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Historical Causes of Postwar Oil Shocks and Recessions
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Cited by:
- Cheng, Ai-Ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2010.
"An empirical investigation of stock market behavior in the Middle East and North Africa,"
Journal of Empirical Finance, Elsevier, vol. 17(3), pages 413-427, June.
- Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009. "An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa," MPRA Paper 13437, University Library of Munich, Germany.
- Ramaprasad Bhar & Biljana Nikolova, 2009. "Oil Prices and Equity Returns in the BRIC Countries," The World Economy, Wiley Blackwell, vol. 32(7), pages 1036-1054, July.
- Vasilev, Aleksandar, 2019.
"The role of energy in a real-business-cycle model with an endogenous capital utilization rate and a government sector: lessons from Bulgaria (1999-2016),"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 5(52), pages 130-141.
- Vasilev Aleksandar, 2018. "The Role of Energy in a Real Business Cycle Model with an Endogenous Capital Utilization Rate in a Government Sector: Lessons from Bulgaria (1999–2016)," Central European Economic Journal, Sciendo, vol. 5(52), pages 130-141, January.
- Aleksandar Vasilev, 2018. "The Role of Energy in a Real-business-cycle Model with an Endogenous Capital Utilization Rate and a Government Sector: Lessons from Bulgaria (1999-2016)," Bulgarian Economic Papers bep-2018-05, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Apr 2018.
- Marvin J. Barth III & Valerie A. Ramey, 2002.
"The Cost Channel of Monetary Transmission,"
NBER Chapters, in: NBER Macroeconomics Annual 2001, Volume 16, pages 199-256,
National Bureau of Economic Research, Inc.
- Marvin J. Barth III & Valerie A. Ramey, 2000. "The Cost Channel of Monetary Transmission," NBER Working Papers 7675, National Bureau of Economic Research, Inc.
- Barth, Marvin J III & Ramey, Valerie A, 2000. "The Cost Channel of Monetary Transmissions," University of California at San Diego, Economics Working Paper Series qt7rm5q9sk, Department of Economics, UC San Diego.
- Fredj Jawadi & Mohamed Sellami, 2022. "On the effect of oil price in the context of Covid‐19," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 3924-3933, October.
- Lu, Xinjie & Ma, Feng & Wang, Tianyang & Wen, Fenghua, 2023. "International stock market volatility: A data-rich environment based on oil shocks," Journal of Economic Behavior & Organization, Elsevier, vol. 214(C), pages 184-215.
- Hamilton, James D., 1996. "This is what happened to the oil price-macroeconomy relationship," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 215-220, October.
- 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.
- Mamothoana Difeto & Reneé van Eyden & Rangan Gupta & Mark E. Wohar, 2018. "Oil Price Volatility and Economic Growth: Evidence from Advanced OECD Countries using over One Century of Data," Working Papers 201813, University of Pretoria, Department of Economics.
- Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018.
"Macroeconomic effects of bank capital regulation,"
Discussion Papers
44/2018, Deutsche Bundesbank.
- Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018. "The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach," CAMA Working Papers 2018-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Vegard H ghaug Larsen & Leif Anders Thorsrud, 2018.
"Business cycle narratives,"
Working Papers
No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Business Cycle Narratives," CESifo Working Paper Series 7468, CESifo.
- Vegard H. Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Paper 2018/3, Norges Bank.
- Gatfaoui, Hayette, 2019.
"Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures,"
Energy Economics, Elsevier, vol. 80(C), pages 132-152.
- Hayette Gatfaoui, 2018. "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Papers 1811.02382, arXiv.org.
- Hayette Gatfaoui, 2019. "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Post-Print hal-02115626, HAL.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2023.
"Inflation Expectations and the Pass-Through of Oil Prices,"
The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 733-743, May.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," Working Paper 2020/5, Norges Bank.
- Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," CAMA Working Papers 2020-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Knut Are Aastveit & Hilde Christiane Bjørnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," Working Papers No 03/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022.
"Narrative Monetary Policy Surprises and the Media,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1525-1549, August.
- Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Narrative monetary policy surprises and the media," Working Papers No 06/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
- Omotosho, Babatunde S., 2019. "Business Cycle Fluctuations in Nigeria: Some Insights from an Estimated DSGE Model," MPRA Paper 98351, University Library of Munich, Germany.
- Delucchi, Mark A. & Murphy, James J., 2008.
"US military expenditures to protect the use of Persian Gulf oil for motor vehicles,"
Energy Policy, Elsevier, vol. 36(6), pages 2253-2264, June.
