Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Do global risk perceptions influence world oil prices?

16 references·11 citing·27 second hop

FromToDepth

this work references cited by second hop

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
2001Bounds testing approaches to the analysis of level relationships20,339 cited
1988Statistical analysis of cointegration vectors17,038 cited
1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
1998Generalized impulse response analysis in linear multivariate models6,129 cited
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1996Impulse response analysis in nonlinear multivariate models5,071 cited
2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
1990The Excess Co-Movement of Commodity Prices769 cited
2012Financialization, crisis and commodity correlation dynamics650 cited
2003Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests613 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1998Oil prices and the rise and fall of the US real exchange rate563 cited

2009Commodity prices, interest rates and the dollar544 cited

Cited by

2015Exogenous shocks and the spillover effects between uncertainty and oil price85 cited
2022The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices75 cited
2017Is food financialized? Yes, but only when liquidity is abundant67 cited
2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics65 cited
2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets64 cited
2012Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’63 cited
2015Interactions between oil and financial markets — Do conditions of financial stress matter?63 cited
2014Exploring the WTI crude oil price bubble process using the Markov regime switching model61 cited
2018Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis35 cited
2016Risk Perceptions and International Stock Market Liquidity26 cited
2013Exogenous Shocks and Information Transmission in Global Copper Futures Markets25 cited