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Have commodities become a financial asset? Evidence from ten years of Financialization
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Have commodities become a financial asset? Evidence from ten years of Financialization (2020)Have commodities become a financial asset…Measuring Uncertainty (2015)Measuring UncertaintyTHE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Political uncertainty and risk premia (2013)Political uncertainty and ris…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…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…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesMarket Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Facts and Fantasies about Commodity Futures (2006)Facts and Fantasies about Com…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…The day-of-the-week-effect on the volatility of commodities (2021)The day-of-the-week-effect on…Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach (2018)Financialization and De-Finan…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)This is what happened to the oil price-macroeconomy relationship (1996)What is an Oil Shock? (2000)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)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)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)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)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Residual-based tests for cointegration in models with regime shifts (1996)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Uncertainty about Government Policy and Stock Prices (2012)Policy Uncertainty and Corporate Investment (2015)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)COVID-Induced Economic Uncertainty (2020)
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References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2009

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Causes and Consequences of the Oil Shock of 2007–08
1,101 cited

Cited by

  • 2018Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach81 cited
  • 2021The day-of-the-week-effect on the volatility of commodities23 cited