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Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findings
16 references·0 citing·34 second hopsampled
Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findings (2018)Recent drivers of the real oil price: Rev…The Impact of the Fracking Boom on Arab Oil Producers (2017)The Impact of the Fracking Bo…Modeling Fluctuations in the Global Demand for Commodities (2017)Modeling Fluctuations in the …Understanding the Decline in the Price of Oil since June 2014 (2016)Understanding the Decline in …Lower Oil Prices and the U.S. Economy: Is This Time Different? (2016)Lower Oil Prices and the U.S.…WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES (2014)WHAT CENTRAL BANKERS NEED TO …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…THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET (2012)THE ROLE OF TIME‐VARYING PRIC…Monetary Policy Responses to Oil Price Fluctuations (2012)Monetary Policy Responses to …Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market (2010)Explaining Fluctuations in Ga…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Do structural oil-market shocks affect stock prices? (2009)Do structural oil-market shoc…The Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…What is an Oil Shock? (2000)What is an Oil Shock?Economic Forces and the Stock Market (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Econometrics of Financial Markets (2012)Oil prices, US stock return, and the dependence between their quantiles (2015)Causes and Consequences of the Oil Shock of 2007-08 (2009)EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES (2015)Narrative Sign Restrictions for SVARs (2018)Oil price elasticities and oil price fluctuations (2018)Irreversibility, Uncertainty, and Cyclical Investment (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Output Fluctuations in the United States: What Has Changed Since the Early 1980's? (2000)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Inflation-Gap Persistence in the US (2009)Forecasting the Price of Oil (2013)Oil and the Macroeconomy since World War II (1983)Statistical inference in vector autoregressions with possibly integrated processes (1995)Efficient Tests for an Autoregressive Unit Root (1996)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach (2017)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)Measuring global economic activity (2019)Measuring global real economic activity: Do recent critiques hold up to scrutiny? (2019)Energy Markets and Global Economic Conditions (2020)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,704 cited
  • 2000What is an Oil Shock?2,212 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,871 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,471 cited
  • 2008The Economic Effects of Energy Price Shocks1,333 cited
  • 2011Oil prices, exchange rates and emerging stock markets729 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2012THE ROLE OF TIME‐VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET404 cited
  • 2013Quantifying the speculative component in the real price of oil: The role of global oil inventories316 cited
  • 2017Modeling Fluctuations in the Global Demand for Commodities265 cited
  • 2016Understanding the Decline in the Price of Oil since June 2014263 cited
  • 2012Monetary Policy Responses to Oil Price Fluctuations198 cited
  • 2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES167 cited
  • 2010Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market166 cited
  • 2016

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Lower Oil Prices and the U.S. Economy: Is This Time Different?
164 cited
  • 2017The Impact of the Fracking Boom on Arab Oil Producers114 cited
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