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What Drives Oil Prices? Emerging Versus Developed Economies

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Cited by:

  1. Bjørnland, Hilde C. & Thorsrud, Leif Anders & Torvik, Ragnar, 2019. "Dutch disease dynamics reconsidered," European Economic Review, Elsevier, vol. 119(C), pages 411-433.
  2. 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.
  3. Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2018. "Oil and Macroeconomic (In)stability," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 128-151, October.
  4. Cross, Jamie & Nguyen, Bao H., 2017. "The relationship between global oil price shocks and China's output: A time-varying analysis," Energy Economics, Elsevier, vol. 62(C), pages 79-91.
  5. 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).
  6. Derek Bunn, Julien Chevallier, Yannick Le Pen, and Benoit Sevi, 2017. "Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  7. 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.
  8. Guerrero-Escobar, Santiago & Hernandez-del-Valle, Gerardo & Hernandez-Vega, Marco, 2019. "Do heterogeneous countries respond differently to oil price shocks?," Journal of Commodity Markets, Elsevier, vol. 16(C).
  9. Dai, Zhifeng & Kang, Jie & Hu, Yangli, 2021. "Efficient predictability of oil price: The role of number of IPOs and U.S. dollar index," Resources Policy, Elsevier, vol. 74(C).
  10. Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  11. Camacho, Maximo, 2020. "What do international energy prices have in common after taking into account the key drivers?," DES - Working Papers. Statistics and Econometrics. WS 31647, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Jamie L. Cross & Chenghan Hou & Bao H. Nguyen, 2018. "On the China factor in international oil markets: A regime switching approach," Working Papers No 11/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  13. De Santis, Roberto A. & Tornese, Tommaso, 2023. "Energy supply shocks’ nonlinearities on output and prices," Working Paper Series 2834, European Central Bank.
  14. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
  15. Cunado, Juncal & Jo, Soojin & Perez de Gracia, Fernando, 2015. "Macroeconomic impacts of oil price shocks in Asian economies," Energy Policy, Elsevier, vol. 86(C), pages 867-879.
  16. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2016. "Sovereign yields and the risk-taking channel of currency appreciation," BIS Working Papers 538, Bank for International Settlements.
  17. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
  18. Steven Wei Ho & Ji Zhang & Hao Zhou, 2018. "Hot Money and Quantitative Easing: The Spillover Effects of U.S. Monetary Policy on the Chinese Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1543-1569, October.
  19. Souza, Rodrigo da Silva & Fry-McKibbin, Renée, 2021. "Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 781-800.
  20. Ansgar Belke & Christian Dreger & Irina Dubova, 2019. "On the exposure of the BRIC countries to global economic shocks," The World Economy, Wiley Blackwell, vol. 42(1), pages 122-142, January.
  21. Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A new monthly indicator of global real economic activity," Globalization Institute Working Papers 244, Federal Reserve Bank of Dallas.
  22. Wen, Jun & Zhao, Xin-Xin & Chang, Chun-Ping, 2021. "The impact of extreme events on energy price risk," Energy Economics, Elsevier, vol. 99(C).
  23. Hilde C. Bjørnland & Leif Anders Thorsrud, 2019. "Commodity prices and fiscal policy design: Procyclical despite a rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 161-180, March.
  24. Nooman Rebei & Rashid Sbia, 2021. "Transitory and permanent shocks in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(7), pages 1047-1064, November.
  25. Hilde C. Bjørnland & Leif A. Thorsrud, 2016. "Boom or Gloom? Examining the Dutch Disease in Two‐speed Economies," Economic Journal, Royal Economic Society, vol. 126(598), pages 2219-2256, December.
  26. de Medeiros, Rennan Kertlly & da Silva Bejarano Aragón, Edilean Kleber & Besarria, Cássio da Nóbrega, 2023. "Effects of oil market sentiment on macroeconomic variables," Resources Policy, Elsevier, vol. 83(C).
  27. 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.
  28. Kumar, Abhishek & Mallick, Sushanta, 2024. "Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks," Energy Economics, Elsevier, vol. 129(C).
  29. Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin, 2021. "Forecasting energy commodity prices: A large global dataset sparse approach," Energy Economics, Elsevier, vol. 98(C).
