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Lavan Mahadeva

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.

Working papers

  1. Kilian, Lutz & Fattouh, Bassam & Mahadeva, Lavan, 2012. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," CEPR Discussion Papers 8916, C.E.P.R. Discussion Papers.

    Cited by:

    1. Nida Çakır Melek & Troy Davig & Jun Nie & Andrew Lee Smith & Didem Tuzemen, 2015. "Evaluating a Year of Oil Price Volatility," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-30.
    2. Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019. "Commodity price risk management and fiscal policy in a sovereign default model," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
    3. Noori, Mohammad, 2024. "Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 529-551.
    4. Martin, William J., 2012. "Managing High and Volatile Food Prices," Trade Issues Papers 142732, International Agricultural Trade Research Consortium.
    5. Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018. "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, vol. 75(C), pages 518-533.
    6. Jarrett, Uchechukwu & Mohaddes, Kamiar & Mohtadi, Hamid, 2019. "Oil price volatility, financial institutions and economic growth," Energy Policy, Elsevier, vol. 126(C), pages 131-144.
    7. Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," EconomiX Working Papers 2016-35, University of Paris Nanterre, EconomiX.
    8. Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2019. "Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss," Working Papers 201903, University of Pretoria, Department of Economics.
    9. Baumeister, Christiane & Kilian, Lutz, 2014. "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series 466, Center for Financial Studies (CFS).
    10. Aït-Youcef, Camille & Joëts, Marc, 2024. "The role of index traders in the financialization of commodity markets: A behavioral finance approach," Energy Economics, Elsevier, vol. 136(C).
    11. Vincent Brémond & Emmanuel Hache & Tovonony Razafindrabe, 2016. "The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 13(1), pages 97-131, June.
    12. Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020. "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, vol. 36(3), pages 933-948.
    13. Muhammad Arshad Haral & Mudassar Yasin, 2019. "Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss," Journal of Economic Impact, Science Impact Publishers, vol. 1(3), pages 87-91.
    14. Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers 201925, University of Pretoria, Department of Economics.
    15. Thi Hong Van Hoang, Syed Jawad Hussain Shahzad, Robert L. Czudaj, and Javed Ahmad Bhat, 2019. "How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S," The Energy Journal, International Association for Energy Economics, vol. 0(The New E).
    16. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
    17. Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020. "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, vol. 91(C).
    18. Duc Huynh, Toan Luu & Burggraf, Tobias & Nasir, Muhammad Ali, 2020. "Financialisation of natural resources & instability caused by risk transfer in commodity markets," Resources Policy, Elsevier, vol. 66(C).
    19. Jozef Baruník & Evžen Kocenda, 2019. "Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets," CESifo Working Paper Series 7756, CESifo.
    20. Sung Je Byun, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.
    21. Kallis, Giorgos & Sager, Jalel, 2017. "Oil and the economy: A systematic review of the literature for ecological economists," Ecological Economics, Elsevier, vol. 131(C), pages 561-571.
    22. Alessandro Cologni & Elisa Scarpa & Francesco Giuseppe Sitzia, 2015. "Big Fish: Oil Markets and Speculation," Working Papers 2015.52, Fondazione Eni Enrico Mattei.
    23. Aysegul Ates, 2016. "Trading Activity and Prices in Energy Futures Market," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(2), pages 1-11.
    24. Nicole M. Aulerich & Scott H. Irwin & Philip Garcia, 2014. "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files," NBER Chapters, in: The Economics of Food Price Volatility, pages 211-253, National Bureau of Economic Research, Inc.
    25. Baumeister, Christiane & Ellwanger, Reinhard & Kilian, Lutz, 2016. "Did the renewable fuel standard shift market expectations of the price of ethanol?," CFS Working Paper Series 563, Center for Financial Studies (CFS).
    26. Michał Rubaszek, 2019. "Forecasting crude oil prices with DSGE models," GRU Working Paper Series GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    27. Klaudia Pyteľová, 2012. "Špecifiká postavenia štátu ako subjektu medzinárodného práva," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 10(4), pages 109-118.
    28. Reinhard Ellwanger & Stephen Snudden, 2023. "Futures Prices are Useful Predictors of the Spot Price of Crude Oil," The Energy Journal, , vol. 44(4), pages 65-82, July.
    29. Alfred Haug & Syed Basher & Perry Sadorsky, 2016. "The impact of oil price shocks on exchange rates: A non-linear smooth-transition approach," EcoMod2016 9226, EcoMod.
    30. Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
    31. Ekaterini Panopoulou & Theologos Pantelidis, 2014. "Speculative behaviour and oil price predictability," Discussion Paper Series 2014_09, Department of Economics, University of Macedonia, revised Dec 2014.
    32. David S. Jacks & Martin Stuermer, 2016. "What drives commodity price booms and busts?," Working Papers 1614, Federal Reserve Bank of Dallas.
    33. Sylvain Leduc & Kevin Moran & Robert J. Vigfusson, 2020. "Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications," Working Paper Series 2020-33, Federal Reserve Bank of San Francisco.
    34. Abid, Ilyes & Goutte, Stéphane & Guesmi, Khaled & Jamali, Ibrahim, 2019. "Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets," Energy Policy, Elsevier, vol. 134(C).
    35. Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Working Papers 201841, University of Pretoria, Department of Economics.
    36. Wang, Yudong & Liu, Li & Diao, Xundi & Wu, Chongfeng, 2015. "Forecasting the real prices of crude oil under economic and statistical constraints," Energy Economics, Elsevier, vol. 51(C), pages 599-608.
    37. Jamal Bouoiyour & Refk Selmi, 2015. "Exchange volatility and export performance in Egypt: New insights from wavelet decomposition and optimal GARCH model," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 24(2), pages 201-227, March.
    38. Gnutzmann, Hinnerk & Spiewanowski, Piotr, 2016. "Did the Fertilizer Cartel Cause the Food Crisis?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145777, Verein für Socialpolitik / German Economic Association.
    39. Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
    40. Camille Aït-Youcef, 2019. "How index investment impacts commodities : A story about the financialization of agricultural commodities," Post-Print hal-03484371, HAL.
    41. Dedi, Valentina & Mandilaras, Alex, 2022. "Trader positions and the price of oil in the futures market," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 448-460.
    42. Tovonony Razafindrabe & Valérie Mignon & Marc Joëts, 2016. "Does the volatility of commodity prices reflects macroeconomic uncertainty?," Post-Print hal-01667080, HAL.
    43. Krzysztof Drachal, 2018. "Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework," Energies, MDPI, vol. 11(5), pages 1-24, May.
    44. Karl Pinno and Apostolos Serletis, 2013. "Oil Price Uncertainty and Industrial Production," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    45. John Hua & Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2020. "Speculative Pressure," Post-Print hal-02500777, HAL.
    46. Moses M. Kupabado & Juergen Kaehler, 2021. "Financialization, common stochastic trends, and commodity prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 1988-2008, December.
    47. Joëts, Marc, 2015. "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," European Journal of Operational Research, Elsevier, vol. 247(1), pages 204-215.
    48. Joseph W. Gruber & Robert J. Vigfusson, 2012. "Interest rates and the volatility and correlation of commodity prices," International Finance Discussion Papers 1065, Board of Governors of the Federal Reserve System (U.S.).
    49. Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021. "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers No 06/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    50. Diaz-Rainey, Ivan & Roberts, Helen & Lont, David H., 2017. "Crude inventory accounting and speculation in the physical oil market," Energy Economics, Elsevier, vol. 66(C), pages 508-522.
    51. Degiannakis, Stavros & Filis, George & Arora, Vipin, 2018. "Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence," MPRA Paper 96270, University Library of Munich, Germany.
    52. Go, You-How & Lau, Wee-Yeap, 2017. "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, vol. 53(C), pages 135-146.
