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Another look on the relationships between oil prices and energy prices
16 references·0 citing·39 second hop
Another look on the relationships between oil prices and energy prices (2016)Another look on the relationships between…Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Quantile cointegration in the…Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2013)Asymmetric and nonlinear pass…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …What Drives Natural Gas Prices? (2008)What Drives Natural Gas Price…The Relationship of Natural Gas to Oil Prices (2008)The Relationship of Natural G…ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)ECONOMETRIC MODELS OF ASYMMET…The UK Market for Natural Gas, Oil and Electricity: Are the Prices Decoupled? (2006)The UK Market for Natural Gas…New Evidence on Asymmetric Gasoline Price Responses (2003)New Evidence on Asymmetric Ga…Hidden Cointegration (2002)Hidden CointegrationFurther Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Prices Rise Faster than They Fall (2000)Prices Rise Faster than They …Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Do Gasoline Prices Respond As…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Oil price shocks and stock market activity (1999)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Oil Price Shocks and the Dispersion Hypothesis (1986)This is what happened to the oil price-macroeconomy relationship (1996)Allocative Disturbances and Specific Capital in Real Business Cycle Theories (2016)Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits (1992)Asymmetric Price Adjustment and Economic Fluctuations (1994)Asymmetric Price Transmission: A Survey (2004)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What is an Oil Shock? (2000)The Economic Effects of Energy Price Shocks (2008)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)Biases in Dynamic Models with Fixed Effects (1981)Bounds testing approaches to the analysis of level relationships (2001)Dynamic panels with threshold effect and endogeneity (2016)Revisiting the role of renewable and non-renewable energy consumption on Turkey’s ecological footprint: Evidence from Quantile ARDL approach (2020)Investigate the role of technology innovation and renewable energy in reducing transport sector CO 2 emission in China: A path toward sustainable development (2021)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The Theory of Industrial Organization (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Residual-based tests for cointegration in models with regime shifts (1996)The Quarterly Journal of Economics (2024)Some properties of time series data and their use in econometric model specification (1981)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Oil prices and economic activity: An asymmetric cointegration approach (2006)Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
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References

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  • 2006The UK Market for Natural Gas, Oil and Electricity: Are the Prices Decoupled?

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222 cited
  • 2008The Relationship of Natural Gas to Oil Prices208 cited
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