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The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie; Bao Hoang Nguyen; Trung Duc Tran - In: Journal of applied econometrics 37 (2022) 5, pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
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Facts and fiction in oil market modeling
Kilian, Lutz - 2019
Baumeister and Hamilton (2019a) assert that every critique of their work on oil markets by Kilian and Zhou (2019a) is without merit. In addition, they make the case that key aspects of the economic and econometric analysis in the widely used oil market model of Kilian and Murphy (2014) and its...
Persistent link: https://www.econbiz.de/10012227495
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The econometrics of oil market VAR models
Kilian, Lutz; Zhou, Xiaoqing - 2020
unconventional, puzzling or erroneous conclusions. Finally, we discuss the construction of extraneous measures of oil demand and oil …
Persistent link: https://www.econbiz.de/10012230527
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How do supply or demand shocks affect the US oil market?
Vides, José Carlos; Feria, Julia; Golpe, Antonio A.; … - In: Financial innovation : FIN 10 (2024), pp. 1-27
(RBOB), heating oil, diesel and kerosene are supply-driven integrated and conventional gasoline and kero‑ sene are demand … that the Rocket and Feathers hypothesis is not fulflled when a negative shock appears. Conversely, the Verleger hypothesis … is supported when a negative shock appears for conventional gasoline and kerosene. These results provide important policy …
Persistent link: https://www.econbiz.de/10014532027
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Transitory and permanent shocks in the global market for crude oil
Rebei, Nooman; Sbia, Rashid - 2020
and permanent shocks on oil demand and supply as well as speculative disturbances. We find evidence of significant …
Persistent link: https://www.econbiz.de/10012251290
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Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano; Fontini, Fulvio; Talebbeydokhti, … - In: Energy economics 79 (2019), pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
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Oil price shocks in a data-rich environment
Aastveit, Knut Are - In: Energy economics 45 (2014), pp. 268-279
Persistent link: https://www.econbiz.de/10010505375
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Causality-in-quantiles between crude oil and stock markets : evidence from emerging economies
Bhatia, Vaneet; Basu, Sankarshan - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819833
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Not all oil shocks on the trade balance are alike : empirical evidence from South Korea
Baek, Jungho - In: Australian economic papers 61 (2022) 2, pp. 291-303
Persistent link: https://www.econbiz.de/10013280207
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Measuring dynamic spillovers between crude oil and grain commodity markets : a comparative analysis of demand and supply shocks
Ni, Guohua; Cherif, Houda H. A. D. J.; Chen, Zhenling - In: Finance research letters 67 (2024) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10015061431