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Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models
16 references·16 citing·46 second hopsampled
Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016)Impacts of OPEC's political risk on the i…What drives natural gas prices? — A structural VAR approach (2014)What drives natural gas price…Oil price shocks and agricultural commodity prices (2014)Oil price shocks and agricult…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Quantifying the speculative c…Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…The relationship between oil price shocks and China’s macro-economy: An empirical analysis (2010)The relationship between oil …Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)Estimating the impact of extr…Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Relationships between oil pri…A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries (2008)A Comparison of the Effects o…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …A comparison of some common methods for detecting Granger noncausality (2006)A comparison of some common m…Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports (2004)Hedgers, funds, and small spe…Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries (1999)Do monetary policy shocks mat…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Macroeconomics and Reality (1980)Macroeconomics and RealityThe impact of Russia–Ukraine war on crude oil prices: an EMC framework (2024)The impact of Russia–Ukraine …Unveiling the impact of geopolitical conflict on oil prices: A case study of the Russia-Ukraine War and its channels (2023)Unveiling the impact of geopo…The impact of geopolitical risk on the behavior of oil prices and freight rates (2023)The impact of geopolitical ri…Impact of geopolitical risk on the volatility of natural resource commodity futures prices in China (2023)Impact of geopolitical risk o…How Do Political Tensions and Geopolitical Risks Impact Oil Prices? (2023)How Do Political Tensions and…The historic oil price fluctuation during the Covid-19 pandemic: What are the causes? (2021)The historic oil price fluctu…How geopolitical risk drives exchange rate and oil prices? A wavelet-based analysis (2021)How geopolitical risk drives …How do geopolitical risks affect oil prices and freight rates? (2021)How do geopolitical risks aff…The pass-through effects of oil price shocks on China's inflation: A time-varying analysis (2020)The pass-through effects of o…A review of resource curse burden on inflation in Venezuela (2020)A review of resource curse bu…The VEC-NAR model for short-term forecasting of oil prices (2018)The VEC-NAR model for short-t…The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices (2017)The response of the Beijing c…OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics (2017)OPEC, Saudi Arabia, and the s…How does investor attention affect international crude oil prices? (2017)How does investor attention a…Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model (2017)Dynamics of crude oil and gol…Dynamic relationship of oil price shocks and country risks (2017)Dynamic relationship of oil p…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The role of renewable energy consumption in economic growth: Evidence from asymmetric causality (2016)From nonrenewable to renewable energy and its impact on economic growth: The role of research & development expenditures in Asia-Pacific Economic Cooperation countries (2018)Causes and Consequences of the Oil Shock of 2007–08 (2009)Speculation in the Oil Market (2014)Modeling Fluctuations in the Global Demand for Commodities (2017)Oil price elasticities and oil price fluctuations (2018)Imperfect Competition and the Effects of Energy Price Increases on Economic Activity (1996)The Long-Run Evolution of Energy Prices (1999)Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)A novel hybrid method for crude oil price forecasting (2015)A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)What is an Oil Shock? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 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
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2011Oil prices, exchange rates and emerging stock markets729 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • 2008A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries394 cited
  • 2010The relationship between oil price shocks and China’s macro-economy: An empirical analysis336 cited
  • 2013Quantifying the speculative component in the real price of oil: The role of global oil inventories316 cited
  • 2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method253 cited
  • 2014Oil price shocks and agricultural commodity prices251 cited
  • 1999Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries248 cited
  • 2014What drives natural gas prices? — A structural VAR approach

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217 cited
  • 2006A comparison of some common methods for detecting Granger noncausality167 cited
  • 2004Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports167 cited
  • Cited by

    • 2017The response of the Beijing carbon emissions allowance price (BJC) to macroeconomic and energy price indices153 cited
    • 2020The pass-through effects of oil price shocks on China's inflation: A time-varying analysis148 cited
    • 2020A review of resource curse burden on inflation in Venezuela147 cited
    • 2017Dynamic relationship of oil price shocks and country risks143 cited
    • 2023Unveiling the impact of geopolitical conflict on oil prices: A case study of the Russia-Ukraine War and its channels141 cited
    • 2023How Do Political Tensions and Geopolitical Risks Impact Oil Prices?137 cited
    • 2021The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?116 cited
    • 2017How does investor attention affect international crude oil prices?102 cited
    • 2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model101 cited
    • 2021How do geopolitical risks affect oil prices and freight rates?99 cited
    • 2023The impact of geopolitical risk on the behavior of oil prices and freight rates96 cited
    • 2024The impact of Russia–Ukraine war on crude oil prices: an EMC framework84 cited
    • 2018The VEC-NAR model for short-term forecasting of oil prices78 cited
    • 2021How geopolitical risk drives exchange rate and oil prices? A wavelet-based analysis75 cited
    • 2023Impact of geopolitical risk on the volatility of natural resource commodity futures prices in China72 cited
    • 2017OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics70 cited