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Macroeconomic effects of precautionary demand for oil

Anzuini, Alessio; Pagano, Patrizio; Pisani, Massimiliano - In: Journal of applied econometrics 30 (2015) 6, pp. 968-986

Persistent link: https://www.econbiz.de/10011431679

Oil supply news in a VAR : information from financial markets

Anzuini, Alessio - 2007

Persistent link: https://www.econbiz.de/10013443346

Risk-adjusted forecasts of oil prices

Pagano, Patrizio (contributor); … - 2006

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Risk-adjusted forecasts of oil prices

Pagano, Patrizio; Pisani, Massimiliano - In: The B.E. journal of macroeconomics 9 (2009) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10009577422

Foreign exchange reserve diversification and the "exorbitant privilege"

Cova, Pietro; Pagano, Patrizio; Pisani, Massimiliano - 2014

Persistent link: https://www.econbiz.de/10010495647

Risk-adjusted forecasts of oil prices

Pagano, Patrizio; Pisani, Massimiliano - 2009

This paper documents the existence of a significant forecast error on crude oil futures. We interpret it as a risk premium, which, in part, could have been explained by means of a real-time US business cycle indicator, such as the degree of capacity utilization in manufacturing. This result is...