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Financial Liquidity, Geopolitics, and Oil Prices
16 references·4 citing·45 second hop
Financial Liquidity, Geopolitics, and Oil Prices (2017)Financial Liquidity, Geopolitics, and Oil…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Commodity Price Shocks and Civil Conflict: Evidence from Colombia (2013)Commodity Price Shocks and Ci…Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2011)Sign Restrictions in Structur…On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)On the impacts of oil price f…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Crude oil and stock markets: Stability, instability, and bubbles (2009)Crude oil and stock markets: …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 Closer Look at Oil, Diamonds, and Civil War (2006)A Closer Look at Oil, Diamond…Oil and the Macroeconomy Since the 1970s (2004)Oil and the Macroeconomy Sinc…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Economic Shocks and Civil Conflict: An Instrumental Variables Approach (2004)Economic Shocks and Civil Con…What is an Oil Shock? (2000)What is an Oil Shock?Cointegration and speed of convergence to equilibrium (1996)Cointegration and speed of co…Can "It" Happen Again? Essays on Instability and Finance (1982)Can "It" Happen Again? Essays…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system (2023)Time-varying impact of geopol…Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries (2022)Correlations between the crud…How geopolitical risk drives exchange rate and oil prices? A wavelet-based analysis (2021)How geopolitical risk drives …Nonlinear dynamic correlation between geopolitical risk and oil prices: A study based on high-frequency data (2020)Nonlinear dynamic correlation…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)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)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)What are the effects of monetary policy on output? 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(2014)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)Unit Roots and Cointegration in Panels (2008)The Role of Monetary Policy (1995)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (2008)What do we learn from the price of crude oil futures? (2010)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Bank profitability and the business cycle (2008)A Survey of Systemic Risk Analytics (2012)Evaluating early warning indicators of banking crises: Satisfying policy requirements (2014)
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References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 2004Economic Shocks and Civil Conflict: An Instrumental Variables Approach2,459 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2013Commodity Price Shocks and Civil Conflict: Evidence from Colombia1,186 cited
  • 1982Can "It" Happen Again? Essays on Instability and Finance1,162 cited
  • 2004Oil and the Macroeconomy Since the 1970s1,137 cited
  • 2006A Closer Look at Oil, Diamonds, and Civil War763 cited
  • 2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review689 cited
  • 2009Crude oil and stock markets: Stability, instability, and bubbles658 cited
  • 1996Cointegration and speed of convergence to equilibrium526 cited
  • 2011On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness

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487 cited
  • 2008A Comparison of the Effects of Exogenous Oil Supply Shocks on Output and Inflation in the G7 Countries394 cited
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    • 2020Nonlinear dynamic correlation between geopolitical risk and oil prices: A study based on high-frequency data82 cited
    • 2021How geopolitical risk drives exchange rate and oil prices? A wavelet-based analysis75 cited
    • 2022Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries69 cited
    • 2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system68 cited