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Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
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Cited by:
- Feldkircher, Martin & Siklos, Pierre L., 2019.
"Global inflation dynamics and inflation expectations,"
International Review of Economics & Finance, Elsevier, vol. 64(C), pages 217-241.
- Martin Feldkircher & Pierre L. Siklos, 2018. "Global inflation dynamics and inflation expectations," CAMA Working Papers 2018-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Smales, L.A., 2017. "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 15-27.
- Shiu-Sheng Chen, 2014.
"Forecasting Crude Oil Price Movements With Oil-Sensitive Stocks,"
Economic Inquiry, Western Economic Association International, vol. 52(2), pages 830-844, April.
- Chen, Shiu-Sheng, 2013. "Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks," MPRA Paper 49240, University Library of Munich, Germany.
- Kilian, Lutz & Zhou, Xiaoqing, 2022.
"Oil prices, exchange rates and interest rates,"
Journal of International Money and Finance, Elsevier, vol. 126(C).
- Lutz Kilian & Xiaoqing Zhou, 2019. "Oil prices, exchange rates, and interest rates," 2019 Meeting Papers 592, Society for Economic Dynamics.
- Lutz Kilian & Xiaoqing Zhou, 2019. "Oil Prices, Exchange Rates and Interest Rates," Working Papers 1914, Federal Reserve Bank of Dallas.
- Kilian, Lutz & Zhou, Xiaoqing, 2020. "Oil prices, exchange rates and interest rates," CFS Working Paper Series 646, Center for Financial Studies (CFS).
- Lutz Kilian & Zhou Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CESifo Working Paper Series 7484, CESifo.
- Kilian, Lutz & Zhou, Xiaoqing, 2019. "Oil Prices, Exchange Rates and Interest Rates," CEPR Discussion Papers 13478, C.E.P.R. Discussion Papers.
- Wensheng Kang & Jing Wang, 2018. "Oil shocks, policy uncertainty and earnings surprises," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 375-388, August.
- Kilian, Lutz & Zhou, Xiaoqing, 2022.
"The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23,"
Energy Economics, Elsevier, vol. 113(C).
- Lutz Kilian & Xiaoqing Zhou, 2021. "The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23," Working Papers 2116, Federal Reserve Bank of Dallas.
- Lutz Kilian & Xiaoqing Zhou, 2021. "The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23," CESifo Working Paper Series 9455, CESifo.
- Kilian, Lutz & Zhou, Xiaoqing, 2021. "The impact of rising oil prices on U.S. inflation and inflation expectations in 2020-23," CFS Working Paper Series 670, Center for Financial Studies (CFS).
- Kilian, Lutz & Zhou, Xiaoqing, 2021. "The Impact of Rising Oil Prices on U.S. Inflation and Inflation Expectations in 2020-23," CEPR Discussion Papers 16776, C.E.P.R. Discussion Papers.
- Rodrigo da Silva Souza & Leonardo Bornacki Mattos, 2023. "Macroeconomic effects of oil price shocks on an emerging market economy," Economic Change and Restructuring, Springer, vol. 56(2), pages 803-824, April.
- Oleg Kucher & Alexander Kurov, 2014.
"Business cycle, storage, and energy prices,"
Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 217-226, November.
- Kucher, Oleg & Kurov, Alexander, 2014. "Business cycle, storage, and energy prices," Review of Financial Economics, Elsevier, vol. 23(4), pages 217-226.
- Nikolay Gospodinov & Ibrahim Jamali, 2013. "Monetary policy surprises, positions of traders, and changes in commodity futures prices," FRB Atlanta Working Paper 2013-12, Federal Reserve Bank of Atlanta.
- Abhay Abhyankar, Bing Xu, and Jiayue Wang, 2013. "Oil Price Shocks and the Stock Market: Evidence from Japan," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Ron Alquist & Olivier Gervais, 2013.
"The Role of Financial Speculation in Driving the Price of Crude Oil,"
The Energy Journal, , vol. 34(3), pages 35-54, July.
- Ron Alquist and Olivier Gervais, 2013. "The Role of Financial Speculation in Driving the Price of Crude Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Ron Alquist & Olivier Gervais, 2011. "The Role of Financial Speculation in Driving the Price of Crude Oil," Discussion Papers 11-6, Bank of Canada.
- Cristina Conflitti and Matteo Luciani, 2019.
"Oil Price Pass-through into Core Inflation,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).