- Delucchi, Mark A. & Murphy, James, 1996. "U.S. Military Expenditures to Protect the Use of Persian-Gulf Oil For Motor Vehicles," University of California Transportation Center, Working Papers qt4mq1w5w2, University of California Transportation Center.
- Delucchi, Mark & Murphy, James, 2008. "US military expenditures to protect the use of Persian Gulf oil for motor vehicles," Institute of Transportation Studies, Working Paper Series qt0j9561zd, Institute of Transportation Studies, UC Davis.
- Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2015.
"Macroeconomic Effects of Precautionary Demand for Oil,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 968-986, September.
- Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2013. "Macroeconomic effects of precautionary demand for oil," Temi di discussione (Economic working papers) 918, Bank of Italy, Economic Research and International Relations Area.
- Francesco Ravazzolo & Philip Rothman, 2013.
"Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2013. "Oil and U.S. GDP: A Real-Time Out-of-Sample Examination," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 449-463, March.
- Francesco Ravazzolo & Philip Rothman, 2010. "Oil and US GDP: A real-time out-of-sample examination," Working Paper 2010/18, Norges Bank.
- Francesco Ravazzolo & Philip Rothman, 2011. "Oil and US GDP: A Real-Time out-of Sample Examination," Working Papers No 2/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Heidorn, Thomas & Van Huellen, Sophie & Ruehl, C. & Woebbeking, F., 2017. "The long- and short-run impact of oil price changes on major global economies," Frankfurt School - Working Paper Series 225, Frankfurt School of Finance and Management.
- Yukino Sakashita & Yasunori Yoshizaki, 2016. "The Effects of Oil Price Shocks on IIP and CPI in Emerging Countries," Economies, MDPI, vol. 4(4), pages 1-9, September.
- Sylvain Leduc & Keith Sill, 2007.
"Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. Volatility,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 595-614, October.
- Sylvain Leduc & Keith Sill, 2003. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," Working Papers 03-22, Federal Reserve Bank of Philadelphia.
- Sylvain Leduc & Keith Sill, 2006. "Monetary policy, oil shocks, and TFP: accounting for the decline in U.S. volatility," International Finance Discussion Papers 873, Board of Governors of the Federal Reserve System (U.S.).
- Chirinko, Robert, 2023.
"What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline,"
Journal of Corporate Finance, Elsevier, vol. 80(C).
- Chirinko, Robert S. & Chiu, Ryan & Henderson, Shaina, 2019. "What Went Wrong?: The Puerto Rican Debt Crisis, The "Treasury Put," And The Failure Of Market Discipline," Working Papers 281, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Robert S. Chirinko & Ryan Chiu & Shaina Henderson, 2019. "What went wrong?: The Puerto Rican debt crisis, the "Treasury Put," and the failure of market discipline," CESifo Working Paper Series 7558, CESifo.
- Robert S. Chirinko, 2022. "What Went Wrong? The Puerto Rican Debt Crisis, the "Treasury Put," and the Failure of Market Discipline," IMES Discussion Paper Series 22-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Roman E. Romero, 2008. "Monetary Policy in Oil-Producing Economies," Working Papers 1053, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Kline, Patrick, 2008.
"Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry,"
Working Papers
43, Yale University, Department of Economics.
- Patrick Kline, 2008. "Understanding Sectoral Labor Market Dynamics: An Equilibrium Analysis of the Oil and Gas Field Services Industry," Cowles Foundation Discussion Papers 1645, Cowles Foundation for Research in Economics, Yale University.
- Dbouk, Wassim & Jamali, Ibrahim, 2018. "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, vol. 46(C), pages 149-165.
- Mehmet Ivrendi & Douglas K. Pearce, 2014. "Asset prices and expected monetary policy: evidence from daily data," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 985-995, March.
- Fernandes, Leonardo H.S. & Araújo, Fernando H.A., 2020. "Taxonomy of commodities assets via complexity-entropy causality plane," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
- David C. Broadstock, Ying Fan, Qiang Ji, and Dayong Zhang, 2016.
"Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms,"
The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
- David C. Broadstock & Ying Fan & Qiang Ji & Dayong Zhang, 2016. "Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms," The Energy Journal, , vol. 37(1_suppl), pages 55-86, January.
- Jihad El Hokayem & Ibrahim Jamali & Ale Hejase, 2024. "A forecasting model for oil prices using a large set of economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1615-1624, August.
- Merve KOCAMAN, 2024. "Causality from Oil Price Shocks to Macroeconomic Indicators: A Comparison for Top Oil Importer Countries," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 8(2), pages 205-218, December.
- Michael B. Devereux & Kang Shi & Juanyi Xu, 2010.
