IDEAS home Printed from https://ideas.repec.org/r/een/camaaa/2020-34.html
   My bibliography  Save this item

The role of precautionary and speculative demand in the global market for crude oil

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Cai, Yifei & Mignon, Valérie & Saadaoui, Jamel, 2022. "Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market," Energy Economics, Elsevier, vol. 114(C).
  2. Atsushi Inoue & Lutz Kilian, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," Working Papers 2030, Federal Reserve Bank of Dallas.
  3. 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.
  4. Brignone, Davide & Gambetti, Luca & Ricci, Martino, 2024. "Geopolitical risk shocks: when the size matters," Working Paper Series 2972, European Central Bank.
  5. Kilian, Lutz, 2022. "Facts and fiction in oil market modeling," Energy Economics, Elsevier, vol. 110(C).
  6. Inoue, Atsushi & Kilian, Lutz, 2022. "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
  7. Valérie Mignon & Jamel Saadaoui, 2022. "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Working Papers of BETA 2022-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  8. Lutz Kilian & Xiaoqing Zhou, 2020. "Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 673-691, September.
  9. Kilian, Lutz, 2022. "Understanding the estimation of oil demand and oil supply elasticities," Energy Economics, Elsevier, vol. 107(C).
  10. Kilian, Lutz & Zhou, Xiaoqing, 2022. "Oil prices, exchange rates and interest rates," Journal of International Money and Finance, Elsevier, vol. 126(C).
  11. Liu, Xinheng & Pan, Sishi & Li, Shuxian & Yang, Xin & Huang, Chuangxia, 2024. "Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China," Resources Policy, Elsevier, vol. 96(C).
  12. De, Kuhelika & Compton, Ryan A. & Giedeman, Daniel C., 2022. "Oil shocks and the U.S. economy in a data-rich model," Economic Modelling, Elsevier, vol. 108(C).
  13. Tom Dudda & Tony Klein & Duc Khuong Nguyen & Thomas Walther, 2022. "Common Drivers of Commodity Futures?," Working Papers 2207, Utrecht School of Economics.
  14. Robin Braun & Ralf Brüggemann, 2017. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2017-07, Department of Economics, University of Konstanz.
  15. Kilian, Lutz, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," CEPR Discussion Papers 18348, C.E.P.R. Discussion Papers.
  16. Li, Chenchen & Wang, Yudong & Wu, Chongfeng, 2022. "Oil implied volatility and expected stock returns along the worldwide supply chain," Energy Economics, Elsevier, vol. 114(C).
  17. Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
  18. Sun, Yiguo & Li, Delong & Suo, Chenyi & Wang, Yu, 2023. "A threshold effect of COVID-19 risk on oil price returns," Energy Economics, Elsevier, vol. 120(C).
  19. Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAMA Working Papers 2023-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  20. Abiad, Abdul & Qureshi, Irfan A., 2023. "The macroeconomic effects of oil price uncertainty," Energy Economics, Elsevier, vol. 125(C).
  21. Mignon, Valérie & Saadaoui, Jamel, 2025. "Asymmetries in the oil market: accounting for the growing role of China through quantile regressions," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.
  22. Rıdvan Karacan & Mehmet Emin Yardımcı, 2024. "Free market economy: Is the market or prices free? Theory and evidence from the United States," American Journal of Economics and Sociology, Wiley Blackwell, vol. 83(1), pages 59-74, January.
  23. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Gupta, Rangan & Bouri, Elie, 2024. "Energy-related uncertainty and international stock market volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 280-293.
  24. Xie, Qichang & Tang, Guoqiang, 2022. "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, vol. 114(C).
  25. Braun, Robin, 2021. "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers 957, Bank of England.
  26. Hu, Guoheng & Liu, Shan & Wu, Guo & Hu, Peng & Li, Ruiqi & Chen, Liujie, 2023. "Economic policy uncertainty, geopolitical risks, and the heterogeneity of commodity price fluctuations in China ——an empirical study based on TVP-SV-VAR model," Resources Policy, Elsevier, vol. 85(PA).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.