Jochen Güntner
(Jochen Guentner)
Personal Details
First Name: | Jochen |
Middle Name: | |
Last Name: | Guentner |
Suffix: | |
RePEc Short-ID: | pgn11 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/econjochen/ | |
Terminal Degree: | 2012 (from RePEc Genealogy) |
Affiliation
Institut für Volkswirtschaftslehre
Johannes-Kepler-Universität Linz
Linz, Austriahttp://www.econ.jku.at/
RePEc:edi:vlinzat (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Jochen Güntner & Magnus Reif & Maik Wolters & Maik H. Wolters, 2024.
"Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market,"
CESifo Working Paper Series
11191, CESifo.
- Güntner, Jochen & Reif, Magnus & Wolters, Maik H., 2024. "Sudden stop: Supply and demand shocks in the German natural gas market," IMFS Working Paper Series 206, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Güntner, Jochen & Reif, Magnus & Wolters, Maik H., 2024. "Sudden stop: Supply and demand shocks in the German natural gas market," Discussion Papers 22/2024, Deutsche Bundesbank.
- Jochen Güntner & Michael Irlacher & Peter Öhlinger, 2023.
"Not All Oil Types Are Alike,"
CESifo Working Paper Series
10652, CESifo.
- Jochen Güntner & Michael Irlacher & Peter Öhlinger, 2023. "Not all oil types are alike," Economics working papers 2023-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner & Benjamin Karner, 2023. "The bond agio premium," Economics working papers 2023-13, Department of Economics, Johannes Kepler University Linz, Austria.
- Martin Geiger & Jochen Güntner, 2022.
"The Chronology of Brexit and UK Monetary Policy,"
Economics working papers
2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
- Geiger, Martin & Güntner, Jochen, 2024. "The chronology of Brexit and UK monetary policy," Journal of Monetary Economics, Elsevier, vol. 142(C).
- Jochen Güntnher & Peter Öhlinger, 2021.
"Oil Price Shocks and the Hedging Benefit of Airline Investments,"
Economics working papers
2021-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen & Öhlinger, Peter, 2022. "Oil price shocks and the hedging benefit of airline investments," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jochen Güntner & Johannes Henßler, 2021. "Ease on the Cannons, Tighten on the Trumpets: Geopolitical Risk and the Transmission of Monetary Policy Shocks," Economics working papers 2021-09, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner, 2020.
"Central bank information and private-sector Expectations,"
Economics working papers
2020-07, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner, 2022. "Central bank information and private‐sector expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1372-1385, November.
- Jochen Güntner & Benjamin Karner, 2020. "Hedging with commodity futures and the end of normal Backwardation," Economics working papers 2020-21, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner & Johannes Henßler, 2020.
"Exogenous oil supply shocks in OPEC and non-OPEC countries,"
Economics working papers
2020-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner & Johannes Henler, 2021. "Exogenous Oil supply Shocks in OPEC and Non-OPEC Countries," The Energy Journal, , vol. 42(6), pages 229-246, November.
- Jochen Güntner, 2020. "The toll of voting in a pandemic: Municipal elections and the spread of COVID-19 in Bavaria," Economics working papers 2020-15, Department of Economics, Johannes Kepler University Linz, Austria.
- Martin Geiger & Jochen Güntner, 2019. "How are oil supply shocks transmitted to the U.S. economy?," Economics working papers 2019-13, Department of Economics, Johannes Kepler University Linz, Austria.
- Elena Afanasyeva & Jochen Güntner, 2018.
"Bank Market Power and the Risk Channel of Monetary Policy,"
Finance and Economics Discussion Series
2018-006, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Güntner, Jochen, 2020. "Bank market power and the risk channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
- Jochen Güntner, 2017.
"How do oil producers respond to giant oil field discoveries?,"
Economics working papers
2017-04, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2019. "How do oil producers respond to giant oil field discoveries?," Energy Economics, Elsevier, vol. 80(C), pages 59-74.
- Jochen Guentner & Elena Afanasyeva, 2017. "Noise-Ridden Lending Cycles," 2017 Meeting Papers 1211, Society for Economic Dynamics.
- Jochen Güntner & Katharina Linsbauer, 2016.
"The effects of oil supply and demand shocks on U.S. consumer Sentiment,"
Economics working papers
2016-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen H. F. Güntner & Katharina Linsbauer, 2018. "The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1617-1644, October.
- Elena Afanasyeva & Jochen Guntner, 2015.
"Lending Standards, Credit Booms, and Monetary Policy,"
Economics Working Papers
15115, Hoover Institution, Stanford University.
- Afanasyeva, Elena & Güntner, Jochen, 2014. "Lending standards, credit booms and monetary policy," IMFS Working Paper Series 85, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Elena Afanasyeva & Jochen Güntner, 2014. "Lending Standards, Credit Booms and Monetary Policy," Economics working papers 2014-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Dées, Stéphane & Güntner, Jochen, 2014.
"Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach,"
Working Paper Series
1724, European Central Bank.
- Stéphane Dées & Jochen Güntner, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach," Economics working papers 2014-10, Department of Economics, Johannes Kepler University Linz, Austria.
- Dées, Stéphane & Güntner, Jochen, 2014.
"The international dimension of confidence shocks,"
Working Paper Series
1669, European Central Bank.
- Stéphane Dées & Jochen Güntner, 2014. "The International Dimension of Confidence Shocks," Economics working papers 2014-05, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner, 2013.
"The federal funds market, excess reserves, and unconventional monetary policy,"
Economics working papers
2013-12, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2015. "The federal funds market, excess reserves, and unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 225-250.
- Jochen Güntner, 2013.
"How do oil producers respond to oil demand shocks?,"
Economics working papers
2013-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2014. "How do oil producers respond to oil demand shocks?," Energy Economics, Elsevier, vol. 44(C), pages 1-13.
- Jochen H. F. Güntner, 2011.
"How do international stock markets respond to oil demand and supply shocks?,"
FEMM Working Papers
110028, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Güntner, Jochen H. F., 2014. "How Do International Stock Markets Respond To Oil Demand And Supply Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1657-1682, December.
- Jochen H. F. Güntner, 2009.
"Competition among banks and the pass-through of monetary policy,"
FEMM Working Papers
09035, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Güntner, Jochen H.F., 2011. "Competition among banks and the pass-through of monetary policy," Economic Modelling, Elsevier, vol. 28(4), pages 1891-1901, July.
Articles
- Geiger, Martin & Güntner, Jochen, 2024.
"The chronology of Brexit and UK monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 142(C).
- Martin Geiger & Jochen Güntner, 2022. "The Chronology of Brexit and UK Monetary Policy," Economics working papers 2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
- Peter Öhlinger & Michael Irlacher & Jochen Güntner, 2024. "Not all oil types are alike in trade substitution," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
- Jochen Güntner, 2022.
"Central bank information and private‐sector expectations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1372-1385, November.
- Jochen Güntner, 2020. "Central bank information and private-sector Expectations," Economics working papers 2020-07, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen & Öhlinger, Peter, 2022.
"Oil price shocks and the hedging benefit of airline investments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jochen Güntnher & Peter Öhlinger, 2021. "Oil Price Shocks and the Hedging Benefit of Airline Investments," Economics working papers 2021-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen Güntner & Johannes Henler, 2021.