    53. Baumeister, Christiane & Kilian, Lutz, 2013. "Do oil price increases cause higher food prices?," CFS Working Paper Series 2013/10, Center for Financial Studies (CFS).
    54. Katarína Cséfalvayová, 2012. "Právna úprava zdieľania medzinárodných vodných tokov: kritické zhodnotenie," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 10(4), pages 182-191.
    55. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2020. "Dynamic frequency connectedness between oil and natural gas volatilities," Economic Modelling, Elsevier, vol. 84(C), pages 181-189.
    56. Walid Mensi & Salem Adel Ziadat & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2233-2262, October.
    57. Pies, Ingo, 2015. "Kommentar zur Spekulation mit Agrarrohstoffen: Eine Replik auf Christian Conrad," Discussion Papers 2015-11, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
    58. Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020. "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, vol. 68(C).
    59. Ames, Matthew & Bagnarosa, Guillaume & Matsui, Tomoko & Peters, Gareth W. & Shevchenko, Pavel V., 2020. "Which risk factors drive oil futures price curves?," Energy Economics, Elsevier, vol. 87(C).
    60. Okoroafor, Ugochi Chibuzor & Leirvik, Thomas, 2022. "Time varying market efficiency in the Brent and WTI crude market," Finance Research Letters, Elsevier, vol. 45(C).
    61. Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 206-226.
    62. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joelle, 2021. "The risk premia of energy futures," Energy Economics, Elsevier, vol. 102(C).
    63. Cheng, Xian & Wu, Peng & Liao, Stephen Shaoyi & Wang, Xuelian, 2023. "An integrated model for crude oil forecasting: Causality assessment and technical efficiency," Energy Economics, Elsevier, vol. 117(C).
    64. Branger, Nicole & Grüning, Patrick & Schlag, Christian, 2016. "Commodities, financialization, and heterogeneous agents," SAFE Working Paper Series 131, Leibniz Institute for Financial Research SAFE.
    65. Marc Gronwald & Jana Lippelt, 2014. "Kurz zum Klima: Fundamentales zu Spekulation," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 67(21), pages 58-59, November.
    66. Karol Szafranek, 2015. "Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH," NBP Working Papers 213, Narodowy Bank Polski.
    67. Monika Mrlinová, 2012. "Vývoj multilaterálních dohod ve světovém obchodě v kontextu historie až po současnost," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 10(4), pages 53-72.
    68. Wang, Lijun & An, Haizhong & Liu, Xiaojia & Huang, Xuan, 2016. "Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach," Applied Energy, Elsevier, vol. 162(C), pages 1608-1618.
    69. Stephanie-Carolin Grosche, 2014. "What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 65(2), pages 279-302, June.
    70. Gonzalo Cortazar & Philip Liedtke & Hector Ortega & Eduardo S. Schwartzd, 2022. "Time-Varying Term Structure of Oil Risk Premia," The Energy Journal, , vol. 43(5), pages 71-92, September.
    71. Mohammad Isleimeyyeh, 2020. "The role of financial investors in determining the commodity futures risk premium," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(9), pages 1375-1397, September.
    72. van Huellen, Sophie, 2019. "Price discovery in commodity futures and cash markets with heterogeneous agents," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 1-13.
    73. Baumeister, Christiane & Kilian, Lutz, 2015. "Forty years of oil price fluctuations: Why the price of oil may still surprise us," CFS Working Paper Series 525, Center for Financial Studies (CFS).
    74. Semeyutin, Artur & Gozgor, Giray & Lau, Chi Keung Marco & Xu, Bing, 2021. "Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets," Energy Economics, Elsevier, vol. 104(C).
    75. Bahattin Buyuksahin, Thomas K. Lee, James T. Moser, and Michel A. Robe, 2013. "Physical Markets, Paper Markets and the WTI-Brent Spread," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    76. Zunxin Zheng & Gaiyan Zhang & Yingzhao Ni, 2024. "Financial regulatory arbitrage and the financialization of commodities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 826-853, May.
    77. Cifarelli, Giulio & Paesani, Paolo, 2018. "Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing," MPRA Paper 90470, University Library of Munich, Germany.
    78. Robert Baumann & Bryan Engelhardt & David L. Fuller, 2016. "Monopoly Power with a Short Selling Constraint," Working Papers 1603, College of the Holy Cross, Department of Economics.
    79. Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2015. "Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?," Post-Print hal-01411817, HAL.
    80. Bouoiyour, Jamal & Selmi, Refk, 2014. "Exchange Uncertainty and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model," MPRA Paper 59568, University Library of Munich, Germany, revised 2014.
    81. Rousse, O. & Sévi, B., 2016. "Informed trading in oil-futures market," Working Papers 2016-07, Grenoble Applied Economics Laboratory (GAEL).
    82. Pies, Ingo, 2012. "Die zivilgesellschaftliche Kampagne gegen Finanzspekulationen mit Agrarrohstoffen: Eine wirtschaftsethische Stellungnahme," Discussion Papers 2012-23, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
    83. Ahmed, Osama, 2021. "Do future markets protect the spot markets in developing countries? The case of the Egyptian wheat market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(5), pages 65-83.
    84. Tumen, Semih & Unalmis, Deren & Unalmis, Ibrahim & Unsal, D. Filiz, 2016. "Taxing fossil fuels under speculative storage," Energy Economics, Elsevier, vol. 53(C), pages 64-75.
    85. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
    86. Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
    87. Doga Bilgin & Reinhard Ellwanger, 2019. "The Simple Economics of Global Fuel Consumption," Staff Working Papers 19-35, Bank of Canada.
    88. Ganepola, Chanaka N. & Shubita, Moade & Lee, Lillian, 2023. "The electric shock: Causes and consequences of electricity prices in the United Kingdom," Energy Economics, Elsevier, vol. 126(C).
    89. Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur, 2018. "Is food financialized? Yes, but only when liquidity is abundant," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 82-96.
    90. Chincarini, Ludwig, 2020. "Tracking spot oil: The elusive quest," Journal of Commodity Markets, Elsevier, vol. 17(C).
    91. 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.
    92. Ing-Haw Cheng & Wei Xiong, 2014. "Financialization of Commodity Markets," Annual Review of Financial Economics, Annual Reviews, vol. 6(1), pages 419-441, December.
    93. Daniele Valenti & Matteo Manera & Alessandro Sbuelz, 2018. "Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?," Working Papers 2018.03, Fondazione Eni Enrico Mattei.
    94. Lutz Kilian & Xiaoqing Zhou, 2019. "Oil Prices, Exchange Rates and Interest Rates," Working Papers 1914, Federal Reserve Bank of Dallas.
    95. Delphine Lautier & Julien Ling & Franck Raynaud, 2015. "Integration of commodity derivative markets: Has it gone too far?," Post-Print hal-01653757, HAL.
    96. Figuerola-Ferretti, Isabel & McCrorie, J. Roderick & Paraskevopoulos, Ioannis, 2020. "Mild explosivity in recent crude oil prices," Energy Economics, Elsevier, vol. 87(C).
    97. Christopher R. Knittel & Robert S. Pindyck, 2013. "The Simple Economics of Commodity Price Speculation," NBER Working Papers 18951, National Bureau of Economic Research, Inc.
    98. Zaremba, Adam, 2015. "Inflation, Business Cycles, and Commodity Investing in Financialized Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 6(1), pages 1-18, January.
    99. Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016. "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, vol. 56(C), pages 239-246.
    100. Liu, Li & Wang, Yudong & Wu, Chongfeng & Wu, Wenfeng, 2016. "Disentangling the determinants of real oil prices," Energy Economics, Elsevier, vol. 56(C), pages 363-373.
    101. Irwin, Scott H., 2012. "Does the Masters Hypothesis Explain Recent Food Price Spikes?," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126877, International Association of Agricultural Economists.
    102. Wen, Xiaoqian & Xie, Yuxin & Pantelous, Athanasios A., 2022. "Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation," Energy Economics, Elsevier, vol. 108(C).
    103. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017. "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 1-26.
    104. Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers 2012.28, Fondazione Eni Enrico Mattei.
    105. Xuluo Yin & Jiangang Peng & Tian Tang, 2018. "Improving the Forecasting Accuracy of Crude Oil Prices," Sustainability, MDPI, vol. 10(2), pages 1-9, February.
    106. Georges Prat & Remzi Uctum, 2021. "Modeling ex-ante risk premia in the oil market," Post-Print hal-03318785, HAL.
    107. Baruník, Jozef & Malinská, Barbora, 2016. "Forecasting the term structure of crude oil futures prices with neural networks," Applied Energy, Elsevier, vol. 164(C), pages 366-379.