- Cristina Conflitti & Matteo Luciani, 2017. "Oil Price Pass-Through into Core Inflation," Finance and Economics Discussion Series 2017-085, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Conflitti & Matteo Luciani, 2019. "Oil Price Pass-Through into Core Inflation," FEDS Notes 2019-04-30, Board of Governors of the Federal Reserve System (U.S.).
- Cristina Conflitti & Matteo Luciani, 2017. "Oil price pass-through into core inflation," Questioni di Economia e Finanza (Occasional Papers) 405, Bank of Italy, Economic Research and International Relations Area.
- Cristina Conflitti & Matteo Luciani, 2017. "Oil Price Pass-Through into Core Inflation," FEDS Notes 2017-10-19-1, Board of Governors of the Federal Reserve System (U.S.).
- Chan, Kam Fong & Chhagan, Mahesh & Marsden, Alastair, 2017. "Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 37-54.
- Gao, Liping & Kim, Hyeongwoo & Saba, Richard, 2014.
"How do oil price shocks affect consumer prices?,"
Energy Economics, Elsevier, vol. 45(C), pages 313-323.
- Gao, Liping & Kim, Hyeongwoo & Saba, Richard, 2014. "How Do Oil Price Shocks Affect Consumer Prices?," MPRA Paper 57259, University Library of Munich, Germany.
- Wensheng Kang & Ronald A. Ratti, 2014. "Policy Uncertainty in China, Oil Shocks and Stock Returns," CAMA Working Papers 2014-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin Geiger & Johann Scharler, 2018. "How do consumers interpret the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data," Working Papers 2018-13, Faculty of Economics and Statistics, Universität Innsbruck.
- Hilde C. Bjørnland & Julia Zhulanova, 2018.
"The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects,"
Working Papers
No 8/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the U.S. economy: Spillovers and time-varying effects," Working Paper 2019/14, Norges Bank.
- Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the US economy: Spillovers and time-varying effects," CAMA Working Papers 2019-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lutz Kilian & Logan T. Lewis, 2011.
"Does the Fed Respond to Oil Price Shocks?,"
Economic Journal, Royal Economic Society, vol. 121(555), pages 1047-1072, September.
- Kilian, Lutz & Lewis, Logan, 2009. "Does the Fed Respond to Oil Price Shocks?," CEPR Discussion Papers 7594, C.E.P.R. Discussion Papers.
- Gnimassoun, Blaise & Joëts, Marc & Razafindrabe, Tovonony, 2017.
"On the link between current account and oil price fluctuations in diversified economies: The case of Canada,"
International Economics, Elsevier, vol. 152(C), pages 63-78.
- Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017. "On the link between current account and oil price fluctuations in diversified economies: The case of Canada," International Economics, CEPII research center, issue 152, pages 63-78.
- Blaise Gnimassoun & Marc Joets & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Economics Working Paper Archive (University of Rennes & University of Caen) 2016-08, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- 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.
- Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2017. "On the link between current account and oil price fluctuations in diversified economies : The case of Canada," Post-Print halshs-01615104, HAL.
- Blaise Gnimassoun & Marc Joëts & Tovonony Razafindrabe, 2016. "On the link between current account and oil price fluctuation in diversified economies: The case of Canada," Working Papers of BETA 2016-41, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2016.
"The impact of oil price shocks on the U.S. stock market: A note on the roles of U.S. and non-U.S. oil production,"
Economics Letters, Elsevier, vol. 145(C), pages 176-181.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2015. "The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non-U.S. oil production," Globalization Institute Working Papers 249, Federal Reserve Bank of Dallas.
- Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2016. "The impact of oil price shocks on the US stock market: A note on the roles of US and non-US oil production," CAMA Working Papers 2016-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2016. "The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production," Working Papers 2016-03, University of Tasmania, Tasmanian School of Business and Economics.
- Duc Khuong Nguyen & Thomas Walther, 2020.
"Modeling and forecasting commodity market volatility with long‐term economic and financial variables,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 126-142, March.
- Nguyen, Duc Khuong & Walther, Thomas, 2017. "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper 84464, University Library of Munich, Germany, revised Jan 2018.
- Thomas Walther & Duc Khuong Nguyen, 2018. "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance 1824, University of St. Gallen, School of Finance.
- Tarek Chebbi, 2021. "The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1897-1916, April.