"Exogenous Oil supply Shocks in OPEC and Non-OPEC Countries,"
The Energy Journal, , vol. 42(6), pages 229-246, November.
- Jochen Güntner & Johannes Henßler, 2020. "Exogenous oil supply shocks in OPEC and non-OPEC countries," Economics working papers 2020-02, Department of Economics, Johannes Kepler University Linz, Austria.
- Afanasyeva, Elena & Güntner, Jochen, 2020.
"Bank market power and the risk channel of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
- Elena Afanasyeva & Jochen Güntner, 2018. "Bank Market Power and the Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2018-006, Board of Governors of the Federal Reserve System (U.S.).
- Güntner, Jochen H.F., 2019.
"How do oil producers respond to giant oil field discoveries?,"
Energy Economics, Elsevier, vol. 80(C), pages 59-74.
- Jochen Güntner, 2017. "How do oil producers respond to giant oil field discoveries?," Economics working papers 2017-04, Department of Economics, Johannes Kepler University Linz, Austria.
- Christian Grimme & Jochen Güntner, 2018. "Ursachen des Rohölpreisanstiegs seit 2016 [On the Determinants of the Increase in Crude Oil Prices Since 2016]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 98(8), pages 605-607, August.
- Jochen H. F. Güntner & Katharina Linsbauer, 2018.
"The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1617-1644, October.
- Jochen Güntner & Katharina Linsbauer, 2016. "The effects of oil supply and demand shocks on U.S. consumer Sentiment," Economics working papers 2016-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Timo Wollmershäuser & Silvia Delrio & Marcell Göttert & Christian Grimme & Jochen Güntner & Carla Krolage & Stefan Lautenbacher & Robert Lehmann & Sebastian Link & Wolfgang Nierhaus & Magnus Reif & Ra, 2018. "ifo Konjunkturprognose Sommer 2018: Gewitterwolken am deutschen Konjunkturhimmel," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 71(12), pages 33-87, June.
- Stéphane Dées & Jochen Güntner, 2017. "Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(4), pages 431-453, July.
- Güntner, Jochen H.F., 2015.
"The federal funds market, excess reserves, and unconventional monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 225-250.
- Jochen Güntner, 2013. "The federal funds market, excess reserves, and unconventional monetary policy," Economics working papers 2013-12, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H. F., 2014.
"How Do International Stock Markets Respond To Oil Demand And Supply Shocks?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1657-1682, December.
- Jochen H. F. Güntner, 2011. "How do international stock markets respond to oil demand and supply shocks?," FEMM Working Papers 110028, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Güntner, Jochen H.F., 2014.
"How do oil producers respond to oil demand shocks?,"
Energy Economics, Elsevier, vol. 44(C), pages 1-13.
- Jochen Güntner, 2013. "How do oil producers respond to oil demand shocks?," Economics working papers 2013-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2011.
"Competition among banks and the pass-through of monetary policy,"
Economic Modelling, Elsevier, vol. 28(4), pages 1891-1901, July.
- Jochen H. F. Güntner, 2009. "Competition among banks and the pass-through of monetary policy," FEMM Working Papers 09035, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
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.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Jochen Güntner, 2020.
"The toll of voting in a pandemic: Municipal elections and the spread of COVID-19 in Bavaria,"
Economics working papers
2020-15, Department of Economics, Johannes Kepler University Linz, Austria.
Mentioned in:
Working papers
- Martin Geiger & Jochen Güntner, 2022.
"The Chronology of Brexit and UK Monetary Policy,"
Economics working papers
2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
- Geiger, Martin & Güntner, Jochen, 2024. "The chronology of Brexit and UK monetary policy," Journal of Monetary Economics, Elsevier, vol. 142(C).
Cited by:
- Tufan Ekici & Martin Geiger & Marios Zachariadis, 2024. "Understanding Expectations Formation for Hand-to-Mouth Households: Lessons from the Financial Crisis," University of Cyprus Working Papers in Economics 05-2024, University of Cyprus Department of Economics, revised 05 Nov 2024.
- Hang Do & Kiet Duong & Toan Huynh & Nam T. Vu, 2024. "The Real Effects of Brexit on Labor Demand: Evidence from Firm-level Data," Working Papers 117, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Jochen Güntnher & Peter Öhlinger, 2021.
"Oil Price Shocks and the Hedging Benefit of Airline Investments,"
Economics working papers
2021-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen & Öhlinger, Peter, 2022. "Oil price shocks and the hedging benefit of airline investments," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
Cited by:
- Liang, Ruibin & Cheng, Sheng & Cao, Yan & Li, Xinran, 2024. "Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
- Arampatzidis, Ioannis & Panagiotidis, Theodore, 2023.
"On the identification of the oil-stock market relationship,"
Economic Modelling, Elsevier, vol. 120(C).
- Ioannis Arampatzidis & Theodore Panagiotidis, 2022. "On the identification of the oil-stock market relationship," Working Paper series 22-15, Rimini Centre for Economic Analysis.
- Jochen Güntner & Benjamin Karner, 2020.
"Hedging with commodity futures and the end of normal Backwardation,"
Economics working papers
2020-21, Department of Economics, Johannes Kepler University Linz, Austria.
Cited by:
- Juan Antonio Galán-Gutiérrez & Rodrigo Martín-García, 2022. "Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(4), pages 1-23, February.
- Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).
- Elena Afanasyeva & Jochen Güntner, 2018.
"Bank Market Power and the Risk Channel of Monetary Policy,"
Finance and Economics Discussion Series
2018-006, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Güntner, Jochen, 2020. "Bank market power and the risk channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
Cited by:
- Durrani, Agha & Metzler, Julian & Michail, Nektarios & Werner, Johannes Gabriel, 2022. "Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data," Working Paper Series 2753, European Central Bank.
- Angela Abbate & Dominik Thaler, 2021.
"Optimal Monetary Policy with the Risk-Taking Channel,"
Working Papers
2137, Banco de España.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," Working Paper Series 2772, European Central Bank.
- Abbate, Angela & Thaler, Dominik, 2023. "Optimal monetary policy with the risk-taking channel," European Economic Review, Elsevier, vol. 152(C).
- Dr. Angela Abbate & Dominik Thaler, 2021. "Optimal monetary policy with the risk-taking channel," Working Papers 2021-09, Swiss National Bank.
- C. Bora Durdu & Molin Zhong, 2023.
"Understanding Bank and Nonbank Credit Cycles: A Structural Exploration,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 103-142, February.
- Bora Durdu & Molin Zhong, 2019. "Understanding Bank and Nonbank Credit Cycles: A Structural Exploration," Finance and Economics Discussion Series 2019-031, Board of Governors of the Federal Reserve System (U.S.).
- C Bora Durdu & Molin Zhong, 2021. "Understanding bank and non-bank credit cycles: a structural exploration," BIS Working Papers 919, Bank for International Settlements.
- Ruitao Gu & Qiaoyun Zhang & Wei Zhou & Jianxu Liu, 2022. "Judging the True Health of Finance Institutions Based on Risk Behavior and Operation Performance," Mathematical Problems in Engineering, Hindawi, vol. 2022, pages 1-21, November.
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2023.
"The long-run effects of risk: an equilibrium approach,"
European Economic Review, Elsevier, vol. 153(C).