  30. Grzegorz Zimon, 2023. "Prospects for the Development of Transport in Poland during the Energy Crisis," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 56-60, May.
  31. Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
  32. Alexandra HOROBEȚ & Maria-Alexandra DALU & Cristina NEGREANU, 2024. "Evaluating The Impact Of Energy Price Shocks On Emerging Countries From The Non-Euro Area: A Macroeconomic Analysis," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 19(1), pages 334-349, April.
  33. Caraiani, Petre, 2019. "Oil shocks and production network structure: Evidence from the OECD," Energy Economics, Elsevier, vol. 84(C).
  34. de Albuquerquemello, Vinícius Phillipe & de Medeiros, Rennan Kertlly & da Nóbrega Besarria, Cássio & Maia, Sinézio Fernandes, 2018. "Forecasting crude oil price: Does exist an optimal econometric model?," Energy, Elsevier, vol. 155(C), pages 578-591.
  35. Krzysztof Drachal, 2018. "Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework," Energies, MDPI, vol. 11(5), pages 1-24, May.
  36. Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
  37. Francesco Ravazzolo & Joaquin Vespignani, 2020. "World steel production: A new monthly indicator of global real economic activity," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 743-766, May.
  38. Antoine A. Djogbenou, 2020. "Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 344-370, April.
  39. Al Jabri, Salwa & Raghavan, Mala & Vespignani, Joaquin, 2022. "Oil prices and fiscal policy in an oil-exporter country: Empirical evidence from Oman," Energy Economics, Elsevier, vol. 111(C).
  40. Márcio Poletti Laurini & Roberto Baltieri Mauad & Fernando Antonio Lucena Aiube, 2016. "Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets," Working Papers Series 415, Central Bank of Brazil, Research Department.
  41. Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022. "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 882-895, August.
  42. Riggi, Marianna & Venditti, Fabrizio, 2015. "The time varying effect of oil price shocks on euro-area exports," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 75-94.
  43. Guo, Ranran & Ye, Wuyi, 2021. "A model of dynamic tail dependence between crude oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  44. Lutz Kilian & Xiaoqing Zhou, 2023. "The Econometrics of Oil Market VAR Models," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 65-95, Emerald Group Publishing Limited.
  45. George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
  46. Gaoke Liao & Zhenghui Li & Ziqing Du & Yue Liu, 2019. "The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks," Energies, MDPI, vol. 12(11), pages 1-17, June.
  47. Deqing Wang & Yinqiu Song & Hongyan Zhang & Shengjie Pan, 2020. "The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(3), pages 325-339, March.
  48. Jan Ditzen & Francesco Ravazzolo, 2022. "Dominant Drivers of National Inflation," BEMPS - Bozen Economics & Management Paper Series BEMPS97, Faculty of Economics and Management at the Free University of Bozen.
  49. Inoue, Atsushi & Kilian, Lutz, 2022. "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
  50. Christian Dreger & Teymur Rahmani, 2016. "The impact of oil revenues on the Iranian economy and the Gulf states," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 40(1), pages 36-49, March.
  51. Caraiani, Petre, 2022. "The impact of oil supply news shocks on corporate investments and the structure of production network," Energy Economics, Elsevier, vol. 110(C).
  52. Sophio Togonidze & Evžen Kočenda, 2022. "Macroeconomic implications of oil price shocks to emerging economies: a Markov regime-switching approach," FFA Working Papers 4.009, Prague University of Economics and Business, revised 06 Sep 2022.
  53. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021. "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, vol. 74(C).
  54. Mohaddes, Kamiar & Pesaran, M. Hashem, 2016. "Country-specific oil supply shocks and the global economy: A counterfactual analysis," Energy Economics, Elsevier, vol. 59(C), pages 382-399.
  55. Uğur Akkoç & Anıl Akçağlayan & Gamze Kargın Akkoç, 2021. "The impacts of oil price shocks in Turkey: sectoral evidence from the FAVAR approach," Economic Change and Restructuring, Springer, vol. 54(4), pages 1147-1171, November.
  56. Hong Thai Le & Marta Disegna, 2018. "Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery," BAFES Working Papers BAFES25, Department of Accounting, Finance & Economic, Bournemouth University.