- Martin Geiger & Jochen Güntner, 2019. "How are oil supply shocks transmitted to the U.S. economy?," Economics working papers 2019-13, Department of Economics, Johannes Kepler University Linz, Austria.
- A. Anzuini & M. J. Lombardi & P. Pagano, 2013.
"The Impact of Monetary Policy Shocks on Commodity Prices,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 125-150, September.
- Lombardi, Marco J. & Pagano, Patrizio & Anzuini, Alessio, 2010. "The impact of monetary policy shocks on commodity prices," Working Paper Series 1232, European Central Bank.
- Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano, 2012. "The impact of monetary policy shocks on commodity prices," Temi di discussione (Economic working papers) 851, Bank of Italy, Economic Research and International Relations Area.
- James Morley & Benjamin Wong, 2020.
"Estimating and accounting for the output gap with large Bayesian vector autoregressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- James Morley & Benjamin Wong, 2017. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," CAMA Working Papers 2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Morley, James & Wong, Benjamin, 2018. "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," Working Papers 2018-04, University of Sydney, School of Economics, revised Feb 2019.
- Benjamin Wong, 2015.
"Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1673-1689, December.
- Benjamin Wong, 2014. "Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey," CAMA Working Papers 2014-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benjamin Wong, 2015. "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series DP2015/01, Reserve Bank of New Zealand.
- Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Wang, Tianyang, 2016. "An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments," Energy Economics, Elsevier, vol. 54(C), pages 213-223.
- Aye, Goodness C. & Dadam, Vincent & Gupta, Rangan & Mamba, Bonginkosi, 2014. "Oil price uncertainty and manufacturing production," Energy Economics, Elsevier, vol. 43(C), pages 41-47.
- Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017.
"Systematic cojumps, market component portfolios and scheduled macroeconomic announcements,"
Journal of Empirical Finance, Elsevier, vol. 43(C), pages 43-58.
- Robert G. Bowman & Kam Fong Chan & Christopher J. Neely, 2017. "Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements," Working Papers 2017-11, Federal Reserve Bank of St. Louis.
- Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015.
"Time-varying effect of oil market shocks on the stock market,"
Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 150-163.
- Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2015. "Time-varying effect of oil market shocks on the stock market," CAMA Working Papers 2015-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2017.
"Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production,"
Energy Economics, Elsevier, vol. 66(C), pages 536-546.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production," Globalization Institute Working Papers 295, Federal Reserve Bank of Dallas.
- Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," Working Papers 2017-02, University of Tasmania, Tasmanian School of Business and Economics.
- Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," CAMA Working Papers 2017-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Smales, L.A., 2019. "Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 234-252.
- Bastianin, Andrea & Manera, Matteo, 2018.
"How Does Stock Market Volatility React To Oil Price Shocks?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 22(3), pages 666-682, April.
- Andrea BASTIANIN & Matteo MANERA, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Departmental Working Papers 2015-09, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Andrea Bastianin & Matteo Manera, 2018. "How does stock market volatility react to oil shocks?," Papers 1811.03820, arXiv.org.
- Andrea Bastianin & Matteo Manera, 2015. "How Does Stock Market Volatility React to Oil Shocks?," Working Papers 2014.110, Fondazione Eni Enrico Mattei.
- Kilian, Lutz & Zhou, Xiaoqing, 2023.
"A broader perspective on the inflationary effects of energy price shocks,"
Energy Economics, Elsevier, vol. 125(C).
- Kilian, Lutz & Zhou, Xiaoqing, 2022. "A Broader Perspective on the Inflationary Effects of Energy Price Shocks," CEPR Discussion Papers 17763, C.E.P.R. Discussion Papers.
- Kilian, Lutz & Zhou, Xiaoqing, 2023. "A broader perspective on the inflationary effects of energy price shocks," CFS Working Paper Series 686, Center for Financial Studies (CFS).
- Lutz Kilian & Xiaoqing Zhou, 2022. "A Broader Perspective on the Inflationary Effects of Energy Price Shocks," Working Papers 2224, Federal Reserve Bank of Dallas.
- Lutz Kilian & Xiaoqing Zhou, 2020.
"Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts,"
CESifo Working Paper Series
8516, CESifo.
- Lutz Kilian & Xiaoqing Zhou, 2020. "Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts," Working Papers 2025, Federal Reserve Bank of Dallas.
- Kilian, Lutz & Zhou, Xiaoqing, 2020. "Oil prices, gasoline prices and inflation expectations: A new model and new facts," CFS Working Paper Series 645, Center for Financial Studies (CFS).