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2022. "The long-run effects of risk: an equilibrium approach," CEPR Discussion Papers 15841, C.E.P.R. Discussion Papers.
- Christiaan van der Kwaak & Joao Madeira & Nuno Palma, 2021. "The Long-Run Effects of Risk: An Equilibrium Approach," Economics Discussion Paper Series 2104, Economics, The University of Manchester, revised Jan 2023.
- Delis, Manthos & Iosifidi, Maria & Mylonidis, Nikolaos, 2020.
"Industry Heterogeneity in the Risk-Taking Channel,"
MPRA Paper
100433, University Library of Munich, Germany.
- Delis, Manthos D. & Iosifidi, Maria & Mylonidis, Nikolaos, 2021. "Industry heterogeneity in the risk-taking channel," Economic Modelling, Elsevier, vol. 104(C).
- Sophie Brana & Alexandra Campmas & Ion Lapteacru, 2019.
"(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship,"
Post-Print
hal-03285116, HAL.
- Brana, Sophie & Campmas, Alexandra & Lapteacru, Ion, 2019. "(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship," Economic Modelling, Elsevier, vol. 81(C), pages 576-593.
- Heider, Florian & Leonello, Agnese, 2021. "Monetary Policy in a Low Interest Rate Environment: Reversal Rate and Risk-Taking," Working Paper Series 2593, European Central Bank.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018.
"Monetary policy and long-run systemic risk-taking,"
Post-Print
hal-02162296, HAL.
- Colletaz, Gilbert & Levieuge, Grégory & Popescu, Alexandra, 2018. "Monetary policy and long-run systemic risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 165-184.
- Gilbert Colletaz & Grégory Levieuge & Alexandra Popescu, 2018. "Monetary Policy and Long-Run Systemic Risk-Taking," Working papers 694, Banque de France.
- Elena Afanasyeva, 2020. "Can Forecast Errors Predict Financial Crises? Exploring the Properties of a New Multivariate Credit Gap," Finance and Economics Discussion Series 2020-045, Board of Governors of the Federal Reserve System (U.S.).
- Afanasyeva, Elena & Jerow, Sam & Lee, Seung Jung & Modugno, Michele, 2024.
"Sowing the seeds of financial imbalances: The role of macroeconomic performance,"
Journal of Financial Stability, Elsevier, vol. 74(C).
- Elena Afanasyeva & Sam Jerow & Seung Jung Lee & Michele Modugno, 2020. "Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance," Finance and Economics Discussion Series 2020-028, Board of Governors of the Federal Reserve System (U.S.).
- Mengting Fan & Zan Mo & Huijian Fu & Tsung-Hsien Wu & Zili Chen & Yue He, 2024. "Does climate policy uncertainty matter for bank value?," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-28, April.
- Jochen Güntner, 2017.
"How do oil producers respond to giant oil field discoveries?,"
Economics working papers
2017-04, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2019. "How do oil producers respond to giant oil field discoveries?," Energy Economics, Elsevier, vol. 80(C), pages 59-74.
Cited by:
- Merrill, Ryan K. & Orlando, Anthony W., 2020. "Oil at risk: Political violence and accelerated carbon extraction in the Middle East and North Africa," Energy Economics, Elsevier, vol. 92(C).
- Jochen Güntner & Katharina Linsbauer, 2016.
"The effects of oil supply and demand shocks on U.S. consumer Sentiment,"
Economics working papers
2016-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen H. F. Güntner & Katharina Linsbauer, 2018. "The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1617-1644, October.
Cited by:
- Martin Geiger & Jochen Güntner, 2019. "How are oil supply shocks transmitted to the U.S. economy?," Economics working papers 2019-13, Department of Economics, Johannes Kepler University Linz, Austria.
- Wang, Lu & Ma, Feng & Niu, Tianjiao & Liang, Chao, 2021. "The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market," Energy Economics, Elsevier, vol. 99(C).
- Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023. "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, vol. 126(C).
- Zhaobo Zhu & Licheng Sun & Jun Tu & Qiang Ji, 2022. "Oil price shocks and stock market anomalies," Financial Management, Financial Management Association International, vol. 51(2), pages 573-612, June.
- He, Zhifang, 2020. "Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 131-153.
- 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.
- Geiger, Martin & Scharler, Johann, 2019. "How do consumers assess the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Huang, Wanling & Mollick, Andre Varella, 2020. "Tight oil, real WTI prices and U.S. stock returns," Energy Economics, Elsevier, vol. 85(C).
- Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2024. "Seeking a shock haven: Hedging extreme upward oil price changes," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Zeina Alsalman, 2021. "Does the source of oil supply shock matter in explaining the behavior of U.S. consumer spending and sentiment?," Empirical Economics, Springer, vol. 61(3), pages 1491-1518, September.
- Peng Li & Yaofu Ouyang, 2023. "Oil price shocks and China’s consumer and entrepreneur sentiment: a Bayesian structural VAR approach," Empirical Economics, Springer, vol. 65(5), pages 2241-2271, November.
- Sek, Siok Kun, 2019. "Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach," Energy, Elsevier, vol. 176(C), pages 272-280.
- Zhu, Zhaobo & Ji, Qiang & Sun, Licheng & Zhai, Pengxiang, 2020. "Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Čižmešija Mirjana & Lukač Zrinka & Novoselec Tomislav, 2019. "Nonlinear optimisation approach to proposing novel Croatian Industrial Confidence Indicator," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 17-26, December.
- Chen, Shiu-Sheng & Huang, Shiangtsz & Lin, Tzu-Yu, 2022. "How do oil prices affect emerging market sovereign bond spreads?," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Liu, Dandan & Wang, Qiaoyu & Yan, Karen Xueqing, 2022. "Oil supply news shock and Chinese economy," China Economic Review, Elsevier, vol. 73(C).
- Elena Afanasyeva & Jochen Guntner, 2015.
"Lending Standards, Credit Booms, and Monetary Policy,"
Economics Working Papers
15115, Hoover Institution, Stanford University.
- Afanasyeva, Elena & Güntner, Jochen, 2014. "Lending standards, credit booms and monetary policy," IMFS Working Paper Series 85, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Elena Afanasyeva & Jochen Güntner, 2014. "Lending Standards, Credit Booms and Monetary Policy," Economics working papers 2014-11, Department of Economics, Johannes Kepler University Linz, Austria.
Cited by:
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
- Grimme, Christian, 2017.
"Uncertainty and the Cost of Bank vs. Bond Finance,"
MPRA Paper
79852, University Library of Munich, Germany.
- Christian Grimme, 2019. "Uncertainty and the Cost of Bank vs. Bond Finance," CESifo Working Paper Series 7456, CESifo.
- Carla Soares & Diana Bonfim, 2014.
"The risk-taking channel of monetary policy – exploring all avenues,"
Working Papers
w201402, Banco de Portugal, Economics and Research Department.
- Diana Bonfim & Carla Soares, 2018. "The Risk‐Taking Channel of Monetary Policy: Exploring All Avenues," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1507-1541, October.
- Angela Abbate & Dominik Thaler, 2018.
"Monetary policy and the asset risk-taking channel,"
Working Papers
1805, Banco de España.
