
- Chou-Wen Wang & Sharon S. Yang, 2013. "Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 1027-1056, December.
- David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard MacMinn, 2013. "The New Life Market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 501-558, September.
- Hanewald, Katja & Piggott, John & Sherris, Michael, 2013.
"Individual post-retirement longevity risk management under systematic mortality risk,"
Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 87-97.
- Katja Hanewald & John Piggott & Michael Sherris, 2011. "Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk," Working Papers 201113, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- Maathumai Nirmalendran & Michael Sherris & Katja Hanewald, 2012. "Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers," Working Papers 201213, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
- Wang, Zihe & Li, Johnny Siu-Hang, 2016. "A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds," Finance Research Letters, Elsevier, vol. 16(C), pages 103-111.
- Blake, David & Brockett, Patrick & Cox, Samuel & MacMinn, Richard, 2011. "Longevity risk and capital markets: The 2009-2010 update," MPRA Paper 28868, University Library of Munich, Germany.
- Kok, Christoffer & Pancaro, Cosimo & Berdin, Elia, 2017.
"A stochastic forward-looking model to assess the profitability and solvency of European insurers,"
Working Paper Series
2028, European Central Bank.
- Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer, 2016. "A stochastic forward-looking model to assess the profitability and solvency of European insurers," ICIR Working Paper Series 21/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer, 2016. "A stochastic forward-looking model to assess the profitability and solvency of European insurers," SAFE Working Paper Series 137, Leibniz Institute for Financial Research SAFE, revised 2016.
- Liu, Yanxin & Li, Johnny Siu-Hang, 2015. "The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 135-150.
- Schmeck, Maren Diane & Schmidli, Hanspeter, 2021. "Mortality options: The point of view of an insurer," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 98-115.
- Daniel H. Alai & Katja Ignatieva & Michael Sherris, 2019. "The Investigation of a Forward-Rate Mortality Framework," Risks, MDPI, vol. 7(2), pages 1-22, June.
- Anastasia Novokreshchenova, 2016. "Predicting Human Mortality: Quantitative Evaluation of Four Stochastic Models," Risks, MDPI, vol. 4(4), pages 1-28, December.
- Berdin, Elia, 2016. "Interest rate risk, longevity risk and the solvency of life insurers," ICIR Working Paper Series 23/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Huaxiong Huang & Moshe A. Milevsky & Thomas S. Salisbury, 2012.
"Optimal retirement consumption with a stochastic force of mortality,"
Papers
1205.2295, arXiv.org.
- Huang, Huaxiong & Milevsky, Moshe A. & Salisbury, Thomas S., 2012. "Optimal retirement consumption with a stochastic force of mortality," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 282-291.
- Ngare, Philip & Kweyu, Martin & Huka, Chris, 2015. "Modelling risk of financing agribusiness in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 13, Kenya Bankers Association (KBA).
- Jang, Jiwook & Mohd Ramli, Siti Norafidah, 2015. "Jump diffusion transition intensities in life insurance and disability annuity," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 440-451.
- Johnny Siu-Hang Li & Wai-Sum Chan & Rui Zhou, 2017. "Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(3), pages 1025-1065, September.
- Lin, Tzuling & Wang, Chou-Wen & Tsai, Cary Chi-Liang, 2015. "Age-specific copula-AR-GARCH mortality models," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 110-124.
- Yijia Lin & Sheen Liu & Jifeng Yu, 2013. "Pricing Mortality Securities With Correlated Mortality Indexes," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 921-948, December.
- Huang, Yu-Lieh & Tsai, Jeffrey Tzuhao & Yang, Sharon S. & Cheng, Hung-Wen, 2014. "Price bounds of mortality-linked security in incomplete insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 30-39.
- Andrew J.G. Cairns & Kevin Dowd & David Blake & Guy D. Coughlan, 2014.
"Longevity hedge effectiveness: a decomposition,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(2), pages 217-235, February.
- Cairns, Andrew & Dowd, Kevin & Blake, David & Coughlan, Guy, 2011. "Longevity hedge effectiveness: a decomposition," MPRA Paper 34236, University Library of Munich, Germany.
- Kmar Fersi & Kamel Boukhetala & Samir Ben Ammou, 2011. "Stratégie optimale de réduction de l'intervalle de confiance pour l'estimateur de la prime ajustée. Application en assurance automobile," Working Papers hal-00625684, HAL.
- Samuel H. Cox & Yijia Lin & Ruilin Tian & Jifeng Yu, 2013. "Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 585-620, September.
- Ngai, Andrew & Sherris, Michael, 2011. "Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 100-114, July.
- Enrico Biffis & David Blake, 2013. "Informed Intermediation of Longevity Exposures," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 559-584, September.
- Sherris Michael & Wills Samuel, 2008.
"Financial Innovation and the Hedging of Longevity Risk,"
Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 3(1), pages 1-14, September.
Cited by:
- Yang Chang & Michael Sherris, 2018. "Longevity Risk Management and the Development of a Value-Based Longevity Index," Risks, MDPI, vol. 6(1), pages 1-20, February.
- Rachel WINGENBACH & Jong-Min KIM & Hojin JUNG, 2020. "Living Longer in High Longevity Risk," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 86(1), pages 47-86, March.
- Samuel H. Cox & Yijia Lin & Ruilin Tian & Jifeng Yu, 2013. "Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 585-620, September.
- Wills, Samuel & Sherris, Michael, 2010. "Securitization, structuring and pricing of longevity risk," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 173-185, February.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 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.- NEP-MAC: Macroeconomics (10) 2014-02-21 2014-02-21 2014-05-17 2014-08-20 2014-11-07 2015-01-09 2015-02-05 2015-05-22 2015-10-25 2016-05-21. Author is listed
- NEP-ENE: Energy Economics (9) 2014-02-21 2014-02-21 2014-05-17 2014-08-20 2014-11-07 2015-01-09 2015-02-05 2015-05-22 2015-11-01. Author is listed
- NEP-MON: Monetary Economics (5) 2014-02-21 2014-05-17 2014-08-20 2015-02-05 2015-10-25. Author is listed
- NEP-CBA: Central Banking (3) 2014-05-17 2014-08-20 2015-02-05
- NEP-OPM: Open Economy Macroeconomics (3) 2014-02-21 2014-08-20 2015-02-05
- NEP-ENV: Environmental Economics (2) 2016-04-16 2016-05-14
- NEP-GRO: Economic Growth (2) 2016-05-14 2017-04-30
- NEP-URE: Urban and Real Estate Economics (2) 2017-03-19 2017-04-30
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