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Interpreting the movement of oil prices: Driven by fundamentals or bubbles?
16 references·1 citing·38 second hop
Interpreting the movement of oil prices: Driven by fundamentals or bubbles? (2016)Interpreting the movement of oil prices: …Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (2012)Did Unexpectedly Strong Econo…Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)Testing for Speculative Bubbl…New evidence on oil price and firm returns (2011)New evidence on oil price and…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Causes and Consequences of the Oil Shock of 2007–08 (2009)Causes and Consequences of th…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesStriking oil: Another puzzle? (2008)Striking oil: Another puzzle?Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSStatistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)Pitfalls in Testing for Explo…Symposium on Bubbles (1990)Symposium on BubblesCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Causes and consequences of oil price shocks on the UK economy (2018)Causes and consequences of oi…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Ants, Rationality, and Recruitment (1993)Efficient market hypothesis and forecasting (2003)Oil and the Macroeconomy since World War II (1983)This is what happened to the oil price-macroeconomy relationship (1996)What is an Oil Shock? (2000)What do we learn from the price of crude oil futures? (2010)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Oil Prices and the Stock Market (2012)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)Speculators, commodities and cross-market linkages (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 1991Pitfalls in Testing for Explosive Bubbles in Asset Prices685 cited
  • 2008Striking oil: Another puzzle?616 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 2011New evidence on oil price and firm returns534 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 2011Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods455 cited
  • 1990Symposium on Bubbles451 cited

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  • 2012Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?370 cited
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    • 2018Causes and consequences of oil price shocks on the UK economy83 cited