- Angela Abbate & Dominik Thaler, 2019. "Monetary Policy and the Asset Risk‐Taking Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
- Michele Piffer, 2016. "Monetary Policy and Defaults in the US," Discussion Papers of DIW Berlin 1559, DIW Berlin, German Institute for Economic Research.
- Matthias Neuenkirch & Matthias Nöckel, 2017.
"The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area,"
Research Papers in Economics
2017-02, University of Trier, Department of Economics.
- Matthias Neuenkirch & Matthias Nöckel, 2018. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," CESifo Working Paper Series 6982, CESifo.
- Neuenkirch, Matthias & Nöckel, Matthias, 2018. "The risk-taking channel of monetary policy transmission in the euro area," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 71-91.
- Taylor, John B. & Wieland, Volker, 2016.
"Finding the equilibrium real interest rate in a fog of policy deviations,"
IMFS Working Paper Series
103, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Taylor, John, 2016. "Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations," CEPR Discussion Papers 11264, C.E.P.R. Discussion Papers.
- John B. Taylor & Volker Wieland, 2016. "Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 51(3), pages 147-154, July.
- John B. Taylor & Volker Wieland, 2016. "Finding the Equilibrium Real Interest Rate in a Fog of Policy Deviations," Economics Working Papers 16109, Hoover Institution, Stanford University.
- Philemon Kwame Opoku, 2024. "Tight Money, Tight Standards," Working Papers REM 2024/0323, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Ivan De Lorenzo Buratta, 2022. "Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal," Working Papers w202207, Banco de Portugal, Economics and Research Department.
- Dées, Stéphane & Güntner, Jochen, 2014.
"Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach,"
Working Paper Series
1724, European Central Bank.
- Stéphane Dées & Jochen Güntner, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach," Economics working papers 2014-10, Department of Economics, Johannes Kepler University Linz, Austria.
Cited by:
- Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2023. "Data-driven support for policy and decision-making in university research management: A case study from Germany," European Journal of Operational Research, Elsevier, vol. 308(1), pages 353-368.
- Ivana Velkovska & Borce Trenovski, 2023. "Economic growth or social expenditure: what is more effective in decreasing poverty and income inequality in the EU - a panel VAR approach," Public Sector Economics, Institute of Public Finance, vol. 47(1), pages 111-142.
- Blazej Mazur, 2015. "Density forecasts based on disaggregate data: nowcasting Polish inflation," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 15, pages 71-87.
- Clara De Luigi & Martin Feldkircher & Philipp Poyntner & Helene Schuberth, 2019.
"Effects of the ECB’s Unconventional Monetary Policy on Real and Financial Wealth,"
Department of Economics Working Papers
wuwp286, Vienna University of Economics and Business, Department of Economics.
- De Luigi, Clara & Schuberth, Helene & Feldkircher, Martin & Poyntner, Philipp, 2019. "Effects of the ECB's Unconventional Monetary Policy on Real and Financial Wealth," Department of Economics Working Paper Series 286, WU Vienna University of Economics and Business.
- Alexandru Avram & Ana-Cristina Nicolescu & Costin Daniel Avram & Roxana Loredana Dan, 2019. "Financial Communication in the Context of Corporate Social Responsibility Growth," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 21(52), pages 623-623, August.
- Marszk, Adam & Lechman, Ewa, 2019. "New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Alimov, Behzod, 2022. "The dynamic effects of debt and equity inflows: Evidence from emerging and developing countries," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
- Boris B. Demeshev & Oxana A. Malakhovskaya, 2015. "Forecasting Russian Macroeconomic Indicators with BVAR," HSE Working papers WP BRP 105/EC/2015, National Research University Higher School of Economics.
- Nina Vujanovic & Bruno Casella & Richard Bolwijn, . "Forecasting global FDI: a panel data approach," UNCTAD Transnational Corporations Journal, United Nations Conference on Trade and Development.
- Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017. "Is scientific performance a function of funds?," SFB 649 Discussion Papers 2017-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Dées, Stéphane & Güntner, Jochen, 2014.
"The international dimension of confidence shocks,"
Working Paper Series
1669, European Central Bank.
- Stéphane Dées & Jochen Güntner, 2014. "The International Dimension of Confidence Shocks," Economics working papers 2014-05, Department of Economics, Johannes Kepler University Linz, Austria.
Cited by:
- Mikkel Hermansen & Oliver Röhn, 2015.
"Economic resilience: The usefulness of early warning indicators in OECD countries,"
OECD Economics Department Working Papers
1250, OECD Publishing.
- Mikkel Hermansen & Oliver Röhn, 2017. "Economic resilience: The usefulness of early warning indicators in OECD countries," OECD Journal: Economic Studies, OECD Publishing, vol. 2016(1), pages 9-35.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97.
- Nowzohour, Laura & Stracca, Livio, 2017.
"More than a feeling: confidence, uncertainty and macroeconomic fluctuations,"
Working Paper Series
2100, European Central Bank.
- Laura Nowzohour & Livio Stracca, 2020. "More Than A Feeling: Confidence, Uncertainty, And Macroeconomic Fluctuations," Journal of Economic Surveys, Wiley Blackwell, vol. 34(4), pages 691-726, September.
- Oliver Röhn & Aida Caldera Sánchez & Mikkel Hermansen & Morten Rasmussen, 2015. "Economic resilience: A new set of vulnerability indicators for OECD countries," OECD Economics Department Working Papers 1249, OECD Publishing.
- Nektarios A. Michail & Christos S. Savva & Demetris Koursaros, 2017. "Size Effects of Fiscal Policy and Business Confidence in the Euro Area," IJFS, MDPI, vol. 5(4), pages 1-15, November.
- Jochen Güntner, 2013.
"The federal funds market, excess reserves, and unconventional monetary policy,"
Economics working papers
2013-12, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2015. "The federal funds market, excess reserves, and unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 225-250.
Cited by:
- Grimme, Christian, 2017.
"Uncertainty and the Cost of Bank vs. Bond Finance,"
MPRA Paper
79852, University Library of Munich, Germany.
- Christian Grimme, 2019. "Uncertainty and the Cost of Bank vs. Bond Finance," CESifo Working Paper Series 7456, CESifo.
- Christian Grimme, 2023. "Uncertainty and the Cost of Bank versus Bond Finance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 143-169, February.
- Bratsiotis, George, 2018.
"Credit Risk, Excess Reserves and Monetary Policy: The Deposits Channel,"
EconStor Preprints
172770, ZBW - Leibniz Information Centre for Economics, revised 2018.
- George Bratsiotis, 2018. "Credit Risk, Excess Reserves and Monetary Policy: The Deposits Channel," Centre for Growth and Business Cycle Research Discussion Paper Series 243, Economics, The University of Manchester.
- Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, december.
- de Groot, Oliver & Haas, Alexander, 2023.
"The signalling channel of negative interest rates,"
Journal of Monetary Economics, Elsevier, vol. 138(C), pages 87-103.
- Oliver de Groot & Alexander Haas, 2019. "The Signalling Channel of Negative Interest Rates," Working Papers 201905, University of Liverpool, Department of Economics.
- de Groot, Oliver & Haas, Alexander, 2019. "The Signalling Channel of Negative Interest Rates," MPRA Paper 95479, University Library of Munich, Germany.
