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The role of time-varying price elasticities in accounting for volatility changes in the crude oil market

Baumeister, Christiane; Peersman, Gert - In: Journal of applied econometrics 28 (2013) 7, pp. 1087-1109

Persistent link: https://www.econbiz.de/10010351083

Response of macro variables of emerging and developed oil importers to oil price movements

Taghizadeh-Hesary, Farhad; Yoshino, Naoyuki; Mohammadi … - In: Journal of the Asia Pacific economy 21 (2016) 1, pp. 91-102

Persistent link: https://www.econbiz.de/10011442055

Forecasting excess stock returns with crude oil market data

Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324

Persistent link: https://www.econbiz.de/10011533825

The joint effects of oil price volatility and environmental risks on non-performing Loans : evidence from panel data of Organization of the Petroleum Exporting Countries

Idris, Ismail Tijjani; Nayan, Sabri - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 3, pp. 522-528

Persistent link: https://www.econbiz.de/10011550421

The effect of financial and macroeconomic factors on the oil market

Sariannidis, Nikolaos; Galyfianakis, Georgios; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 1084-1091

Persistent link: https://www.econbiz.de/10011456477

Oil prices and the global economy : is it different this time around?

Mohaddes, Kamiar; Pesaran, M. Hashem - 2016

The recent plunge in oil prices has brought into question the generally accepted view that lower oil prices are good for the US and the global economy. In this paper, using a quarterly multi-country econometric model, we first show that a fall in oil prices tends relatively quickly to lower...

Persistent link: https://www.econbiz.de/10011502542

What drives long-term oil market volatility? : fundamentals versus speculation

Yin, Libo; Zhou, Yimin - 2016

-term and long-term components regarding oil market volatility. The results indicate that a global demand shock is the only … factor found not only to be positive but to also significantly increase long- and short-term oil volatility in the full … speculative demand shock has helped to stabilize long-term oil volatility during the post-2004 period. The results also suggest …

Persistent link: https://www.econbiz.de/10011514262

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: Agricultural and Food Economics : AFE 4 (2016) 23, pp. 1-23

agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … transmission effects between EU and World butter prices. EU butter shocks further spillover to palm oil volatility. In addition …, there is evidence that oil prices spillover to World butter prices and World butter volatility. …

Persistent link: https://www.econbiz.de/10011556435

Forecasting crude oil market volatility in the context of economic slowdown in emerging markets

Morard, Bernard; Balu, Florentina - In: Theoretical and applied economics : GAER review 21 (2014) 5, pp. 19-36

Persistent link: https://www.econbiz.de/10011557676

Crude volatility : the history and future of boom-bust oil prices

McNally, Robert - Columbia University / Center on Global Energy Policy - 2017

Introduction: the Texas paradox -- And then there was light: from chaos to order in the kerosene era (1859-1911) -- No Rockefeller, no peace: boom-bust returns (1912-1933) -- Why are oil prices prone to boom bust cycles? -- The Texas era of price stability: US supply controls and international...

Persistent link: https://www.econbiz.de/10011564784