  57. Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
  58. Yin, Libo & Zhou, Yimin, 2016. "What drives long-term oil market volatility? Fundamentals versus speculation," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-26.
  59. Hilde C. Bjørnland & Leif Anders Thorsrud, 2013. "Boom or gloom? Examining the Dutch disease in a two-speed economy," CAMA Working Papers 2013-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  60. Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019. "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, vol. 80(C), pages 86-99.
  61. Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019. "New Kid on the Block? China vs the US in World Oil Markets," Working Papers No 02/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  62. Samya Beidas-Strom & Mr. Andrea Pescatori, 2014. "Oil Price Volatility and the Role of Speculation," IMF Working Papers 2014/218, International Monetary Fund.
  63. Lorusso, Marco & Pieroni, Luca, 2018. "Causes and consequences of oil price shocks on the UK economy," Economic Modelling, Elsevier, vol. 72(C), pages 223-236.
  64. Dai, Zhifeng & Kang, Jie, 2021. "Bond yield and crude oil prices predictability," Energy Economics, Elsevier, vol. 97(C).
  65. Phan, Dinh Hoang Bach & Narayan, Paresh Kumar & Gong, Qiang, 2021. "Terrorist attacks and oil prices: Hypothesis and empirical evidence," International Review of Financial Analysis, Elsevier, vol. 74(C).
  66. Djogbenou, Antoine & Sufana, Razvan, 2024. "Tests for group-specific heterogeneity in high-dimensional factor models," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
  67. Baumeister, Christiane & Hamilton, James D., 2020. "Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 109(C).
  68. Nikitopoulos, Christina Sklibosios & Squires, Matthew & Thorp, Susan & Yeung, Danny, 2017. "Determinants of the crude oil futures curve: Inventory, consumption and volatility," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 53-67.
  69. Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H., 2021. "On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee ," Energy Economics, Elsevier, vol. 95(C).
  70. Gong, Xu & Chen, Liqiang & Lin, Boqiang, 2020. "Analyzing dynamic impacts of different oil shocks on oil price," Energy, Elsevier, vol. 198(C).
  71. 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.
  72. Wei, Yanfeng & Guo, Xiaoying, 2016. "An empirical analysis of the relationship between oil prices and the Chinese macro-economy," Energy Economics, Elsevier, vol. 56(C), pages 88-100.
  73. Zeina Alsalman, 2021. "Does the source of oil supply shock matter in explaining the behavior of U.S. consumer spending and sentiment?," Empirical Economics, Springer, vol. 61(3), pages 1491-1518, September.
  74. Benjamin Beckers & Samya Beidas-Strom, 2015. "Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?," IMF Working Papers 2015/251, International Monetary Fund.
  75. Mont'Alverne Duarte, Angelo & Gaglianone, Wagner Piazza & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor, 2021. "Commodity prices and global economic activity: A derived-demand approach," Energy Economics, Elsevier, vol. 96(C).
  76. Peng Li & Yaofu Ouyang, 2023. "Oil price shocks and China’s consumer and entrepreneur sentiment: a Bayesian structural VAR approach," Empirical Economics, Springer, vol. 65(5), pages 2241-2271, November.
  77. Guo, Jiaqi & Long, Shaobo & Luo, Weijie, 2022. "Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas," International Review of Financial Analysis, Elsevier, vol. 83(C).
  78. Eickmeier, Sandra & Kühnlenz, Markus, 2018. "China'S Role In Global Inflation Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 225-254, March.
  79. Gong, Xiao-Li & Liu, Jian-Min & Xiong, Xiong & Zhang, Wei, 2021. "The dynamic effects of international oil price shocks on economic fluctuation," Resources Policy, Elsevier, vol. 74(C).
  80. Caldara, Dario & Cavallo, Michele & Iacoviello, Matteo, 2019. "Oil price elasticities and oil price fluctuations," Journal of Monetary Economics, Elsevier, vol. 103(C), pages 1-20.
  81. Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  82. Dąbrowski, Marek A. & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2022. "The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model," Energy Economics, Elsevier, vol. 110(C).