- de Groot, Oliver & Haas, Alexander, 2020. "The Signalling Channel of Negative Interest Rates," CEPR Discussion Papers 14268, C.E.P.R. Discussion Papers.
- Oliver de Groot & Alexander Haas, 2021. "The signalling channel of negative interest rates," Economics Series Working Papers 956 JEL classification: E, University of Oxford, Department of Economics.
- Oliver de Groot & Alexander Haas, 2022. "The Signalling Channel of Negative Interest Rates," Discussion Papers of DIW Berlin 1990, DIW Berlin, German Institute for Economic Research.
- Alexander Lubis & Constantinos Alexiou & Joseph G. Nellis, 2019. "Gauging the Impact of Payment System Innovations on Financial Intermediation: Novel Empirical Evidence from Indonesia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(3), pages 290-338, December.
- George J. Bratsiotis, 2018. "Credit Risk, Excess Reserves and Monetary Policy: The Deposits," Centre for Growth and Business Cycle Research Discussion Paper Series 236, Economics, The University of Manchester.
- Jochen Güntner, 2013.
"How do oil producers respond to oil demand shocks?,"
Economics working papers
2013-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2014. "How do oil producers respond to oil demand shocks?," Energy Economics, Elsevier, vol. 44(C), pages 1-13.
Cited by:
- Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2018.
"New insights into the US stock market reactions to energy price shocks,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 169-187.
- BENKRAIEM, Ramzi & Lahiani, Amine & MILOUDI, Anthony & Shahbaz, Muhammad, 2018. "New Insights into the US Stock Market Reactions to Energy Price Shocks," MPRA Paper 84778, University Library of Munich, Germany, revised 18 Feb 2018.
- Ramzi Benkraiem & Amine Lahiani & Anthony Miloudi & Shahbaz Muhammad, 2018. "New insights into the US stock market reactions to energy price shocks," Post-Print hal-01876918, HAL.
- Godil, Danish Iqbal & Sarwat, Salman & Sharif, Arshian & Jermsittiparsert, Kittisak, 2020. "How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique," Resources Policy, Elsevier, vol. 66(C).
- Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020. "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, vol. 88(C).
- Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016.
"The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries,"
Energy: Resources and Markets
230682, Fondazione Eni Enrico Mattei (FEEM).
- Andrea BASTIANIN & Francesca CONTI & Matteo MANERA, 2015. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Departmental Working Papers 2015-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016. "The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries," Energy Policy, Elsevier, vol. 98(C), pages 160-169.
- Andrea Bastianin & Francesca Conti & Matteo Manera, 2015. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Working Papers 2015.99, Fondazione Eni Enrico Mattei.
- Diaz, Elena Maria & Molero, Juan Carlos & Perez de Gracia, Fernando, 2016.
"Oil price volatility and stock returns in the G7 economies,"
Energy Economics, Elsevier, vol. 54(C), pages 417-430.
- Elena MarÃa DÃaz & Juan Carlos Molero & Fernando Pérez de Gracia, 2016. "Oil price volatility and stock returns in the G7 economies," Faculty Working Papers 03/16, School of Economics and Business Administration, University of Navarra.
- Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal & Imtiaz Hussain Khan, 2023.
"Oil price volatility and stock returns: Evidence from three oil‐price wars,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3162-3182, July.
- Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal, 2020. "Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars," PIDE-Working Papers 2020:22, Pakistan Institute of Development Economics.
- Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015.
"Changes in the global oil market,"
Working Papers
75761696, Lancaster University Management School, Economics Department.
- Bataa, Erdenebat & Izzeldin, Marwan & Osborn, Denise R., 2016. "Changes in the global oil market," Energy Economics, Elsevier, vol. 56(C), pages 161-176.
- V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023. "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, vol. 121(C).
- Christiane Baumeister & James D. Hamilton, 2020. "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers 27014, National Bureau of Economic Research, Inc.
- Babak Fazelabdolabadi, 2019. "Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-20, December.
- Andrea BASTIANIN & Matteo MANERA, 2015.
"How Does Stock Market Volatility React to Oil Shocks?,"
Departmental Working Papers
2015-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Andrea Bastianin & Matteo Manera, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Working Papers 2014.110, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Manera, Matteo, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Energy: Resources and Markets 196919, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Matteo Manera, 2018. "How does stock market volatility react to oil shocks?," Papers 1811.03820, arXiv.org.
- Bastianin, Andrea & Manera, Matteo, 2018. "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 666-682, April.
- Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.
- Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015.
"The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies,"
Departmental Working Papers
2015-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Working Papers 2015.100, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Oil supply shocks and economic growth in the Mediterranean," Energy Policy, Elsevier, vol. 110(C), pages 167-175.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Energy: Resources and Markets 230683, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," IEFE Working Papers 82, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
- Geiger, Martin & Scharler, Johann, 2019. "How do consumers assess the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Maitra, Debasish & Rehman, Mobeen Ur & Dash, Saumya Ranjan & Kang, Sang Hoon, 2021. "Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications," Energy Economics, Elsevier, vol. 102(C).
- Kyritsis, Evangelos & Serletis, Apostolos, 2018.
"The zero lower bound and market spillovers: Evidence from the G7 and Norway,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 100-123.
- Kyritsis, Evangelos & Serletis, Apostolos, 2017. "The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway," Discussion Papers 2017/7, Norwegian School of Economics, Department of Business and Management Science.
- Timo Wollmershäuser & Silvia Delrio & Marcell Göttert & Christian Grimme & Jochen Güntner & Carla Krolage & Stefan Lautenbacher & Robert Lehmann & Sebastian Link & Wolfgang Nierhaus & Magnus Reif & Ra, 2018. "ifo Konjunkturprognose Sommer 2018: Gewitterwolken am deutschen Konjunkturhimmel," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 71(12), pages 33-87, June.
- Bilgin, Doga & Ellwanger, Reinhard, 2024. "A simple model of global fuel consumption," Energy Economics, Elsevier, vol. 130(C).
- Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019.
"Linkages between oil price shocks and stock returns revisited,"
Energy Economics, Elsevier, vol. 82(C), pages 42-61.
- Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018. "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers 2018-01, University of Adelaide, School of Economics and Public Policy.
- Mohammad Sharik Essa & Evangelos Giouvris, 2020. "Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors," JRFM, MDPI, vol. 13(4), pages 1-40, April.
- Jochen Güntner, 2017.
"How do oil producers respond to giant oil field discoveries?,"
Economics working papers
2017-04, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2019. "How do oil producers respond to giant oil field discoveries?," Energy Economics, Elsevier, vol. 80(C), pages 59-74.
- Huang, Wanling & Mollick, Andre Varella, 2020. "Tight oil, real WTI prices and U.S. stock returns," Energy Economics, Elsevier, vol. 85(C).
- Christiane Baumeister & James D. Hamilton, 2020.
"Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions,"
NBER Working Papers
26606, National Bureau of Economic Research, Inc.
- Baumeister, Christiane & Hamilton, James D., 2020. "Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Baumeister, Christiane & Hamilton, James, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," CEPR Discussion Papers 14271, C.E.P.R. Discussion Papers.
- Soohyeon Kim & Jungho Baek & Eunnyeong Heo, 2020. "Crude oil inventories: The two faces of Janus?," Empirical Economics, Springer, vol. 59(2), pages 1003-1018, August.
