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Oil price elasticities and oil price fluctuations
16 references·16 citing·43 second hopsampled
Oil price elasticities and oil price fluctuations (2018)Oil price elasticities and oil price fluc…Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Structural Interpretation of …THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Structural Vector Autoregress…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …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…Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)Exogenous Oil Supply Shocks: …The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Macroeconomic Effects of …Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…What is an Oil Shock? (2000)What is an Oil Shock?The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations (1995)The Terms of Trade, the Real …Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…The Excess Co-Movement of Commodity Prices (1990)The Excess Co-Movement of Com…NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…The macroeconomic effects of oil price uncertainty (2023)The macroeconomic effects of …Green financing, financial uncertainty, geopolitical risk, and oil prices volatility (2023)Green financing, financial un…Understanding the estimation of oil demand and oil supply elasticities (2022)Understanding the estimation …Identification of SVAR Models by Combining Sign Restrictions With External Instruments (2022)Identification of SVAR Models…A commentary on emerging markets banking sector spillovers: Covid-19 vs GFC pattern analysis (2022)A commentary on emerging mark…Sustainability Assessment of Public Transport, Part II—Applying a Multi-Criteria Assessment Method to Compare Different Bus Technologies (2021)Sustainability Assessment of …Sustainability Assessment of Public Transport, Part I—A Multi-Criteria Assessment Method to Compare Different Bus Technologies (2021)Sustainability Assessment of …Is uncertainty the same everywhere? Advanced versus emerging economies (2021)Is uncertainty the same every…A closer look into the global determinants of oil price volatility (2021)A closer look into the global…Stuck in the Seventies: Gas Prices and Consumer Sentiment (2020)Stuck in the Seventies: Gas P…Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I ( 1 ) cointegrated factors (2020)Large-dimensional Dynamic Fac…Identification of Structural Vector Autoregressions by Stochastic Volatility (2020)Identification of Structural …Do Tense Geopolitical Factors Drive Crude Oil Prices? (2020)Do Tense Geopolitical Factors…Crude oil production in the Persian Gulf amidst geopolitical risk, cost of damage and resources rents: Is there asymmetric inference? (2020)Crude oil production in the P…The Effect of Oil Supply Shocks on U.S. Economic Activity: What Have We Learned? (2018)The Effect of Oil Supply Shoc…Low Inflation and Monetary Policy in the Euro Area (2017)Low Inflation and Monetary Po…Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Oil prices, US stock return, and the dependence between their quantiles (2015)Generalized impulse response analysis in linear multivariate models (1998)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Unit Roots and Cointegration in Panels (2008)Panel Vector Autoregressive Models: A Survey (2013)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)The Economics of Exhaustible Resources (1931)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)Real Business Cycles in a Small Open Economy (1991)International Real Business Cycles (1992)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Sudden Stops, Financial Crises, and Leverage (2010)Finance and Development: A Tale of Two Sectors (2011)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
  • 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations1,007 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
  • 1989NBER macroeconomics annual 1987923 cited
  • 2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks917 cited
  • 2009Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference901 cited

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  • 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • Cited by

    • 2020Crude oil production in the Persian Gulf amidst geopolitical risk, cost of damage and resources rents: Is there asymmetric inference?117 cited
    • 2021A closer look into the global determinants of oil price volatility117 cited
    • 2020Do Tense Geopolitical Factors Drive Crude Oil Prices?113 cited
    • 2023The macroeconomic effects of oil price uncertainty113 cited
    • 2018The Effect of Oil Supply Shocks on U.S. Economic Activity: What Have We Learned?111 cited
    • 2021Is uncertainty the same everywhere? Advanced versus emerging economies110 cited
    • 2020Stuck in the Seventies: Gas Prices and Consumer Sentiment84 cited
    • 2022Understanding the estimation of oil demand and oil supply elasticities76 cited
    • 2020Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I ( 1 ) cointegrated factors46 cited
    • 2020Identification of Structural Vector Autoregressions by Stochastic Volatility44 cited
    • 2021Sustainability Assessment of Public Transport, Part II—Applying a Multi-Criteria Assessment Method to Compare Different Bus Technologies41 cited
    • 2021Sustainability Assessment of Public Transport, Part I—A Multi-Criteria Assessment Method to Compare Different Bus Technologies39 cited
    • 2022Identification of SVAR Models by Combining Sign Restrictions With External Instruments37 cited
    • 2017Low Inflation and Monetary Policy in the Euro Area34 cited
    • 2022A commentary on emerging markets banking sector spillovers: Covid-19 vs GFC pattern analysis34 cited
    • 2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility33 cited