Geopolitical Oil Price Risk and Economic Fluctuations
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Abstract
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DOI: 10.24149/wp2403r1
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- Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2024. "Geopolitical Oil Price Risk and Economic Fluctuations," CEPR Discussion Papers 19113, C.E.P.R. Discussion Papers.
References listed on IDEAS
- Sydney C. Ludvigson & Sai Ma & Serena Ng, 2021.
"Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 369-410, October.
- Sydney C. Ludvigson & Sai Ma & Serena Ng, 2015. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," NBER Working Papers 21803, National Bureau of Economic Research, Inc.
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Cited by:
- Jesus Fernandez-Villaverde & Yiliang Li & Le Xu & Francesco Zanetti, 2025. "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," PIER Working Paper Archive 25-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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More about this item
Keywords
geopolitical risk; macroeconomic risk; time-varying uncertainty; rare disasters; oil; endogeneity; shock propagation; economic fluctuations; precautionary savings; inventories;All these keywords.
JEL classification:
- E13 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Neoclassical
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2024-06-24 (Energy Economics)
- NEP-RMG-2024-06-24 (Risk Management)
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