- Olesia Kozlova & Jose Noguera-Santaella, 2019. "Relative efficiency of oil price versus oil output in promoting economic growth: Is OPEC’s strategy right?," Empirical Economics, Springer, vol. 57(6), pages 1997-2012, December.
- Yue-Jun Zhang & Ting Yao & Ling-Yun He, 2015. "Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?," Papers 1512.01676, arXiv.org.
- Chen, Yanhui & Zhang, Chuan & He, Kaijian & Zheng, Aibing, 2018. "Multi-step-ahead crude oil price forecasting using a hybrid grey wave model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 501(C), pages 98-110.
- Ioannis Arampatzidis & Theologos Dergiades & Robert. K. Kaufmann & Theodore Panagiotidis, 2021.
"Oil and the U.S. Stock Market: Implications for Low Carbon Policies,"
Working Paper series
21-19, Rimini Centre for Economic Analysis.
- 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).
- Güntner, Jochen & Öhlinger, Peter, 2022.
"Oil price shocks and the hedging benefit of airline investments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jochen Güntnher & Peter Öhlinger, 2021. "Oil Price Shocks and the Hedging Benefit of Airline Investments," Economics working papers 2021-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Alves, Joana Duarte Ouro & Faria, Weslem Rodrigues, 2024. "Reserves, well drilling and production: Assessing the optimal trajectory of oil extraction for Brazil," Resources Policy, Elsevier, vol. 88(C).
- Joo, Young C. & Park, Sung Y., 2021. "The impact of oil price volatility on stock markets: Evidences from oil-importing countries," Energy Economics, Elsevier, vol. 101(C).
- Smyth, Russell & Narayan, Paresh Kumar, 2018. "What do we know about oil prices and stock returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 148-156.
- Křehlík, Tomáš & Baruník, Jozef, 2017.
"Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets,"
Energy Economics, Elsevier, vol. 65(C), pages 208-218.
- Tomas Krehlik & Jozef Barunik, 2016. "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Papers 1603.07020, arXiv.org, revised Jan 2017.
- Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017. "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, vol. 67(C), pages 255-267.
- Salem Adel Ziadat & David G. McMillan, 2022. "Oil-stock nexus: the role of oil shocks for GCC markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(5), pages 801-818, May.
- Misund, Bård, 2015. "Reserves Replacement and Oil and Gas Company Shareholder returns," UiS Working Papers in Economics and Finance 2015/11, University of Stavanger.
- 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.
- Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
- Theodosios Perifanis, 2019. "Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods," Energies, MDPI, vol. 12(14), pages 1-16, July.
- Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Tobi Olasojiand & Elijah Acquah-Andoh, 2016. "Evaluating The Short Run Effects Of U.S. Crude Oil Inventory Levels On Wti Crude Oil Price From 1993 - 2013," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(3), pages 64-84.
- Rehman, Mobeen Ur & Raheem, Ibrahim D. & Zeitun, Rami & Vo, Xuan Vinh & Ahmad, Nasir, 2023. "Do oil shocks affect the green bond market?," Energy Economics, Elsevier, vol. 117(C).
- Maitra, Debasish & Chandra, Saurabh & Dash, Saumya Ranjan, 2020. "Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 138(C).
- Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022. "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, vol. 105(C).
- Ziadat, Salem Adel & McMillan, David G. & Herbst, Patrick, 2022. "Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations," Resources Policy, Elsevier, vol. 75(C).
- Jochen H. F. Güntner, 2011.
"How do international stock markets respond to oil demand and supply shocks?,"
FEMM Working Papers
110028, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Güntner, Jochen H. F., 2014. "How Do International Stock Markets Respond To Oil Demand And Supply Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1657-1682, December.
Cited by:
- Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2018.
"New insights into the US stock market reactions to energy price shocks,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 169-187.
- BENKRAIEM, Ramzi & Lahiani, Amine & MILOUDI, Anthony & Shahbaz, Muhammad, 2018. "New Insights into the US Stock Market Reactions to Energy Price Shocks," MPRA Paper 84778, University Library of Munich, Germany, revised 18 Feb 2018.
- Ramzi Benkraiem & Amine Lahiani & Anthony Miloudi & Shahbaz Muhammad, 2018. "New insights into the US stock market reactions to energy price shocks," Post-Print hal-01876918, HAL.
- Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020. "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, vol. 88(C).
- Chowdhury, Kushal Banik & Garg, Bhavesh, 2023. "Fresh evidence on the oil-stock interactions under heterogeneous market conditions," Finance Research Letters, Elsevier, vol. 54(C).
- Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016.
"The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries,"
Energy: Resources and Markets
230682, Fondazione Eni Enrico Mattei (FEEM).
- Andrea BASTIANIN & Francesca CONTI & Matteo MANERA, 2015. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Departmental Working Papers 2015-17, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Bastianin, Andrea & Conti, Francesca & Manera, Matteo, 2016. "The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries," Energy Policy, Elsevier, vol. 98(C), pages 160-169.
- Andrea Bastianin & Francesca Conti & Matteo Manera, 2015. "The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries," Working Papers 2015.99, Fondazione Eni Enrico Mattei.
- Diaz, Elena Maria & Molero, Juan Carlos & Perez de Gracia, Fernando, 2016.
"Oil price volatility and stock returns in the G7 economies,"
Energy Economics, Elsevier, vol. 54(C), pages 417-430.
- Elena MarÃa DÃaz & Juan Carlos Molero & Fernando Pérez de Gracia, 2016. "Oil price volatility and stock returns in the G7 economies," Faculty Working Papers 03/16, School of Economics and Business Administration, University of Navarra.
- Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal & Imtiaz Hussain Khan, 2023.
"Oil price volatility and stock returns: Evidence from three oil‐price wars,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3162-3182, July.
- Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal, 2020. "Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars," PIDE-Working Papers 2020:22, Pakistan Institute of Development Economics.
- Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015.
"Changes in the global oil market,"
Working Papers
75761696, Lancaster University Management School, Economics Department.
- Bataa, Erdenebat & Izzeldin, Marwan & Osborn, Denise R., 2016. "Changes in the global oil market," Energy Economics, Elsevier, vol. 56(C), pages 161-176.
- Babak Fazelabdolabadi, 2019. "Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-20, December.
- Andrea BASTIANIN & Matteo MANERA, 2015.
"How Does Stock Market Volatility React to Oil Shocks?,"
Departmental Working Papers
2015-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Andrea Bastianin & Matteo Manera, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Working Papers 2014.110, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Manera, Matteo, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Energy: Resources and Markets 196919, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Matteo Manera, 2018. "How does stock market volatility react to oil shocks?," Papers 1811.03820, arXiv.org.
- Bastianin, Andrea & Manera, Matteo, 2018. "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 666-682, April.
- Ioannis Dokas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2023. "Macroeconomic and Uncertainty Shocks’ Effects on Energy Prices: A Comprehensive Literature Review," Energies, MDPI, vol. 16(3), pages 1-35, February.
- Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015.