"Oil Currency and the Dollar Standard: A Simple Analytical Model of an International Trade Currency,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 521-550, June.
- Michael B. Devereux & Kang Shi & Juanyi Xu, 2010. "Oil Currency and the Dollar Standard: A Simple Analytical Model of an International Trade Currency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 521-550, June.
- Rida Waheed & Chen Wei & Suleman Sarwar & Yulan Lv, 2018. "Impact of oil prices on firm stock return: industry-wise analysis," Empirical Economics, Springer, vol. 55(2), pages 765-780, September.
- Juan Antolín-Díaz & Juan F. Rubio-Ramírez, 2018.
"Narrative Sign Restrictions for SVARs,"
American Economic Review, American Economic Association, vol. 108(10), pages 2802-2829, October.
- Juan Antolin-Diaz & Juan F. Rubio-Ramirez, 2016. "Narrative Sign Restrictions for SVARs," FRB Atlanta Working Paper 2016-16, Federal Reserve Bank of Atlanta.
- Rubio-RamÃrez, Juan Francisco & Antolin-Diaz, Juan, 2016. "Narrative Sign Restrictions for SVARs," CEPR Discussion Papers 11517, C.E.P.R. Discussion Papers.
- Juan Antolín-Díaz & Juan F. Rubio-Ramírez, 2017. "Narrative Sign Restrictions for SVARs," Working Papers 2017-07, FEDEA.
- 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 Vigfusson, 2011. "Forecasting the Price of Oil," Staff Working Papers 11-15, Bank of Canada.
- 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.
- Luís Aguiar‐Conraria & Yi Wen, 2007.
"Understanding the Large Negative Impact of Oil Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 925-944, June.
- Luõs Aguiar-Conraria & Yi Wen, 2007. "Understanding the Large Negative Impact of Oil Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(4), pages 925-944, June.
- Luis Aguiar-Conraria & Yi Wen, 2006. "Understanding the large negative impact of oil shocks," Working Papers 2005-042, Federal Reserve Bank of St. Louis.
- Olivier Blanchard & Marianna Riggi, 2011. "Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices in the US," Temi di discussione (Economic working papers) 835, Bank of Italy, Economic Research and International Relations Area.
- Naoyuki Yoshino & Victoriia Alekhina, 2016. "Impact of oil price fluctuations on an energy-exporting economy: Evidence from Russia," Journal of Administrative and Business Studies, Professor Dr. Usman Raja, vol. 2(4), pages 156-166.
- Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Oil Prices and the Dynamics of Output and Real Exchange Rate," Cardiff Economics Working Papers E2015/18, Cardiff University, Cardiff Business School, Economics Section.
- Luís Aguiar-Conraria & Maria Soares, 2011. "Oil and the macroeconomy: using wavelets to analyze old issues," Empirical Economics, Springer, vol. 40(3), pages 645-655, May.
- Ramey, Valerie A. & Shapiro, Matthew D., 1998.
"Costly capital reallocation and the effects of government spending,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 48(1), pages 145-194, June.
- Valerie A. Ramey & Matthew D. Shapiro, 1999. "Costly Capital Reallocation and the Effects of Government Spending," NBER Working Papers 6283, National Bureau of Economic Research, Inc.
- Hooker, Mark A., 1996. "What happened to the oil price-macroeconomy relationship?," Journal of Monetary Economics, Elsevier, vol. 38(2), pages 195-213, October.
- Omotosho, Babatunde Samson, 2022. "Oil price shocks and monetary policy in resource-rich economies: Does capital matter?," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jbir, Rafik & Zouari-Ghorbel, Sonia, 2009. "Recent oil price shock and Tunisian economy," Energy Policy, Elsevier, vol. 37(3), pages 1041-1051, March.
- De Santis, Roberto A. & Zimic, Srečko, 2019. "Interest rates and foreign spillovers," Working Paper Series 2221, European Central Bank.
- Kevin L. Kliesen, 2008.
"Oil and the U.S. macroeconomy: an update and a simple forecasting exercise,"
Review, Federal Reserve Bank of St. Louis, vol. 90(Sep), pages 505-516.
- Kevin L. Kliesen, 2008. "Oil and the U.S. macroeconomy: an update and a simple forecasting exercise," Working Papers 2008-009, Federal Reserve Bank of St. Louis.
- Choi, Hae Mi & Gupta-Mukherjee, Swasti, 2022. "Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees," Global Finance Journal, Elsevier, vol. 51(C).
- Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018.
"Macroeconomic effects of bank capital regulation,"
Discussion Papers
44/2018, Deutsche Bundesbank.
- Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2023. "The macroeconomic effects of bank capital regulation," CEPR Discussion Papers 18404, C.E.P.R. Discussion Papers.
- Luís Francisco Aguiar-Conraria & Maria Joana Soares, 2007. "Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy," NIPE Working Papers 16/2007, NIPE - Universidade do Minho.
- Hamilton, James D., 2003.
"What is an oil shock?,"
Journal of Econometrics, Elsevier, vol. 113(2), pages 363-398, April.
- James D. Hamilton, 2000. "What is an Oil Shock?," NBER Working Papers 7755, National Bureau of Economic Research, Inc.
- Ramey, V.A., 2016.
"Macroeconomic Shocks and Their Propagation,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 71-162,
Elsevier.
- Valerie A. Ramey, 2016. "Macroeconomic Shocks and Their Propagation," NBER Working Papers 21978, National Bureau of Economic Research, Inc.
- Ramey, VA, 2016. "Macroeconomic Shocks and Their Propagation," University of California at San Diego, Economics Working Paper Series qt5mb353t2, Department of Economics, UC San Diego.
- Vasilev, Aleksandar, 2018. "The role of energy in a real-business-cycle model with an endogenous capital utilization rate and a government sector: the case of Bulgaria (1999-2016)," EconStor Preprints 173966, ZBW - Leibniz Information Centre for Economics.
- Ramaprasad Bhar & Anastasios G. Malliaris & Mary Malliaris, 2021. "What Has Driven the U.S. Monthly Oil Production Since 2009? Empirical Results from Two Modeling Approaches," JRFM, MDPI, vol. 14(2), pages 1-11, February.
- Aliyu, Shehu Usman Rano, 2009. "Oil Price Shocks and the Macroeconomy of Nigeria: A Non-linear Approach," MPRA Paper 18726, University Library of Munich, Germany, revised 16 Nov 2009.
- Luciana Juvenal & Ivan Petrella, 2015.
"Speculation in the Oil Market,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 621-649, June.
- Luciana Juvenal & Ivan Petrella, 2012. "Speculation in the oil market," Economic Synopses, Federal Reserve Bank of St. Louis.
- Luciana Juvenal & Ivan Petrella, 2011. "Speculation in the oil market," Working Papers 2011-027, Federal Reserve Bank of St. Louis.
- Petrella, Ivan & Juvenal, Luciana, 2014. "Speculation in the Oil Market," CEPR Discussion Papers 9808, C.E.P.R. Discussion Papers.
- Matteo Fragetta & Emanuel Gasteiger, 2014.
"Fiscal Foresight, Limited Information and the Effects of Government Spending Shocks,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 667-692, October.
- Matteo Fragetta & Emanuel Gasteiger, 2012. "Fiscal Foresight, Limited Information and the Effects of Government Spending Shocks," Working Papers Series 2 12-02, ISCTE-IUL, Business Research Unit (BRU-IUL).
- Roman E. Romero, 2008. "Monetary Policy in Oil-Producing Economies," Working Papers 1053, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Millard, Stephen, 2011. "An estimated DSGE model of energy, costs and inflation in the United Kingdom," Bank of England working papers 432, Bank of England.
- Bai, Y. & Dahl, C.A. & Zhou, D.Q. & Zhou, P., 2014. "Stockpile strategy for China׳s emergency oil reserve: A dynamic programming approach," Energy Policy, Elsevier, vol. 73(C), pages 12-20.
- 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.
- Frode Brevik & Axel Kind, 2004. "What is going on in the oil market?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 18(4), pages 442-457, December.
- Jammazi, Rania & Aloui, Chaker, 2010. "Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns," Energy Policy, Elsevier, vol. 38(3), pages 1415-1435, March.
- Mark A. Hooker, 1999. "Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime," Finance and Economics Discussion Series 1999-65, Board of Governors of the Federal Reserve System (U.S.).
- Bettina Lis & Christian Ne ler & Jan Retzmann, 2012. "Oil and Cars: The Impact of Crude Oil Prices on the Stock Returns of Automotive Companies," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 190-200.
- Haicheng Shu & Peter Spencer, 2023. "Oil prices in the real economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 878-897, September.
- Gary Gorton & K. Geert Rouwenhorst, 2004. "Facts and Fantasies about Commodity Futures," NBER Working Papers 10595, National Bureau of Economic Research, Inc.
- Veysel Ulusoy & Caner zdurak, 2018. "The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 144-158.
- Brandt, Lennart & Saint Guilhem, Arthur & Schröder, Maximilian & Van Robays, Ine, 2021. "What drives euro area financial market developments? The role of US spillovers and global risk," Working Paper Series 2560, European Central Bank.