    108. Ahmed H. Elsayed & Gareth Downing & Chi Keung Marco Lau & Xin Sheng, 2024. "Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1804-1819, April.
    109. Sanders, Dwight R. & Irwin, Scott H., 2014. "Energy futures prices and commodity index investment: New evidence from firm-level position data," Energy Economics, Elsevier, vol. 46(S1), pages 57-68.
    110. Felix Kapfhammer, 2023. "The Economic Consequences of Effective Carbon Taxes," Working Papers No 01/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    111. Christina Anderl & Guglielmo Maria Caporale, 2024. "Expectations and Speculation in the Natural Gas Markets," CESifo Working Paper Series 11341, CESifo.
    112. Aleksander Olstad & George Filis & Stavros Degiannakis, 2021. "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2351-2374, April.
    113. Deepa Dhume Datta & Benjamin K. Johannsen & Hannah Kwon & Robert J. Vigfusson, 2018. "Oil, Equities, and the Zero Lower Bound," Finance and Economics Discussion Series 2018-058, Board of Governors of the Federal Reserve System (U.S.).
    114. Xiao, Qin & Yan, Meilan & Zhang, Dalu, 2023. "Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach," International Review of Financial Analysis, Elsevier, vol. 89(C).
    115. Giulio Cifarelli & Paolo Paesani, 2021. "Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing," The Energy Journal, , vol. 42(5), pages 101-122, September.
    116. Wang, Yudong & Liu, Li & Wu, Chongfeng, 2017. "Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models," Energy Economics, Elsevier, vol. 66(C), pages 337-348.
    117. Drachal, Krzysztof, 2016. "Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?," Energy Economics, Elsevier, vol. 60(C), pages 35-46.
    118. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil prices," MPRA Paper 77531, University Library of Munich, Germany.
    119. Marcel Prokopczuk & Chardin Wese Simen & Robert Wichmann, 2021. "The dynamics of commodity return comovements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1597-1617, October.
    120. Celso Brunetti, Bahattin Buyuksahin, and Jeffrey H. Harris, 2013. "Herding and Speculation in the Crude Oil Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    121. Celso Brunetti & Jeffrey H. Harris & Bahattin Büyükşahin, 2024. "Crude Oil Price Movements and Institutional Traders," Commodities, MDPI, vol. 3(1), pages 1-23, February.
    122. Krüger, Jens & Ruths Sion, Sebastian, 2019. "Improving oil price forecasts by sparse VAR methods," Darmstadt Discussion Papers in Economics 237, Darmstadt University of Technology, Department of Law and Economics.
    123. Luca Taschini & Matteo Bonato, 2016. "Comovement and the Financialization of Commodities," Working Papers 64, Economic Research Southern Africa.
    124. Jean-François Carpantier, 2021. "Commodity Prices in Empirical Research," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 199-227, Springer.
    125. Hamilton, James D. & Wu, Jing Cynthia, 2014. "Risk premia in crude oil futures prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 9-37.
    126. Martínez-Cañete, Ana R. & Márquez-de-la-Cruz, Elena & Pérez-Soba, Inés, 2022. "Non-linear cointegration between oil and stock prices: The role of interest rates," Research in International Business and Finance, Elsevier, vol. 59(C).
    127. Kilian, Lutz & Lee, Thomas K., 2014. "Quantifying the speculative component in the real price of oil: The role of global oil inventories," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 71-87.
    128. Filippo Natoli, 2018. "Analyzing the structural transformation of commodity markets: financialization revisited," Questioni di Economia e Finanza (Occasional Papers) 419, Bank of Italy, Economic Research and International Relations Area.
    129. Lucia Kužmová, 2012. "Inštitucionálne modely hospodárskej diplomacie - príklad Nemecka, Rakúska, Švajčiarska a Slovenska," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 10(4), pages 153-169.
    130. Holtemöller Oliver, 2013. "Explosive Preisentwicklung und spekulative Blasen auf Rohstoffmärkten / Explosive behavior and speculative bubbles on commodity markets," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 64(1), pages 405-420, January.
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    262. Jana Drutarovská, 2012. "Vplyv špekulácií na vývoj cien ropy," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 10(4), pages 192-201.
    263. Gogolin, Fabian & Kearney, Fearghal, 2016. "Does speculation impact what factors determine oil futures prices?," Economics Letters, Elsevier, vol. 144(C), pages 119-122.
    264. Berk, Istemi & Rauch, Jannes, 2016. "Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?," Energy Economics, Elsevier, vol. 54(C), pages 337-348.
    265. Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel, 2020. "Oil prices, stock market returns and volatility spillovers: Evidence from Turkey," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 597-614.
    266. Marek Kwas & Michał Rubaszek, 2021. "Forecasting Commodity Prices: Looking for a Benchmark," Forecasting, MDPI, vol. 3(2), pages 1-13, June.
    267. Boyd, Naomi E. & Harris, Jeffrey H. & Li, Bingxin, 2018. "An update on speculation and financialization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 91-104.
    268. Robert Socha & Piotr Wdowiński, 2018. "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(3), pages 263-304, September.
    269. Bernhard Troester, 2012. "The determinants of the recent food price surges – A basic supply and demand model," Competence Centre on Money, Trade, Finance and Development 1206, Hochschule fuer Technik und Wirtschaft, Berlin.
    270. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2014. "Are there really bubbles in oil prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 631-638.
    271. Tenreyro, Silvana & Drechsel, Thomas & McLeay, Michael, 2019. "Monetary policy for commodity booms and busts," CEPR Discussion Papers 14030, C.E.P.R. Discussion Papers.
    272. Gronwald, Marc, 2016. "Explosive oil prices," Energy Economics, Elsevier, vol. 60(C), pages 1-5.
    273. Michael Sockin & Wei Xiong, 2013. "Informational Frictions and Commodity Markets," NBER Working Papers 18906, National Bureau of Economic Research, Inc.
    274. Fishe, Raymond P.H. & Smith, Aaron, 2019. "Do speculators drive commodity prices away from supply and demand fundamentals?," Journal of Commodity Markets, Elsevier, vol. 15(C), pages 1-1.
    275. Ľubomír Čech, 2012. "Faktory rozvoja a radikalizácie islamu v regióne Strednej Ázie," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 10(4), pages 73-85.
    276. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    277. Kliber, Agata & Będowska-Sójka, Barbara, 2024. "Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy," Energy Economics, Elsevier, vol. 138(C).
    278. Nikolaos Sariannidis & Georgios Galyfianakis & Evagelos Drimbetas, 2015. "The Effect of Financial and Macroeconomic Factors on the Oil Market," International Journal of Energy Economics and Policy, Econjournals, vol. 5(4), pages 1084-1091.
    279. Miljkovic, Dragan & Goetz, Cole, 2020. "The effects of futures markets on oil spot price volatility in regional US markets," Applied Energy, Elsevier, vol. 273(C).
    280. Kliber, Agata & Łęt, Blanka, 2022. "Degree of connectedness and the transfer of news across the oil market and the European stocks," Energy, Elsevier, vol. 239(PC).
    281. Turgut Yokuş, 2024. "Early Warning Systems for World Energy Crises," Sustainability, MDPI, vol. 16(6), pages 1-18, March.
    282. Katarína Brocková, 2012. "Nová európska investičná politika a jej dopad na osud bilaterálnych investičných dohôd členských štátov EÚ (2. časť)," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, vol. 10(4), pages 27-35.
    283. Marco Haase & Yvonne Seiler Zimmermann & Heinz Zimmermann, 2019. "Permanent and transitory price shocks in commodity futures markets and their relation to speculation," Empirical Economics, Springer, vol. 56(4), pages 1359-1382, April.
    284. Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah, 2015. "Testing for asymmetric causality between U.S. equity returns and commodity futures returns," Finance Research Letters, Elsevier, vol. 12(C), pages 38-47.
    285. Idilbi-Bayaa, Yasmeen & Qadan, Mahmoud, 2022. "What the current yield curve says, and what the future prices of energy do," Resources Policy, Elsevier, vol. 75(C).
    286. Cologni, Alessandro & Scarpa, Elisa & Sitzia, Francesco Giuseppe, 2015. "Big Fish: Oil Markets and Speculation," Energy: Resources and Markets 206220, Fondazione Eni Enrico Mattei (FEEM).
    287. Adjemian, Michael K. & Garcia, Philip & Irwin, Scott & Smith, Aaron, 2013. "Non-Convergence in Domestic Commodity Futures Markets: Causes, Consequences, and Remedies," Economic Information Bulletin 155381, United States Department of Agriculture, Economic Research Service.

