Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
Download full text from publisher
Other versions of this item:
- Manera, Matteo & Serletis, Apostolos, 2018. "Introduction To Macroeconomic Dynamics Special Issue On Dynamics Of Oil And Commodities Prices," Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 541-545, April.
References listed on IDEAS
- Lutz Kilian, 2009.
"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
American Economic Review, American Economic Association, vol. 99(3), pages 1053-1069, June.
- Kilian, Lutz, 2006. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," CEPR Discussion Papers 5994, C.E.P.R. Discussion Papers.
- John Elder & Apostolos Serletis, 2010.
"Oil Price Uncertainty,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1137-1159, September.
- John Elder & Apostolos Serletis, 2010. "Oil Price Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(6), pages 1137-1159, September.
- Lutz Kilian & Robert J. Vigfusson, 2011. "Are the responses of the U.S. economy asymmetric in energy price increases and decreases?," Quantitative Economics, Econometric Society, vol. 2(3), pages 419-453, November.
- Harold Hotelling, 1931. "The Economics of Exhaustible Resources," Journal of Political Economy, University of Chicago Press, vol. 39(2), pages 137-137.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nahiyan Azad & Apostolos Serletis, 2022. "Market Shocks in the G7 Countries," Open Economies Review, Springer, vol. 33(1), pages 33-60, February.
- Libo Xu & Apostolos Serletis, 2019.
"Communication frictions, sentiments, and nonlinear business cycles,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 15(2), pages 137-152, June.
- Libo Xu & Apostolos Serletis, "undated". "Communication Frictions, Sentiments, and Nonlinear Business Cycles," Working Papers 2016-35, Department of Economics, University of Calgary, revised 20 Jun 2016.
- Jinan Liu & Apostolos Serletis, 2022. "World Commodity Prices and Economic Activity in Advanced and Emerging Economies," Open Economies Review, Springer, vol. 33(2), pages 347-374, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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).
- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2013.
"Forecasting the Price of Oil,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 427-507,
Elsevier.
- Ron Alquist & Lutz Kilian & Robert J. Vigfusson, 2011. "Forecasting the price of oil," International Finance Discussion Papers 1022, Board of Governors of the Federal Reserve System (U.S.).
- Kilian, Lutz & Alquist, Ron & Vigfusson, Robert J., 2011. "Forecasting the Price of Oil," CEPR Discussion Papers 8388, C.E.P.R. Discussion Papers.
- Ron Alquist & Lutz Kilian & Robert Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
- Claudio Morana, 2013.
"The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Morana, Claudio, 2012. "The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective," Energy: Resources and Markets 127423, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana, 2013. "The oil price-macroeconomy relationship since the mid-1980s: A global perspective," Working Papers 223, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers 2012.28, Fondazione Eni Enrico Mattei.
- James D. Hamilton, 2013. "Oil prices, exhaustible resources and economic growth," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 1, pages 29-63, Edward Elgar Publishing.
- Elder, John, 2021. "Canadian industry level production and energy prices," Energy Economics, Elsevier, vol. 99(C).
- Jo, Soojin & Karnizova, Lilia & Reza, Abeer, 2019.
"Industry effects of oil price shocks: A re-examination,"
Energy Economics, Elsevier, vol. 82(C), pages 179-190.
- Soojin Jo & Lilia Karnizova & Abeer Reza, 2017. "Industry Effects of Oil Price Shocks: Re-Examination," Working Papers 1710, Federal Reserve Bank of Dallas.
- Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2014.
"Where Is An Oil Shock?,"
Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 169-185, March.
- Engemann, Kristie & Owyang, Michael T. & Wall, Howard J., 2011. "Where is an oil shock?," MPRA Paper 31383, University Library of Munich, Germany.
- Kristie M. Engemann & Michael T. Owyang & Howard J. Wall, 2011. "Where is an oil shock?," Working Papers 2011-016, Federal Reserve Bank of St. Louis.
- Atems, Bebonchu & Mette, Jehu & Lin, Guoyu & Madraki, Golshan, 2023. "Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption," Energy Policy, Elsevier, vol. 173(C).
- Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc, 2022.
"Uncertainty-dependent and sign-dependent effects of oil market shocks,"
Journal of Commodity Markets, Elsevier, vol. 26(C).
- Bao H. NGUYEN & OKIMOTO Tatsuyoshi & Trung Duc TRAN, 2019. "Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks," Discussion papers 19042, Research Institute of Economy, Trade and Industry (RIETI).
- Elder, John & Payne, James E., 2024. "Oil price uncertainty shocks and the gender gap in U.S. unemployment," Energy Economics, Elsevier, vol. 131(C).
- Bosupeng, Mpho & Naranpanawa, Athula & Su, Jen-Je, 2024. "Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach," Economic Modelling, Elsevier, vol. 130(C).
- Libo Yin, 2016. "Does oil price respond to macroeconomic uncertainty? New evidence," Empirical Economics, Springer, vol. 51(3), pages 921-938, November.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020.
"On the pernicious effects of oil price uncertainty on US real economic activities,"
Empirical Economics, Springer, vol. 59(6), pages 2689-2715, December.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020. "On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities," Post-Print hal-03040689, HAL.
- Rehman, Mobeen Ur, 2018. "Do oil shocks predict economic policy uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 498(C), pages 123-136.
- Lutz Kilian, 2013.
"Structural vector autoregressions,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 22, pages 515-554,
Edward Elgar Publishing.
- Kilian, Lutz, 2011. "Structural Vector Autoregressions," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.
- Dongfeng Chang & Apostolos Serletis, 2014.
"The Demand For Gasoline: Evidence From Household Survey Data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 291-313, March.
- Dongfeng (Karen) Chang & Apostolos Serletis, "undated". "The Demand for Gasoline: Evidence from Household Survey Data," Working Papers 2012-10, Department of Economics, University of Calgary.
- Berk, Istemi & Yetkiner, Hakan, 2014. "Energy prices and economic growth in the long run: Theory and evidence," Renewable and Sustainable Energy Reviews, Elsevier, vol. 36(C), pages 228-235.
- Njindan Iyke, Bernard, 2016. "Real Output and Oil Price Uncertainty: Evidence from an Oil Producing Country," MPRA Paper 71307, University Library of Munich, Germany, revised 01 Apr 2016.
- Soojin Jo, 2014. "The Effects of Oil Price Uncertainty on Global Real Economic Activity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1113-1135, September.
- Valadkhani, Abbas & Smyth, Russell, 2017. "How do daily changes in oil prices affect US monthly industrial output?," Energy Economics, Elsevier, vol. 67(C), pages 83-90.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2016-03-17 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:clg:wpaper:2016-30. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Department of Economics (email available below). General contact details of provider: https://edirc.repec.org/data/declgca.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.