- Cheng, Dong & Shi, Xunpeng & Yu, Jian & Zhang, Dayong, 2019. "How does the Chinese economy react to uncertainty in international crude oil prices?," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 147-164.
- Gong, Xu & Lin, Boqiang, 2018. "Time-varying effects of oil supply and demand shocks on China's macro-economy," Energy, Elsevier, vol. 149(C), pages 424-437.
- Marco G.D. Guidi & Alexander Russell & Heather Tarbert, 2006. "The effect of OPEC policy decisions on oil and stock prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 30(1), pages 1-18, March.
- Tiwari, Aviral Kumar, 2013. "Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet," Economic Modelling, Elsevier, vol. 30(C), pages 636-642.
- Luís Francisco Aguiar-Conraria & Yi Wen, 2005.
"Understanding the Impact of Oil Shocks,"
NIPE Working Papers
2/2005, NIPE - Universidade do Minho.
- Aguiar-Conraria, Luis & Wen, Yi, 2005. "Understanding the Impact of Oil Shocks," Working Papers 05-01, Cornell University, Center for Analytic Economics.
- Gatfaoui, Hayette, 2016.
"Linking the gas and oil markets with the stock market: Investigating the U.S. relationship,"
Energy Economics, Elsevier, vol. 53(C), pages 5-16.
- Hayette Gatfaoui, 2016. "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Post-Print hal-01562989, HAL.
- Hanif, Waqas & Teplova, Tamara & Rodina, Victoria & Alomari, Mohammed & Mensi, Walid, 2023. "Volatility spillovers and frequency dependence between oil price shocks and green stock markets," Resources Policy, Elsevier, vol. 85(PB).
- Mr. Tao Wu & Mr. Michele Cavallo, 2012. "Measuring Oil-Price Shocks Using Market-Based Information," IMF Working Papers 2012/019, International Monetary Fund.
- Francisco Craveiro Dias, 2013. "Oil price shocks and their effects on economic activity and prices: an application for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Marc D. Weidenmier & Joseph H. Davis & Roger Aliaga-Diaz, 2008. "Is Sugar Sweeter at the Pump? The Macroeconomic Impact of Brazil's Alternative Energy Program," NBER Working Papers 14362, National Bureau of Economic Research, Inc.
- Takuji Fueki & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2021.
"Identifying oil price shocks and their consequences: The role of expectations in the crude oil market,"
International Finance, Wiley Blackwell, vol. 24(1), pages 53-76, April.
- Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2018. "Identifying oil price shocks and their consequences: the role of expectations in the crude oil market," BIS Working Papers 725, Bank for International Settlements.
- Suleman Sarwar & Rida Waheed & Mehnoor Amir & Muqaddas Khalid, 2018. "Role of Energy on Economy The Case of Micro to Macro Level Analysis," Economics Bulletin, AccessEcon, vol. 38(4), pages 1905-1926.
- Tarek Bouazizi & Zouhaier Hadhek & Fatma Mrad & Mosbah Lafi, 2021. "Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 11(3), pages 27-43.
- Greene, David L & Jones, Donald W & Leiby, Paul N, 1998. "The outlook for US oil dependence," Energy Policy, Elsevier, vol. 26(1), pages 55-69, January.
- Ioannidis, Christos & Ka, Kook, 2018. "The impact of oil price shocks on the term structure of interest rates," Energy Economics, Elsevier, vol. 72(C), pages 601-620.
- Shahbaz, Muhammad & Sarwar, Suleman & Chen, Wei & Malik, Muhammad Nasir, 2017.
"Dynamics of electricity consumption, oil price and economic growth: Global perspective,"
Energy Policy, Elsevier, vol. 108(C), pages 256-270.
- Muhammad, Shahbaz & Sarwar, Suleman & Wei, Chen & Malik, Muhammad Nasir, 2017. "Dynamics of Electricity Consumption, Oil Price and Economic Growth: Global Perspective," MPRA Paper 79532, University Library of Munich, Germany, revised 06 May 2017.
- Lu, Xinjie & Ma, Feng & Wang, Jiqian & Zhu, Bo, 2021. "Oil shocks and stock market volatility: New evidence," Energy Economics, Elsevier, vol. 103(C).
- Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012. "Oil price shocks and transportation firm asset prices," Energy Economics, Elsevier, vol. 34(5), pages 1370-1379.
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- Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2007. "Oil supply news in a VAR: Information from financial markets," Temi di discussione (Economic working papers) 632, Bank of Italy, Economic Research and International Relations Area.
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