  2. Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 8698, Banco de la Republica.

    Cited by:

    1. Javier G. Gómez-Pineda & Andrés Murcia & Wilmar Alexander Cabrera-Rodríguez & Hernando Vargas-Herrera & Leonardo Villar-Gómez, 2023. "The monetary and macroprudential policy framework in Colombia in the last 30 years: the lessons learnt and the challenges for the future," Borradores de Economia 1238, Banco de la Republica de Colombia.
    2. Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia 5480, Banco de la Republica.
    3. Jorge Basal & Patricia Carballo & Fernanda Cuitiño & Serafín Frache & José Mourelle & Helena Rodríguez & Verónica Rodríguez & Leonardo Vicente, 2016. "Un modelo estocástico de equilibrio general para la economía uruguaya," Documentos de trabajo 2016002, Banco Central del Uruguay.
    4. Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 48-78, December.
    5. Rodriguez, Diego & Gonzalez, Andres & Fernandez, Andres, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IDB Publications (Working Papers) 7382, Inter-American Development Bank.
    6. Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," Revista Ecos de Economía, Universidad EAFIT, December.
    7. Juan David Prada Sarmiento, 2008. "Financial Intermediation and Monetary Policy in a Small Open Economy," Borradores de Economia 5010, Banco de la Republica.
    8. Franz Hamann & Jesús Bejarano & Diego Rodríguez, 2015. "Monetary policy implications for an oil-exporting economy of lower long-run international oil prices," Borradores de Economia 871, Banco de la Republica de Colombia.
    9. González-Gómez, Andrés & Guarín-López, Alexander & Rodríguez, Diego & Vargas-Herrera, Hernando, 2020. "4GM: A New Model for the Monetary Policy Analysis in Colombia," Working papers 31, Red Investigadores de Economía.
    10. Hernando Vargas-Herrera, 2016. "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," Borradores de Economia 14264, Banco de la Republica.
    11. Pietro Bonaldi & Andrés González & Juan David Prada & Diego A. Rodríguez, 2009. "Método numérico para la calibración de un modelo DSGE," Borradores de Economia 5265, Banco de la Republica.
    12. Ana María Tribín-Uribe, Achyuta Adhvaryu, Cesar Anzola-Bravo & Oscar Ávila-Montealegre, Leonardo Bonilla-Mejía, Juan Carlos Castro-Fernández & Luz A. Flórez, Ánderson Grajales-Olarte, Alexander Guarín, 2020. "Migración desde Venezuela en Colombia: caracterización del fenómeno y análisis de los efectos macroeconómicos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 97, pages 1-74, October.
    13. Oscar Valencia & Daniel Osorio & Pablo Garay, 2017. "The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(84), pages 203-221, December.
    14. Juan Guerra-Salas & Markus Kirchner & Rodrigo Tranamil, 2020. "Online Appendix to "Search Frictions and the Business Cycle in a Small Open Economy DSGE Model"," Online Appendices 18-407, Review of Economic Dynamics.
    15. Juan C. Méndez-Vizcaíno & Alexander Guarin & César Anzola-Bravo & Anderson Grajales-Olarte, 2021. "Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia," Borradores de Economia 1178, Banco de la Republica de Colombia.
    16. Johana Maritsa Hernández Henao, 2013. "Demanda externa, términos de intercambio y el papel de la política monetaria durante la crisis de 2008," Documentos de Investigación - Research Papers 7, CEMLA.
    17. Jose U. Mora & Celso J. Costa Junior, 2019. "FDI Asymmetries in Emerging Economies: The Case of Colombia," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(8), pages 1-35, August.
    18. Eduardo Haddad & Weslem Faria & Luis Armando Galvis-Aponte & Lucas Wilfried Hahn-De-Castro, 2016. "Matriz insumo-producto interregional para Colombia, 2012," Documentos de Trabajo Sobre Economía Regional y Urbana 15140, Banco de la República, Economía Regional.
    19. Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016. "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 191-205, December.
    20. Antoine GODIN & Devrim YILMAZ & Jhan ANDRADE & Santiago BARBOSA & Diego GUEVARA & Gustavo HERNANDEZ & Leonardo ROJAS, 2023. "Can Colombia cope with a Global Low Carbon transition?," Working Paper 433ec0f8-625e-434c-bf44-3, Agence française de développement.
    21. Gómez, Marcos & Medina, Juan Pablo & Valenzuela, Gonzalo, 2019. "Unveiling the objectives of central banks: Tales of four Latin American countries," Economic Modelling, Elsevier, vol. 76(C), pages 81-100.
    22. Lavan Mahadeva & Juan Carlos Parra Alvarez, 2008. "Testing a DSGE model and its partner database," Borradores de Economia 479, Banco de la Republica de Colombia.
    23. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01222798, HAL.
    24. Aguirre, John & Arrieta, Johar & Castillo, Luis E. & Florián, David & Ledesma, Alan & Martinez, Jefferson & Morales, Valeria & Vélez, Amilcar, 2023. "Modelo de Proyección Trimestral: Una Actualización Hasta 2019," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 42, pages 9-58.
    25. Jesús Bejarano & Franz Hamann & Paulina Restrepo-Echavarria & Diego Rodríguez, 2016. "Monetary Policy in an Oil-Exporting Economy," Review, Federal Reserve Bank of St. Louis, vol. 98(3), pages 239-261.
    26. Eliana R. González-Molano & Ramón Hernández-Ortega & Edgar Caicedo-García & Nicolás Martínez-Cortés & Jose Vicente Romero & Anderson Grajales-Olarte, 2020. "Nueva Clasificación del BANREP de la Canasta del IPC y revisión de las medidas de Inflación Básica en Colombia," Borradores de Economia 1122, Banco de la Republica de Colombia.
    27. Leonardo Barreto, 2018. "Nonconventional monetary policy in a regime-switching model with endogenous financial crises," Documentos CEDE 16382, Universidad de los Andes, Facultad de Economía, CEDE.
    28. Markus Kirchner & Rodrigo Tranamil, 2016. "Calvo Wages Vs. Search Frictions: a Horse Race in a DSGE Model of a Small Open Economy," Working Papers Central Bank of Chile 778, Central Bank of Chile.
    29. Martha López, 2016. "Fiscal Multipliers, Oil Revenues and Balance Sheet Effects," Borradores de Economia 976, Banco de la Republica de Colombia.
    30. Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    31. Francesco Sergi, 2020. "The Standard Narrative about DSGE Models in Central Banks’ Technical Reports," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 27(2), pages 163-193, March.

  3. Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna, 2011. "Mapping systemic risk in the international banking network," Bank of England working papers 413, Bank of England.