  83. Zhang, Wen, 2022. "China’s government spending and global inflation dynamics: The role of the oil price channel," Energy Economics, Elsevier, vol. 110(C).
  84. Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022. "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, vol. 28(C).
  85. Steven Wei Ho & Ji Zhang & Hao Zhou, 2014. "Hot money and quantitative easing: the spillover effect of U.S. monetary policy on Chinese housing, equity and loan markets," Globalization Institute Working Papers 211, Federal Reserve Bank of Dallas.
  86. Liu, Xianglong Locky & Nassios, Jason & Giesecke, James, 2024. "To tax or to spend? Modelling tax policy responses to oil price shocks," Energy Policy, Elsevier, vol. 185(C).
  87. Even Comfort Hvinden, 2019. "OPEC's crude game," Working Papers No 10/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  88. 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).
  89. Carstensen, K. & Salzmann, L., 2017. "The G7 business cycle in a globalized world," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 134-161.
  90. Khalil, Makram, 2022. "Oil prices, manufacturing goods, and nontradeable services," Journal of International Economics, Elsevier, vol. 134(C).
  91. 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.
  92. Piersanti, Giovanni & Piersanti, Mirko & Cicone, Antonio & Canofari, Paolo & Di Domizio, Marco, 2020. "An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm," Energy Economics, Elsevier, vol. 92(C).
  93. 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.
  94. Jon Ellingsen & Caroline Espegren, 2022. "Lost in transition? Earnings losses of displaced petroleum workers," Working Papers No 06/2022, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  95. Fernando Avalos & Marco Jacopo Lombardi, 2015. "The biofuel connection: impact of US regulation on oil and food prices," BIS Working Papers 487, Bank for International Settlements.
  96. Francesco Ravazzolo & Joaquin L. Vespignani, 2015. "A new monthly indicator of global real economic activity," Globalization Institute Working Papers 244, Federal Reserve Bank of Dallas.
  97. Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
  98. Rafik Nazarian & Ashkan Amiri, 2014. "Asymmetry of the Oil Price Pass Through to Inflation in Iran," International Journal of Energy Economics and Policy, Econjournals, vol. 4(3), pages 457-464.
  99. Tarek Bouazizi & Mongi Lassoued & Zouhaier Hadhek, 2021. "Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 281-292.
  100. de Jesus, Diego Pitta & Lenin Souza Bezerra, Bruno Felipe & da Nóbrega Besarria, Cássio, 2020. "The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries," Research in International Business and Finance, Elsevier, vol. 54(C).
  101. Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
  102. Lyu, Yifei, 2021. "Accounting for the declining economic effects of oil price shocks," Energy Economics, Elsevier, vol. 96(C).
  103. Luan, Yunpeng & Ye, Shili & Li, Yanmei & Jia, Lu & Yue, Xiao-Guang, 2022. "Revisiting natural resources volatility via TGARCH and EGARCH," Resources Policy, Elsevier, vol. 78(C).
  104. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
  105. 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).
  106. 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.
  107. Li Ping & Li Jie & Zhang Ziyi, 2021. "The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy," Journal of Systems Science and Information, De Gruyter, vol. 9(5), pages 469-497, October.
  108. Drachal, Krzysztof, 2021. "Forecasting crude oil real prices with averaging time-varying VAR models," Resources Policy, Elsevier, vol. 74(C).
  109. Liu, Feng & Shao, Shuai & Li, Xin & Pan, Na & Qi, Yu, 2023. "Economic policy uncertainty, jump dynamics, and oil price volatility," Energy Economics, Elsevier, vol. 120(C).
  110. Zhu, Huiming & Chen, Xiuyun, 2019. "Asymmetric effects of oil prices and exchange rates on China’s industrial prices," Energy Economics, Elsevier, vol. 84(C).
  111. Antoine A. Djogbenou, 2024. "Identifying oil price shocks with global, developed, and emerging latent real economy activity factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 128-149, January.
  112. Aastveit, Knut Are, 2014. "Oil price shocks in a data-rich environment," Energy Economics, Elsevier, vol. 45(C), pages 268-279.
  113. Camacho, Maximo & Caro, Angela & Peña, Daniel, 2023. "What drives industrial energy prices?," Economic Modelling, Elsevier, vol. 120(C).
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