"The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies,"
Departmental Working Papers
2015-15, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Working Papers 2015.100, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Oil supply shocks and economic growth in the Mediterranean," Energy Policy, Elsevier, vol. 110(C), pages 167-175.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2016. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," Energy: Resources and Markets 230683, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2015. "The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies," IEFE Working Papers 82, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
- Maitra, Debasish & Rehman, Mobeen Ur & Dash, Saumya Ranjan & Kang, Sang Hoon, 2021. "Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications," Energy Economics, Elsevier, vol. 102(C).
- Kyritsis, Evangelos & Serletis, Apostolos, 2018.
"The zero lower bound and market spillovers: Evidence from the G7 and Norway,"
Research in International Business and Finance, Elsevier, vol. 44(C), pages 100-123.
- Kyritsis, Evangelos & Serletis, Apostolos, 2017. "The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway," Discussion Papers 2017/7, Norwegian School of Economics, Department of Business and Management Science.
- Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019.
"Linkages between oil price shocks and stock returns revisited,"
Energy Economics, Elsevier, vol. 82(C), pages 42-61.
- Firmin Doko Tchatoka & Virginie Masson & Sean Parry, 2018. "Linkages Between Oil Price Shocks and Stock Returns Revisited," School of Economics and Public Policy Working Papers 2018-01, University of Adelaide, School of Economics and Public Policy.
- T.-H. Le & Sabri Boubaker & M.T. Bui & D. Park, 2023.
"On the Volatility of WTI Crude Oil Prices: A Time-Varying Approach with Stochastic Volatility,"
Post-Print
hal-04433059, HAL.
- Le, Thai-Ha & Boubaker, Sabri & Bui, Manh Tien & Park, Donghyun, 2023. "On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility," Energy Economics, Elsevier, vol. 117(C).
- Soohyeon Kim & Jungho Baek & Eunnyeong Heo, 2020. "Crude oil inventories: The two faces of Janus?," Empirical Economics, Springer, vol. 59(2), pages 1003-1018, August.
- Arampatzidis, Ioannis & Panagiotidis, Theodore, 2023.
"On the identification of the oil-stock market relationship,"
Economic Modelling, Elsevier, vol. 120(C).
- Ioannis Arampatzidis & Theodore Panagiotidis, 2022. "On the identification of the oil-stock market relationship," Working Paper series 22-15, Rimini Centre for Economic Analysis.
- Yue-Jun Zhang & Ting Yao & Ling-Yun He, 2015. "Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?," Papers 1512.01676, arXiv.org.
- Ioannis Arampatzidis & Theologos Dergiades & Robert. K. Kaufmann & Theodore Panagiotidis, 2021.
"Oil and the U.S. Stock Market: Implications for Low Carbon Policies,"
Working Paper series
21-19, Rimini Centre for Economic Analysis.
- 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).
- Güntner, Jochen & Öhlinger, Peter, 2022.
"Oil price shocks and the hedging benefit of airline investments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jochen Güntnher & Peter Öhlinger, 2021. "Oil Price Shocks and the Hedging Benefit of Airline Investments," Economics working papers 2021-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Smyth, Russell & Narayan, Paresh Kumar, 2018. "What do we know about oil prices and stock returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 148-156.
- Dang, Tam Hoang-Nhat & Nguyen, Canh Phuc & Lee, Gabriel S. & Nguyen, Binh Quang & Le, Thuy Thu, 2023. "Measuring the energy-related uncertainty index," Energy Economics, Elsevier, vol. 124(C).
- Silvapulle, Param & Smyth, Russell & Zhang, Xibin & Fenech, Jean-Pierre, 2017. "Nonparametric panel data model for crude oil and stock market prices in net oil importing countries," Energy Economics, Elsevier, vol. 67(C), pages 255-267.
- Misund, Bård, 2015. "Reserves Replacement and Oil and Gas Company Shareholder returns," UiS Working Papers in Economics and Finance 2015/11, University of Stavanger.
- Naeem, Muhammad Abubakr & Karim, Sitara & Abrar, Afsheen & Yarovaya, Larisa & Shah, Adil Ahmad, 2023. "Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Wang, Cheng & Bouri, Elie & Xu, Yahua & Zhang, Dingsheng, 2023. "Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks," Energy Economics, Elsevier, vol. 127(PB).
- 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.
- Syed Abul, Basher, 2014. "Stock markets and energy prices," MPRA Paper 53863, University Library of Munich, Germany.
- Castro, César & Jiménez-Rodríguez, Rebeca, 2024. "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, vol. 60(C).
- Rehman, Mobeen Ur & Raheem, Ibrahim D. & Zeitun, Rami & Vo, Xuan Vinh & Ahmad, Nasir, 2023. "Do oil shocks affect the green bond market?," Energy Economics, Elsevier, vol. 117(C).
- Maitra, Debasish & Chandra, Saurabh & Dash, Saumya Ranjan, 2020. "Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 138(C).
- Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022. "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, vol. 105(C).
- Prodromou, Tina & Demirer, Riza, 2022. "Oil price shocks and cost of capital: Does market liquidity play a role?," Energy Economics, Elsevier, vol. 115(C).
- Ziadat, Salem Adel & McMillan, David G. & Herbst, Patrick, 2022. "Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations," Resources Policy, Elsevier, vol. 75(C).
- Jochen H. F. Güntner, 2009.
"Competition among banks and the pass-through of monetary policy,"
FEMM Working Papers
09035, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Güntner, Jochen H.F., 2011. "Competition among banks and the pass-through of monetary policy," Economic Modelling, Elsevier, vol. 28(4), pages 1891-1901, July.
Cited by:
- Pierre-Richard Agénor & L. Pereira da Silva, 2015.
"Cyclically Adjusted Provisions and Financial Stability,"
Centre for Growth and Business Cycle Research Discussion Paper Series
216, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz, 2017. "Cyclically adjusted provisions and financial stability," Journal of Financial Stability, Elsevier, vol. 28(C), pages 143-162.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2016. "Cyclically Adjusted Provisions and Financial Stability," IDB Publications (Working Papers) 7619, Inter-American Development Bank.
- Drumond, Inês & Jorge, José, 2013. "Loan interest rates under risk-based capital requirements: The impact of banking market structure," Economic Modelling, Elsevier, vol. 32(C), pages 602-607.
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2023.
"The long-run effects of risk: an equilibrium approach,"
European Economic Review, Elsevier, vol. 153(C).
- van der Kwaak, Christiaan & Madeira, João & Palma, Nuno, 2022. "The long-run effects of risk: an equilibrium approach," CEPR Discussion Papers 15841, C.E.P.R. Discussion Papers.
- Christiaan van der Kwaak & Joao Madeira & Nuno Palma, 2021. "The Long-Run Effects of Risk: An Equilibrium Approach," Economics Discussion Paper Series 2104, Economics, The University of Manchester, revised Jan 2023.
- Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013.
"Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 1-24.
- Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Ruhr Economic Papers 350, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," Discussion Papers of DIW Berlin 1223, DIW Berlin, German Institute for Economic Research.
- Ansgar Belke & Joscha Beckmann & Florian Verheyen, 2012. "Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data," ROME Working Papers 201203, ROME Network.
- Arnold, Ivo J.M. & van Ewijk, Saskia E., 2014. "A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 340-357.
- Wei, Qi & Zeng, Sheng & Tao, Qingmei, 2024. "Does bank competition improve borrower welfare? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1353-1368.
- Güntner, Jochen H.F., 2011.