    Cited by:

    1. P. Giudici & A. Spelta, 2016. "Graphical Network Models for International Financial Flows," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(1), pages 128-138, January.
    2. Araújo, Tanya & Spelta, Alessandro, 2014. "Structural changes in cross-border liabilities: A multidimensional approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 277-287.
    3. Morten L. Bech & Carl T. Bergstrom & Rod Garratt & Martin Rosvall, 2011. "Mapping change in the federal funds market," Staff Reports 507, Federal Reserve Bank of New York.
    4. Galina Hale & Christopher Candelaria & Julian Caballero & Sergey Borisov, 2013. "Bank Linkages and International Trade," Research Department Publications IDB-WP-445, Inter-American Development Bank, Research Department.
    5. Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
    6. Leonardo Ermann & Dima Shepelyansky, 2015. "Google matrix analysis of the multiproduct world trade network," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 88(4), pages 1-19, April.
    7. David Liebeg & Michaela Posch, 2011. "Macroprudential Regulation and Supervision: From the Identification of Systemic Risks to Policy Measures," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 21, pages 62-78.
    8. Mehmet Ziya Gorpe & Giovanni Covi & Christoffer Kok, 2019. "CoMap: Mapping Contagion in the Euro Area Banking Sector," IMF Working Papers 2019/102, International Monetary Fund.
    9. Martínez-Jaramillo Serafín & Alexandrova-Kabadjova Biliana & Bravo-Benítez Bernardo & Solórzano-Margain Juan Pablo, 2012. "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers 2012-07, Banco de México.
    10. Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 242-265.
    11. Ivan Alves & Stijn Ferrari & Pietro Franchini & Jean-Cyprien Heam & Pavol Jurca & Sam Langfield & Sebastiano Laviola & Franka Liedorp & Antonio Sánchez & Santiago Tavolaro & Guillaume Vuillemey, 2013. "The structure and resilience of the European interbank market," ESRB Occasional Paper Series 03, European Systemic Risk Board.
    12. Alessandro Spelta & Tanya Ara'ujo, 2011. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Papers 1112.5711, arXiv.org.
    13. Alessandro Spelta & Tanya Araújo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Quaderni di Dipartimento 181, University of Pavia, Department of Economics and Quantitative Methods.
    14. Galina Hale, 2011. "Bank relationships, business cycles, and financial crisis," Working Paper Series 2011-14, Federal Reserve Bank of San Francisco.
    15. Sam Langfield & Kimmo Soramäki, 2016. "Interbank Exposure Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 3-17, January.
    16. Vivek Kandiah & Hubert Escaith & Dima Shepelyansky, 2015. "Google matrix of the world network of economic activities," Post-Print hal-01146350, HAL.
    17. Trapp, Monika & Wewel, Claudio, 2013. "Transatlantic systemic risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4241-4255.
    18. Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2018. "Systemic risk assessment through high order clustering coefficient," Papers 1810.13250, arXiv.org, revised Jul 2020.
    19. Peterson K. Ozili, 2017. "Earnings management in interconnected networks: a perspective," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 33(2), pages 150-163, November.
    20. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia 800, Banco de la Republica de Colombia.
    21. Tomas Adam & Sona Benecka & Ivo Jansky, 2012. "Time-Varying Betas of Banking Sectors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 485-504, December.
    22. Spiros Bougheas & Alan Kirman, 2014. "Complex Financial Networks and Systemic Risk: A Review," Discussion Papers 2014/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    23. Bech, Morten L. & Bergstrom, Carl T. & Rosvall, Martin & Garratt, Rodney J., 2015. "Mapping change in the overnight money market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 44-51.
    24. Alessandro Spelta & Tanya Araújo, 2012. "The topology of cross-border exposures: beyond the minimal spanning tree approach," Quaderni di Dipartimento 180, University of Pavia, Department of Economics and Quantitative Methods.
    25. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
    26. Fang, Lei & Cheng, Jiang & Su, Fang, 2019. "Interconnectedness and systemic risk: A comparative study based on systemically important regions," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 147-158.
    27. Paolo Giudici & Peter Sarlin & Alessandro Spelta, 2016. "The multivariate nature of systemic risk: direct and common exposures," DEM Working Papers Series 118, University of Pavia, Department of Economics and Management.
    28. Grzegorz Hałaj & Christoffer Kok, 2013. "Assessing interbank contagion using simulated networks," Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
    29. Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    30. Trapp, Monika & Wewel, Claudio, 2012. "Transatlantic systemic risk," CFR Working Papers 12-10, University of Cologne, Centre for Financial Research (CFR).
    31. Giudici, Paolo & Huang, Bihong & Spelta, Alessandro, 2018. "Trade Networks and Economic Fluctuations in Asia," ADBI Working Papers 832, Asian Development Bank Institute.
    32. Harrison, Michael & Nakajima, Jouchi & Shabani, Mimoza, 2022. "An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion," Discussion paper series HIAS-E-120, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    33. Trapp, Monika & Wewel, Claudio, 2013. "Transatlantic systemic risk," CFR Working Papers 12-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
    34. Lasse Loepfe & Antonio Cabrales & Angel Sánchez, 2013. "Towards a Proper Assignment of Systemic Risk: The Combined Roles of Network Topology and Shock Characteristics," PLOS ONE, Public Library of Science, vol. 8(10), pages 1-1, October.
    35. Xu, Ying & Corbett, Jenny, 2020. "What a network measure can tell us about financial interconnectedness and output volatility," Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
    36. Anand, Kartik & van Lelyveld, Iman & Banai, Ádám & Friedrich, Soeren & Garratt, Rodney & Hałaj, Grzegorz & Fique, Jose & Hansen, Ib & Martínez Jaramillo, Serafín & Lee, Hwayun & Molina-Borboa, José Lu, 2017. "The missing links: A global study on uncovering financial network structures from partial data," ESRB Working Paper Series 51, European Systemic Risk Board.
    37. Hamdaoui, Mekki & Maktouf, Samir, 2020. "Financial reforms and banking system vulnerability: The role of regulatory frameworks," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 184-205.
    38. Nellie Liang, 2013. "Systemic Risk Monitoring and Financial Stability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s1), pages 129-135, August.
    39. Kok, Christoffer & Gross, Marco, 2013. "Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR," Working Paper Series 1570, European Central Bank.
    40. Galbiati, Marco & Soramäki, Kimmo, 2012. "Clearing networks," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 609-626.
    41. Leonardo Ermann & Dima L. Shepelyansky, 2015. "Google matrix analysis of the multiproduct world trade network," Papers 1501.03371, arXiv.org.
    42. Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, January.
    43. Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 453-470.
    44. Minoiu, Camelia & Reyes, Javier A., 2013. "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, vol. 9(2), pages 168-184.
    45. Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2021. "Systemic risk assessment through high order clustering coefficient," Annals of Operations Research, Springer, vol. 299(1), pages 1165-1187, April.
    46. Alesia Kalbaska, 2013. "From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)," Department of Economics University of Siena 680, Department of Economics, University of Siena.
    47. Alessandro Spelta & Tanya Ara'ujo, 2012. "Interlinkages and structural changes in cross-border liabilities: a network approach," Papers 1205.5675, arXiv.org.
    48. Giudici, Paolo & Huang, Bihong & Spelta, Alessandro, 2019. "Trade networks and economic fluctuations in Asian countries," Economic Systems, Elsevier, vol. 43(2), pages 1-1.

  4. Lavan Mahadeva & Javier Gómez Pineda, 2009. "The international cycle and Colombian monetary policy," Borradores de Economia 5406, Banco de la Republica.

    Cited by:

    1. Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 9884, Banco de la Republica.
    2. Martha Misas A & Juan José Echavarría S & Enrique López E, 2010. "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de var estructural," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-37, May.
    3. Johana Maritsa Hernández Henao, 2013. "Demanda externa, términos de intercambio y el papel de la política monetaria durante la crisis de 2008," Documentos de Investigación - Research Papers 7, CEMLA.
    4. Gonzalo Hernández, 2011. "Terms of Trade and Output Fluctuations in Colombia," UMASS Amherst Economics Working Papers 2011-04, University of Massachusetts Amherst, Department of Economics.
    5. López, Enrique & Montes, Enrique & Garavito-Acosta, Aarón Levi & Collazos-Gaitán, María Mercedes, 2013. "La economía petrolera en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 9, pages 337-406, Banco de la Republica de Colombia.

  5. Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009. "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia 5480, Banco de la Republica.

    Cited by:

    1. Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," Revista Ecos de Economía, Universidad EAFIT, December.
    2. Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 8698, Banco de la Republica.
    3. Luis E. Rojas, 2011. "Professional Forecasters: How to Understand and Exploit Them Through a DSGE Model," Borradores de Economia 8945, Banco de la Republica.

  6. Lavan Mahadeva & Juan Carlos parra, 2008. "Testing a DSGE model and its partner database," Borradores de Economia 4507, Banco de la Republica.