- Kilian, Lutz & Zhou, Xiaoqing, 2020. "Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts," CEPR Discussion Papers 15168, C.E.P.R. Discussion Papers.
- Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael, 2012.
"Considering macroeconomic indicators in the food before fuel nexus,"
Energy Economics, Elsevier, vol. 34(6), pages 2021-2028.
- Qiu, Cheng & Colson, Gregory & Wetzstein, Michael E., 2011. "Considering Macroeconomic Indicators in the Food versus Fuel Issues," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103689, Agricultural and Applied Economics Association.
- Jozef BarunÃk & Evžen KoÄ enda b,a & Lukáš Vácha, 2016.
"Volatility Spillovers Across Petroleum Markets,"
The Energy Journal, , vol. 37(1), pages 136-158, January.
- Jozef Baruník, Evzen Kocenda and Lukáa Vácha, 2015. "Volatility Spillovers Across Petroleum Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2014. "How does bad and good volatility spill over across petroleum markets?," Papers 1405.2445, arXiv.org.
- Jozef Baruni & Evzen Kocenda & Lukas Vacha, 2015. "Volatility spillovers across petroleum markets," William Davidson Institute Working Papers Series wp1093, William Davidson Institute at the University of Michigan.
- Christiane Baumeister & Lutz Kilian, 2011.
"Real-Time Forecasts of the Real Price of Oil,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 326-336, September.
- Kilian, Lutz & Baumeister, Christiane, 2011. "Real-Time Forecasts of the Real Price of Oil," CEPR Discussion Papers 8414, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Lutz Kilian, 2011. "Real-Time Forecasts of the Real Price of Oil," Staff Working Papers 11-16, Bank of Canada.
- Arampatzidis, Ioannis & Dergiades, Theologos & Kaufmann, Robert K. & Panagiotidis, Theodore, 2021.
"Oil and the U.S. stock market: Implications for low carbon policies,"
Energy Economics, Elsevier, vol. 103(C).
- Ioannis Arampatzidis & Theologos Dergiades & Robert. K. Kaufmann & Theodore Panagiotidis, 2021. "Oil and the U.S. Stock Market: Implications for Low Carbon Policies," Working Paper series 21-19, Rimini Centre for Economic Analysis.
- Gubler, Matthias & Hertweck, Matthias S., 2013.
"Commodity price shocks and the business cycle: Structural evidence for the U.S,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 324-352.
- Gubler, Matthias & Hertweck, Matthias Sebastian, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working papers 2011/05, Faculty of Business and Economics - University of Basel.
- Dr. Matthias Gubler & Matthias S. Hertweck, 2013. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Papers 2013-05, Swiss National Bank.
- Matthias Gubler & Matthias S. Hertweck, 2011. "Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S," Working Paper Series of the Department of Economics, University of Konstanz 2011-03, Department of Economics, University of Konstanz.
- Van Robays, Ine & Belu Mănescu, Cristiana, 2014.
"Forecasting the Brent oil price: addressing time-variation in forecast performance,"
Working Paper Series
1735, European Central Bank.
- Cristiana Belu Manescu & Ine Van Robays, 2016. "Forecasting the Brent Oil Price: Addressing Time-Variation in Forecast Performance," CESifo Working Paper Series 6242, CESifo.
- Tsai, Chun-Li, 2013. "The high-frequency asymmetric response of stock returns to monetary policy for high oil price events," Energy Economics, Elsevier, vol. 36(C), pages 166-176.
- Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2011.
"Can oil prices forecast exchange rates?,"
Working Papers
11-34, Federal Reserve Bank of Philadelphia.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can oil prices forecast exchange rates?," Economics Working Papers 1461, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
- Rogoff, Kenneth & Rossi, Barbara & Ferraro, Domenico, 2011. "Can Oil Prices Forecast Exchange Rates?," CEPR Discussion Papers 8635, C.E.P.R. Discussion Papers.
- Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012. "Can Oil Prices Forecast Exchange Rates?," NBER Working Papers 17998, National Bureau of Economic Research, Inc.
- Domenico Ferraro & Kenneth Rogoff & Barbara Rossi, 2015. "Can Oil Prices Forecast Exchange Rates?," Working Papers 803, Barcelona School of Economics.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011. "Can Oil Prices Forecast Exchange Rates?," Working Papers 11-05, Duke University, Department of Economics.
- Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015.