"Competition among banks and the pass-through of monetary policy,"
Economic Modelling, Elsevier, vol. 28(4), pages 1891-1901, July.
- Jochen H. F. Güntner, 2009. "Competition among banks and the pass-through of monetary policy," FEMM Working Papers 09035, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
Articles
- Geiger, Martin & Güntner, Jochen, 2024.
"The chronology of Brexit and UK monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 142(C).
See citations under working paper version above.
- Martin Geiger & Jochen Güntner, 2022. "The Chronology of Brexit and UK Monetary Policy," Economics working papers 2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen & Öhlinger, Peter, 2022.
"Oil price shocks and the hedging benefit of airline investments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
See citations under working paper version above.
- Jochen Güntnher & Peter Öhlinger, 2021. "Oil Price Shocks and the Hedging Benefit of Airline Investments," Economics working papers 2021-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Afanasyeva, Elena & Güntner, Jochen, 2020.
"Bank market power and the risk channel of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 111(C), pages 118-134.
See citations under working paper version above.
- Elena Afanasyeva & Jochen Güntner, 2018. "Bank Market Power and the Risk Channel of Monetary Policy," Finance and Economics Discussion Series 2018-006, Board of Governors of the Federal Reserve System (U.S.).
- Güntner, Jochen H.F., 2019.
"How do oil producers respond to giant oil field discoveries?,"
Energy Economics, Elsevier, vol. 80(C), pages 59-74.
See citations under working paper version above.
- Jochen Güntner, 2017. "How do oil producers respond to giant oil field discoveries?," Economics working papers 2017-04, Department of Economics, Johannes Kepler University Linz, Austria.
- Jochen H. F. Güntner & Katharina Linsbauer, 2018.
"The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1617-1644, October.
See citations under working paper version above.
- Jochen Güntner & Katharina Linsbauer, 2016. "The effects of oil supply and demand shocks on U.S. consumer Sentiment," Economics working papers 2016-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Timo Wollmershäuser & Silvia Delrio & Marcell Göttert & Christian Grimme & Jochen Güntner & Carla Krolage & Stefan Lautenbacher & Robert Lehmann & Sebastian Link & Wolfgang Nierhaus & Magnus Reif & Ra, 2018.
"ifo Konjunkturprognose Sommer 2018: Gewitterwolken am deutschen Konjunkturhimmel,"
ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 71(12), pages 33-87, June.
Cited by:
- Christian Grimme & Radek Šauer & Timo Wollmershäuser, 2020. "Auswirkungen möglicher Währungskonflikte auf die deutsche und europäische Wirtschaft," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 109.
- Magnus Reif & Arno Städtler, 2018. "Investitionen und Leasing: Nachlassende Dynamik," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 71(13), pages 69-72, July.
- Simon Litsche & Stefan Sauer, 2018. "ifo Konjunkturumfrage im Verarbeitenden Gewerbe: Konjunkturelle Hochlage führt zu Engpässen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 71(23), pages 29-31, December.
- Timo Wollmershäuser & Marcell Göttert & Christian Grimme & Carla Krolage & Stefan Lautenbacher & Robert Lehmann & Sebastian Link & Wolfgang Nierhaus & Ann-Christin Rathje & Magnus Reif & Radek Šauer &, 2018. "ifo Konjunkturprognose Winter 2018: Deutsche Konjunktur kühlt sich ab," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 71(24), pages 28-82, December.
- Clemens Fuest & Timo Wollmershäuser, 2020. "Low Interest Rates: Global Causes and Policy Implications for Germany," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(01), pages 3-6, April.
- Güntner, Jochen H.F., 2015.
"The federal funds market, excess reserves, and unconventional monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 225-250.
See citations under working paper version above.
- Jochen Güntner, 2013. "The federal funds market, excess reserves, and unconventional monetary policy," Economics working papers 2013-12, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H. F., 2014.
"How Do International Stock Markets Respond To Oil Demand And Supply Shocks?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1657-1682, December.
See citations under working paper version above.
- Jochen H. F. Güntner, 2011. "How do international stock markets respond to oil demand and supply shocks?," FEMM Working Papers 110028, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
- Güntner, Jochen H.F., 2014.
"How do oil producers respond to oil demand shocks?,"
Energy Economics, Elsevier, vol. 44(C), pages 1-13.
See citations under working paper version above.
- Jochen Güntner, 2013. "How do oil producers respond to oil demand shocks?," Economics working papers 2013-11, Department of Economics, Johannes Kepler University Linz, Austria.
- Güntner, Jochen H.F., 2011.
"Competition among banks and the pass-through of monetary policy,"
Economic Modelling, Elsevier, vol. 28(4), pages 1891-1901, July.
See citations under working paper version above.
- Jochen H. F. Güntner, 2009. "Competition among banks and the pass-through of monetary policy," FEMM Working Papers 09035, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
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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 28 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 (14) 2013-10-05 2014-05-17 2014-11-01 2014-11-28 2014-12-03 2014-12-13 2014-12-24 2015-12-12 2017-04-23 2018-02-05 2019-05-27 2020-05-04 2021-05-10 2022-06-13. Author is listed
- NEP-ENE: Energy Economics (12) 2012-01-25 2013-10-05 2017-04-23 2017-04-23 2019-05-27 2020-02-17 2021-08-09 2023-10-16 2023-10-23 2024-07-15 2024-07-29 2024-08-26. Author is listed
- NEP-MON: Monetary Economics (8) 2013-10-05 2014-12-13 2014-12-24 2015-12-12 2018-02-05 2020-05-04 2021-05-10 2022-06-13. Author is listed
- NEP-CBA: Central Banking (6) 2013-10-05 2014-12-13 2015-12-12 2020-05-04 2021-05-10 2022-06-13. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 2013-10-05 2014-12-13 2014-12-24 2015-12-12 2018-01-22 2018-02-05. Author is listed
- NEP-EEC: European Economics (6) 2014-11-01 2014-11-28 2022-06-13 2024-07-15 2024-07-29 2024-08-26. Author is listed
- NEP-BAN: Banking (5) 2014-12-13 2014-12-24 2015-12-12 2018-02-05 2022-06-13. Author is listed
- NEP-CIS: Confederation of Independent States (5) 2023-10-16 2023-10-23 2024-07-15 2024-07-29 2024-08-26. Author is listed
- NEP-CWA: Central and Western Asia (2) 2012-01-25 2021-08-09
- NEP-FMK: Financial Markets (2) 2020-11-16 2023-10-23
- NEP-FOR: Forecasting (2) 2014-11-01 2014-11-28
- NEP-EUR: Microeconomic European Issues (1) 2024-07-15
- NEP-GER: German Papers (1) 2023-10-16
- NEP-HEA: Health Economics (1) 2020-08-24
- NEP-INT: International Trade (1) 2023-10-23
- NEP-OPM: Open Economy Macroeconomics (1) 2022-06-13
- NEP-ORE: Operations Research (1) 2020-02-17
- NEP-POL: Positive Political Economics (1) 2022-06-13
- NEP-REG: Regulation (1) 2024-08-26
- NEP-RMG: Risk Management (1) 2020-11-16
- NEP-TRA: Transition Economics (1) 2023-10-23
- NEP-URE: Urban and Real Estate Economics (1) 2020-08-24
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