    Cited by:

    1. Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," Revista Ecos de Economía, Universidad EAFIT, December.
    2. Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.

  7. Lavan Mahadeva & Alex Muscatelli, 2005. "National Accounts Revisions and Output Gap Estimates in a Model of Monetary Policy with Data Uncertainty," Discussion Papers 14, Monetary Policy Committee Unit, Bank of England.

    Cited by:

    1. Isabell Koske & Nigel Pain, 2008. "The Usefulness of Output Gaps for Policy Analysis," OECD Economics Department Working Papers 621, OECD Publishing.
    2. Timmermann, Allan & Patton, Andrew, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
    3. Andrew J. Patton & Allan Timmermann, 2008. "The Resolution of Macroeconomic Uncertainty: Evidence from Survey Forecast," CREATES Research Papers 2008-54, Department of Economics and Business Economics, Aarhus University.

  8. Lavan Mahadeva & Katerina Smidkova, 2004. "Modelling transmission mechanism of monetary policy in the Czech Republic," Macroeconomics 0402032, University Library of Munich, Germany.

    Cited by:

    1. Golinelli, Roberto & Rovelli, Riccardo, 2005. "Monetary policy transmission, interest rate rules and inflation targeting in three transition countries," Journal of Banking & Finance, Elsevier, vol. 29(1), pages 183-201, January.
    2. Fabio M. Natalucci & Federico Ravenna, 2002. "The road to adopting the euro: monetary policy and exchange rate regimes in EU candidate countries," International Finance Discussion Papers 741, Board of Governors of the Federal Reserve System (U.S.).
    3. Lavan Mahadeva & Gabriel Sterne, 2002. "The role of short-run inflation targets and forecasts in disinflation," Bank of England working papers 167, Bank of England.
    4. Gabriel Sterne, 2002. "Inflation Targets in a Global Context," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 2, pages 023-078, Central Bank of Chile.
    5. Katerina Smidkova, 2003. "Methods Available to Monetary Policy Makers to Deal with Uncertainty," Macroeconomics 0310002, University Library of Munich, Germany.

  9. Lavan Mahadeva & Katerina Smidkova, 2003. "What is the Appropriate Rate of Disinflation to Be Targeted in the Czech Economy?," Macroeconomics 0303015, University Library of Munich, Germany.

    Cited by:

    1. Kateøina Šmídková & Aleš Bulíø, 2007. "Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 540-557, December.
    2. Viktor Kotlan & David Navratil, 2003. "Inflation Targeting as a Stabilisation Tool: Its Design and Performance in the Czech Republic," Macroeconomics 0310006, University Library of Munich, Germany.

  10. Lavan Mahadeva & Gabriel Sterne, 2002. "The role of short-run inflation targets and forecasts in disinflation," Bank of England working papers 167, Bank of England.

    Cited by:

    1. International Monetary Fund, 2006. "Japan: Selected Issues," IMF Staff Country Reports 2006/276, International Monetary Fund.
    2. Mr. Mark R. Stone, 2003. "Inflation Targeting Lite," IMF Working Papers 2003/012, International Monetary Fund.

  11. Mahadeva, Lavan & Gabriel Sterne, 2002. "Inflation Targets as a Stabilisation Device," Royal Economic Society Annual Conference 2002 134, Royal Economic Society.

    Cited by:

    1. Zeynel Abidin Ozdemir, 2010. "Dynamics Of Inflation, Output Growth And Their Uncertainty In The Uk: An Empirical Analysis," Manchester School, University of Manchester, vol. 78(6), pages 511-537, December.
    2. Lavan Mahadeva and Paul Robinson, 2004. "Unit Root Testing in a Central Bank," Handbooks, Centre for Central Banking Studies, Bank of England, number 22, April.
    3. Javier Gómez & José Darío Uribe & Hernando Vargas, 2002. "The Implementation Of Inflation Targeting In Colombia," Borradores de Economia 3603, Banco de la Republica.
    4. Georgios Chortareas & David Stasavage & Gabriel Sterne, 2001. "Does it pay to be transparent? International evidence from central bank forecasts," Bank of England working papers 143, Bank of England.
    5. Gabriel Sterne, 2002. "Inflation Targets in a Global Context," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Inflation Targeting: Desing, Performance, Challenges, edition 1, volume 5, chapter 2, pages 023-078, Central Bank of Chile.
    6. J. Benson Durham, 2001. "Sacrifice ratios and monetary policy credibility: do smaller budget deficits, inflation-indexed debt, and inflation targets lower disinflation costs?," Finance and Economics Discussion Series 2001-47, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Garratt, Rodney J. & Mahadeva, Lavan & Svirydzenka, Katsiaryna, 2014. "The great entanglement: The contagious capacity of the international banking network just before the 2008 crisis," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 367-385.

    Cited by:

    1. Paltalidis, Nikos & Gounopoulos, Dimitrios & Kizys, Renatas & Koutelidakis, Yiannis, 2015. "Transmission channels of systemic risk and contagion in the European financial network," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 36-52.
    2. Mr. Itai Agur, 2014. "Bank Risk Within and Across Equilibria," IMF Working Papers 2014/116, International Monetary Fund.
    3. Miyakoshi, Tatsuyoshi & Shimada, Junji, 2022. "Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    4. Muzi Chen & Yuhang Wang & Boyao Wu & Difang Huang, 2024. "Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy," Papers 2403.19439, arXiv.org.
    5. Iván Arribas & Jesús Peiró-Palomino & Emili Tortosa-Ausina, 2015. "Is full banking integration desirable?," Working Papers 2015/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    6. Han, I & Liang, Hsin-Yu & Chan, Kam C., 2016. "Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 185-199.
    7. Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
    8. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 678-696, January.
    9. Bing Chen & Li Li & Fei Peng & Ruhul Salim, 2020. "Risk contagion in the cross‐border banking network: Some new evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(3), pages 475-495, July.
    10. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.

  2. Mahadeva Lavan, 2014. "Why does natural resource abundance not always lead to better outcomes? Limited financial development versus political impatience," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 341-377, January.

    Cited by:

    1. Fatih Karanfil & Luc Désiré Omgba, 2023. "The energy transition and export diversification in oil-dependent countries: The role of structural factors," Post-Print hal-03987530, HAL.

  3. Bassam Fattouh & Lavan Mahadeva, 2014. "Causes and Implications of Shifts in Financial Participation in Commodity Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(8), pages 757-787, August.

    Cited by:

    1. Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019. "Implied volatility surface predictability: the case of commodity markets," Papers 1909.11009, arXiv.org.
    2. Jozef Baruník & Evžen Kocenda, 2019. "Total, Asymmetric and Frequency Connectedness Between Oil and Forex Markets," CESifo Working Paper Series 7756, CESifo.
    3. Li, Lei & Yin, Libo & Zhou, Yimin, 2016. "Exogenous shocks and the spillover effects between uncertainty and oil price," Energy Economics, Elsevier, vol. 54(C), pages 224-234.
    4. Massimo Guidolin & Manuela Pedio, 2018. "Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors," BAFFI CAREFIN Working Papers 1886, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    5. Uliha, Gábor, 2016. "Az olajár gyengülő makrogazdasági hatásai. Két versengő elmélet szintézise [Weakening macroeconomic effects of the oil price. A synthesis of two competing theories]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 787-818.
    6. D'Ecclesia, Rita L. & Magrini, Emiliano & Montalbano, Pierluigi & Triulzi, Umberto, 2014. "Understanding recent oil price dynamics: A novel empirical approach," Energy Economics, Elsevier, vol. 46(S1), pages 11-17.
    7. Itay Goldstein & Liyan Yang, 2022. "Commodity Financialization and Information Transmission," Journal of Finance, American Finance Association, vol. 77(5), pages 2613-2667, October.
    8. Libo Yin & Jing Nie & Liyan Han, 2020. "Intermediary asset pricing in commodity futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(11), pages 1711-1730, November.