"Volatility spillovers and macroeconomic announcements: evidence from crude oil markets,"
Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2974-2984, June.
- Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2014. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Working Papers 2014-50, Department of Research, Ipag Business School.
- Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015. "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Post-Print hal-01517417, HAL.
- Olivier Rousse & Benoît Sévi, 2016.
"Informed Trading in Oil-Futures Market,"
Working Papers
hal-01410093, HAL.
- Olivier Rousse & Benoît Sévi, 2017. "Informed trading in oil futures markets," Post-Print hal-02089772, HAL.
- Rousse, Olivier & Sévi, Benoît, 2016. "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy 249788, Fondazione Eni Enrico Mattei (FEEM).
- Rousse, O. & Sévi, B., 2016. "Informed trading in oil-futures market," Working Papers 2016-07, Grenoble Applied Economics Laboratory (GAEL).
- Olivier Rousse & Benoît Sévi, 2016. "Informed Trading in Oil-Futures Market," Working Papers 2016.70, Fondazione Eni Enrico Mattei.
- Olivier Rousse & Benoît Sévi, 2017. "Informed trading in oil futures markets," Post-Print hal-02089758, HAL.
- Güntner, Jochen & Öhlinger, Peter, 2022.
"Oil price shocks and the hedging benefit of airline investments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Jochen Güntnher & Peter Öhlinger, 2021. "Oil Price Shocks and the Hedging Benefit of Airline Investments," Economics working papers 2021-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Jobling, Andrew & Jamasb, Tooraj, 2017.
"Price volatility and demand for oil: A comparative analysis of developed and developing countries,"
Economic Analysis and Policy, Elsevier, vol. 53(C), pages 96-113.
- Andrew Jobling & Tooraj Jamasb, 2015. "Price Volatility and Demand for Oil: A Comparative Analysis of Developed and Developing Countries," Working Papers EPRG 1507, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Andrew Jobling & Tooraj Jamasb, 2015. "Price Volatility and Demand for Oil: A Comparative Analysis of Developed and Developing Countries," Cambridge Working Papers in Economics 1512, Faculty of Economics, University of Cambridge.
- Mohamad B. Karaki, 2018.
"Asymmetries In The Responses Of Regional Job Flows To Oil Price Shocks,"
Economic Inquiry, Western Economic Association International, vol. 56(3), pages 1827-1845, July.
- Karaki, Mohamad, 2017. "Asymmetries in the Responses of Regional Job Flows to Oil Price Shocks," MPRA Paper 89796, University Library of Munich, Germany, revised 11 Aug 2017.
- Francesco Ravazzolo & Marco J. Lombardi, 2012.
"Oil price density forecasts: Exploring the linkages with stock markets,"
Working Papers
No 3/2012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Marco J. Lombardi & Francesco Ravazzolo, 2012. "Oil price density forecasts: exploring the linkages with stock markets," Working Paper 2012/24, Norges Bank.
- Lutz Kilian & Xiaoqing Zhou, 2022. "Oil prices, gasoline prices, and inflation expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 867-881, August.
- Bradley T. Ewing & Mark A. Thompson, 2018. "Modeling the Response of Gasoline-Crude Oil Price Crack Spread Macroeconomic Shocks," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(2), pages 203-213, June.
- 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.
- Lutz Kilian & Robert J. Vigfusson, 2017.
"The Role of Oil Price Shocks in Causing U.S. Recessions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1747-1776, December.
- Lutz Kilian & Robert J. Vigfusson, 2014. "The Role of Oil Price Shocks in Causing U.S. Recessions," International Finance Discussion Papers 1114, Board of Governors of the Federal Reserve System (U.S.).
- Lutz Kilian & Robert J. Vigfusson, 2016. "The Role of Oil Price Shocks in Causing U.S. Recessions," CESifo Working Paper Series 5743, CESifo.
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The role of oil price shocks in causing U.S. recessions," CFS Working Paper Series 460, Center for Financial Studies (CFS).
- Kilian, Lutz & Vigfusson, Robert J., 2014. "The Role of Oil Price Shocks in Causing U.S. Recessions," CEPR Discussion Papers 10040, C.E.P.R. Discussion Papers.
- Joëts, Marc & Mignon, Valérie & Razafindrabe, Tovonony, 2017.
"Does the volatility of commodity prices reflect macroeconomic uncertainty?,"
Energy Economics, Elsevier, vol. 68(C), pages 313-326.
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