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Oil price shocks and long run price and import demand behavior
Kleibergen, Frank; Urbain, Jean-Pierre; Dijk, Herman K. van - 1997
Persistent link: https://www.econbiz.de/10000988112
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OPEC and demand response to crude oil prices
Genc, Talat S. - 2017
Persistent link: https://www.econbiz.de/10011590254
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Big fish : oil markets and speculation
Cologni, Alessandro; Scarpa, Elisa; Sitzia, Francesco … - 2015
actors. In this paper, we formulate a new theory able to describe "hedging needs" as well as the role of speculators in the … the sample February 2000 November 2014, using WTI and CFTC data. Our theory is well supported by econometric evidence. In …
Persistent link: https://www.econbiz.de/10010532119
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The econometrics of oil market VAR models
Kilian, Lutz; Zhou, Xiaoqing - 2020
Oil market VAR models have become the standard tool for understanding the evolution of the real price of oil and its impact in the macro economy. As this literature has expanded at a rapid pace, it has become increasingly difficult for mainstream economists to understand the differences between...
Persistent link: https://www.econbiz.de/10012230527
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Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Nademi, Arash; Nademi, Younes - In: Energy economics 74 (2018), pp. 757-766
Persistent link: https://www.econbiz.de/10011972961
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Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
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Robust information share measures with an application on the international crude oil markets
Li, Hong; Shi, Yanlin - In: The journal of futures markets 42 (2022) 4, pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
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How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia
Polbin, Andrej; Skrobotov, Anton; Zubarev, Andrej - In: Emerging markets, finance and trade : EMFT 56 (2020) 15, pp. 3732-3745
Persistent link: https://www.econbiz.de/10012423687
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How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
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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