  4. Bassam Fattouh, Lutz Kilian, and Lavan Mahadeva, 2013. "The Role of Speculation in Oil Markets: What Have We Learned So Far?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
    See citations under working paper version above.
  5. Bassam Fattouh & Lavan Mahadeva, 2013. "OPEC: What Difference Has It Made?," Annual Review of Resource Economics, Annual Reviews, vol. 5(1), pages 427-443, June.

    Cited by:

    1. Alonso-Alvarez, Irma & Di Nino, Virginia & Venditti, Fabrizio, 2022. "Strategic interactions and price dynamics in the global oil market," Energy Economics, Elsevier, vol. 107(C).
    2. Keller, Michael, 2022. "Oil revenues vs domestic taxation: Deeper insights into the crowding-out effect," Resources Policy, Elsevier, vol. 76(C).
    3. Kisswani, Khalid M. & Lahiani, Amine & Mefteh-Wali, Salma, 2022. "An analysis of OPEC oil production reaction to non-OPEC oil supply," Resources Policy, Elsevier, vol. 77(C).
    4. Golombek, Rolf & Irarrazabal, Alfonso A. & Ma, Lin, 2015. "OPEC’s market power: An Empirical Dominant Firm Model for the Oil Market," Memorandum 21/2015, Oslo University, Department of Economics.
    5. Salaheddine Soummane & Frédéric Ghersi & Julien Lefèvre, 2019. "Macroeconomic pathways of the Saudi economy: the challenge of global mitigation action versus the opportunity of national energy reforms," Post-Print hal-02924714, HAL.
    6. Sahel Al Rousan & Rashid Sbia & Bedri Kamil Onur Tas, 2018. "A dynamic network analysis of the world oil market: Analysis of OPEC and non-OPEC members," Post-Print hal-01908019, HAL.
    7. Salaheddine Soummane & F. Ghersi & Franck Lecocq, 2022. "Structural Transformation Options of the Saudi Economy Under Constraint of Depressed World Oil Prices," Post-Print hal-03319116, HAL.
    8. Almutairi, Hossa & Pierru, Axel & Smith, James L., 2024. "Managing the oil market under misinformation: A reasonable quest?," Journal of Commodity Markets, Elsevier, vol. 34(C).
    9. Celso Brunetti & Marc Joëts & Valérie Mignon, 2024. "Reasons Behind Words: OPEC Narratives and the Oil Market," Finance and Economics Discussion Series 2024-003, Board of Governors of the Federal Reserve System (U.S.).
    10. Thomas St rdal Gundersen & Even Soltvedt Hvinden, 2021. "OPEC's crude game: Strategic Competition and Regime-switching in Global Oil Markets," Working Papers No 01/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    11. Najm, Sarah, 2019. "The green paradox and budgetary institutions," Energy Policy, Elsevier, vol. 133(C).
    12. Kaushik Ranjan Bandyopadhyay, 2022. "Oil and Gas Markets and COVID-19: A Critical Rumination on Drivers, Triggers, and Volatility," Energies, MDPI, vol. 15(8), pages 1-21, April.
    13. Pål Boug & Ådne Cappelen, 2022. "Did OPEC change its behaviour after the November 2014 meeting?," Empirical Economics, Springer, vol. 62(5), pages 2285-2305, May.
    14. Yue Liu & Hao Dong & Pierre Failler, 2019. "The Oil Market Reactions to OPEC’s Announcements," Energies, MDPI, vol. 12(17), pages 1-15, August.
    15. Michael Keller, 2019. "Wasted windfalls: Inefficiencies in health care spending in oil rich countries," Working Paper Series 0819, Department of Economics, University of Sussex Business School.
    16. Ansari, Dawud, 2017. "OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics," Energy Policy, Elsevier, vol. 111(C), pages 166-178.
    17. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    18. Mr. Alberto Behar & Robert A Ritz, 2016. "An Analysis of OPEC’s Strategic Actions, US Shale Growth and the 2014 Oil Price Crash," IMF Working Papers 2016/131, International Monetary Fund.
    19. Durand-Lasserve, Olivier & Pierru, Axel, 2021. "Modeling world oil market questions: An economic perspective," Energy Policy, Elsevier, vol. 159(C).
    20. Behar, Alberto & Ritz, Robert A., 2017. "OPEC vs US shale: Analyzing the shift to a market-share strategy," Energy Economics, Elsevier, vol. 63(C), pages 185-198.
    21. Bassam Fattouh & Lavan Mahadeva, 2014. "Causes and Implications of Shifts in Financial Participation in Commodity Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(8), pages 757-787, August.
    22. Aina B. Aidarova & Gulzada Mukhamediyeva & Aizhan A. Yessentayeva & Guliya Utemissova & Karlygash Tastanbekova & Bagila Mustafayeva & Kundyz Myrzabekkyzy, 2024. "Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 14(6), pages 344-352, November.
    23. Loutia, Amine & Mellios, Constantin & Andriosopoulos, Kostas, 2016. "Do OPEC announcements influence oil prices?," Energy Policy, Elsevier, vol. 90(C), pages 262-272.

  6. Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 222-245, December.
    See citations under working paper version above.
  7. Charles Goodhart & Lavan Mahadeva & John Spicer, 2003. "Monetary policy's effects during the financial crises in Brazil and Korea," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(1), pages 55-79.

    Cited by:

    1. Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2012. "The impact of monetary policy decisions on stock returns: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 487-507.
    2. Vithessonthi, Chaiporn, 2014. "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 170-194.
    3. Yum K. Kwan & Jinyue Dong, 2014. "Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(03), pages 77-108, May.
    4. Jieun Lee & Doojin Ryu & Ali M. Kutan, 2016. "Monetary Policy Announcements, Communication, and Stock Market Liquidity," Australian Economic Papers, Wiley Blackwell, vol. 55(3), pages 227-250, September.

  8. Lavan Mahadeva & Kateřina Šmídková, 2001. "What is the optimal rate of disinflation to be targeted in the czech economy?," Prague Economic Papers, Prague University of Economics and Business, vol. 2001(2).

    Cited by:

    1. Kateøina Šmídková & Aleš Bulíø, 2007. "Striving to Be “Clearly Open” and “Crystal Clear”: Monetary Policy Communication of the CNB," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 540-557, December.

Books

  1. Lavan Mahadeva and Paul Robinson, 2004. "Unit Root Testing in a Central Bank," Handbooks, Centre for Central Banking Studies, Bank of England, number 22, April.

    Cited by:

    1. Levent, Korap, 2007. "Testing quantity theory of money for the Turkish economy," MPRA Paper 21704, University Library of Munich, Germany.
    2. Korap, Levent, 2008. "Determinants of reserve money demand: a multivariate co-integrating approach," MPRA Paper 25525, University Library of Munich, Germany.
    3. Levent Korap, 2009. "Parasal Buyume ve Tuketici Enflasyonu Degisim Orani Arasindaki Nedensellik Iliskisi Uzerine Bir Deneme: Turkiye Ornegi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 9(1), pages 56-74, May.
    4. Giorgia Palladini & Richard Portes, 2011. "Sovereign CDS and Bond Pricing Dynamics in the Euro-area," NBER Working Papers 17586, National Bureau of Economic Research, Inc.
    5. Korap, Levent & Aslan, Özgür, 2010. "Re-examination of the long-run purchasing power parity: further evidence from Turkey," MPRA Paper 26273, University Library of Munich, Germany.
    6. Amarasekara, Chandranath, 2005. "Interest Rate Pass-through in Sri Lanka," MPRA Paper 64865, University Library of Munich, Germany.
    7. Solarin, Sakiru Adebola & Ozturk, Ilhan, 2016. "The relationship between natural gas consumption and economic growth in OPEC members," Renewable and Sustainable Energy Reviews, Elsevier, vol. 58(C), pages 1348-1356.
    8. Taifeng Yang & Xuetao Huang & Yue Wang & Houjian Li & Lili Guo, 2022. "Dynamic Linkages among Climate Change, Mechanization and Agricultural Carbon Emissions in Rural China," IJERPH, MDPI, vol. 19(21), pages 1-24, November.
    9. Rita Yi Man Li & Ka Yi Cheng & Muhammad Shoaib, 2018. "Walled Buildings, Sustainability, and Housing Prices: An Artificial Neural Network Approach," Sustainability, MDPI, vol. 10(4), pages 1-17, April.
    10. Guzman, Ivan & Salazar, Ricardo, 2017. "Estimación de la Elasticidad-Precio de Corto Plazo de la Demanda de Electricidad en República Dominicana [An Estimation of the Short-Run Price Elasticity of Electricity Demand in the Dominican Repu," MPRA Paper 92083, University Library of Munich, Germany.
    11. Faiez Ahmed Elneel & Abdullah Fahad AlMulhim‎, 2022. "The Effect of Oil Price Shocks on Saudi Arabia’s Economic Growth in the Light of Vision 2030 “A Combination of VECM and ARDL Models”," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 3401-3423, December.
    12. Asif Raihan & Rawshan Ara Begum & Mohd Nizam Mohd Said & Joy Jacqueline Pereira, 2022. "Relationship between economic growth, renewable energy use, technological innovation, and carbon emission toward achieving Malaysia’s Paris agreement," Environment Systems and Decisions, Springer, vol. 42(4), pages 586-607, December.
    13. Yaser Abolghasemi & Stanko Dimitrov, 2021. "Determining the causality between U.S. presidential prediction markets and global financial markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4534-4556, July.
    14. Lili Guo & Sihang Guo & Mengqian Tang & Mengying Su & Houjian Li, 2022. "Financial Support for Agriculture, Chemical Fertilizer Use, and Carbon Emissions from Agricultural Production in China," IJERPH, MDPI, vol. 19(12), pages 1-19, June.
    15. Abdul Aziz, Muhammad & Widodo, Tri, 2017. "Exchange Market Pressure: Evidences from ASEAN Inflation Targeting Countries," MPRA Paper 80919, University Library of Munich, Germany.
    16. Levent, Korap, 2007. "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper 21834, University Library of Munich, Germany.
    17. Levent, Korap, 2008. "Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy," MPRA Paper 19703, University Library of Munich, Germany.
    18. Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU, 2016. "The Anticipation Of The Number Of Tourists Arrived In Mamaia Using The Type Of Models Arima," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 93-108, June.

  2. Mahadeva,Lavan & Sinclair,Peter (ed.), 2002. "Monetary Transmission in Diverse Economies," Cambridge Books, Cambridge University Press, number 9780521813464, November.

    Cited by:

    1. Michal Brzoza-Brzezina, 2004. "The Information Content of the Natural Rate of Interest: The Case of Poland," Macroeconomics 0402007, University Library of Munich, Germany.
    2. Yulia Vymyatnina, 2005. "Monetary Policy Transmission and Bank of Russia Monetary Policy," EUSP Department of Economics Working Paper Series 2005/02, European University at St. Petersburg, Department of Economics, revised Nov 2005.
    3. Kandil, Magda, 2009. "Demand-side stabilization policies: What is the evidence of their potential?," Journal of Economics and Business, Elsevier, vol. 61(3), pages 261-276.
    4. Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang, 2011. "Classical time-varying FAVAR models - Estimation, forecasting and structural analysis," CEPR Discussion Papers 8321, C.E.P.R. Discussion Papers.
    5. Mr. Francesco Grigoli & Mr. Mario Mansilla & Martín Saldías, 2016. "Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador," IMF Working Papers 2016/236, International Monetary Fund.
    6. Sato, Kiyotaka & Shimizu, Junko & Shrestha, Nagendra & Zhang, Shajuan, 2020. "New empirical assessment of export price competitiveness: Industry-specific real effective exchange rates in Asia," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    7. Bruno Albuquerque, 2019. "One Size Fits All? Monetary Policy and Asymmetric Household Debt Cycles in U.S. States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1309-1353, August.
    8. Luiggi Donayre & Neil A. Wilmot, 2016. "The Asymmetric Effects of Oil Price Shocks on the Canadian Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 167-182.
    9. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, February.
    10. Pao‐Lin Tien & Tara M. Sinclair & Edward N. Gamber, 2021. "Do Fed Forecast Errors Matter?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 686-712, June.
    11. Alexopoulou, Ioana & Bunda, Irina & Ferrando, Annalisa, 2009. "Determinants of government bond spreads in new EU countries," Working Paper Series 1093, European Central Bank.
    12. Smith, Ron P. & Tasiran, Ali, 2010. "Random coefficients models of arms imports," Economic Modelling, Elsevier, vol. 27(6), pages 1522-1528, November.
    13. L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/765, Ghent University, Faculty of Economics and Business Administration.
    14. Nobuyuki Oda & Kazuo Ueda, 2007. "The Effects Of The Bank Of Japan'S Zero Interest Rate Commitment And Quantitative Monetary Easing On The Yield Curve: A Macro‐Finance Approach," The Japanese Economic Review, Japanese Economic Association, vol. 58(3), pages 303-328, September.
    15. Claudio Borio & Boris Hofmann, 2017. "Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
    16. Kazuo Ueda, 2005. "The Bank of Japan's Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management," International Finance, Wiley Blackwell, vol. 8(2), pages 329-350, August.
    17. Hiroshi Ugai, 2007. "Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(1), pages 1-48, March.
    18. Sitikantha Pattanaik, 2008. "Oman's monetary policy transmission process under the fixed peg: some empirical puzzles," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(2), pages 181-198.
    19. Christiane Baumeister & Eveline Durinck & Gert Peersman, 2008. "Liquidity, inflation and asset prices in a time-varying framework for the euro area," Working Paper Research 142, National Bank of Belgium.
    20. Baele, Lieven, 2005. "Volatility Spillover Effects in European Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(2), pages 373-401, June.
    21. Renee Fry-McKibbin & Jasmine Zheng, 2016. "Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach," CAMA Working Papers 2016-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    22. Rünstler, Gerhard & Bräuer, Leonie, 2020. "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series 2421, European Central Bank.
    23. Peter Sinclair & Guy Spier & Tom Skinner, 2008. "Bonuses, Credit Rating Agencies and the Credit Crunch," CDMA Conference Paper Series 0805, Centre for Dynamic Macroeconomic Analysis.
    24. Alvaro Aguiar & Manuel Martins, 2005. "Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area," Empirical Economics, Springer, vol. 30(3), pages 665-691, October.
    25. Bozhechkova, Alexandera V. (Божечкова, Александра В.) & Polbin, Andrey V. (Полбин, Андрей В.), 2018. "Evidence for the Interest Rate Channel in the IS Curve for the Russian Economy [Тестирование Наличия Процентного Канала В Кривой Is Для Российской Экономики]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 70-91, February.
    26. Baele, L., 2003. "Volatility Spillover Effects in European Equity Markets," Other publications TiSEM dae0be49-4f32-433e-822b-1, Tilburg University, School of Economics and Management.
    27. Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777.
    28. Liddle, Brantley & Lung, Sidney, 2013. "Might electricity consumption cause urbanization instead? Evidence from heterogeneous panel long-run causality tests," MPRA Paper 52333, University Library of Munich, Germany.
    29. Carmine Trecroci & Matilde Vassalli, 2006. "Monetary policy regime shifts: new evidence from time-varying interest rate rules," Working Papers 0602, University of Brescia, Department of Economics.
    30. Chia-Hung Sun & Yi-Bin Chiu, 2010. "Taiwan's trade imbalance and exchange rate revisited," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 917-922.
    31. Iva Petrova & Mr. Michael G. Papaioannou & Mr. Dimitri Bellas, 2010. "Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress," IMF Working Papers 2010/281, International Monetary Fund.
    32. Liddle, Brantley & Lung, Sidney, 2015. "Revisiting energy consumption and GDP causality: Importance of a priori hypothesis testing, disaggregated data, and heterogeneous panels," Applied Energy, Elsevier, vol. 142(C), pages 44-55.
    33. Kazuo Ueda, 2005. "The Bank of Japan's Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management (subsequently published in "International Finance", Summer 2005, Vol. 8," CARF F-Series CARF-F-049, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    34. Eberhardt, Markus & Helmers, Christian & Strauss, Hubert, 2010. "Do spillovers matter when estimating private returns to R&D?," Economic and Financial Reports 2010/1, European Investment Bank, Economics Department.
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