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2021Energy: Vol. 225Fuel price co-movements among France, Germany and Italy: A time-frequency investigationClaudiu Tiberiu Albulescu, Mihai Ioan Mutascuhttp://dx.doi.org/10.2139/ssrn.2753339
2021The North American Journal of Economics and Finance: Vol. 57Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industryWensheng Kang, Fernando Perez de Gracia, Ronald A. Rattihttp://dx.doi.org/10.1146/annurev-resource-083013-114701
2021The RAND Journal of Economics: Vol. 52, Issue 4Measuring long‐run gasoline price elasticities in urban travel demandJavier D. Donnahttp://dx.doi.org/10.2139/ssrn.3250476
2021Energy Informatics: Vol. 4, Issue S2Analysis and forecasting of crude oil price based on the variable selection-LSTM integrated modelQuanying Lu, Shaolong Sun, Hongbo Duan, Shouyang Wanghttp://dx.doi.org/10.1016/j.eneco.2017.09.017
2021Energy Economics: Vol. 98Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily dataEtsuro Shiojihttp://dx.doi.org/10.1016/j.eneco.2021.105214
2021Transportation Research Interdisciplinary Perspectives: Vol. 11The response of the U.S. aviation industry to demand and supply shocks in the oil and jet fuel marketsBebonchu Atemshttp://dx.doi.org/10.1016/j.trip.2021.100452
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2021Applied Economics: Vol. 53, Issue 56Do gasoline prices respond to non-US and US oil supply shocks?Wensheng Kang, Fernando Perez de Gracia, Ronald A. Rattihttp://dx.doi.org/10.1080/00036846.2021.1946473
2021Sustainability: Vol. 13, Issue 4Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South KoreaJihoon Lee, Hong Chong Chohttp://dx.doi.org/10.3390/su13042209
2021International Journal of Finance & Economics: Vol. 26, Issue 4The impact of refinery and oil demand shocks on the motor fuel market in SwedenAmin Karimu, Samuel Salia, Javed J. Hussainhttp://dx.doi.org/10.1016/j.jeca.2023.e00326
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2020Journal of Applied Econometrics: Vol. 35, Issue 6Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?Lutz Kilian, Xiaoqing Zhouhttp://dx.doi.org/10.1002/jae.2798
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2019Energy Economics: Vol. 82Recent drivers of the real oil price: Revisiting and extending Kilian's (2009) findingsGil Kim, David Verahttp://dx.doi.org/10.1002/jae.2500
2019Energy Economics: Vol. 83Testing for short and long-run asymmetric responses and structural breaks in the retail gasoline supply chainDonald Bumpass, Christopher Douglas, Vance Ginn, M.H. Tuttlehttp://dx.doi.org/10.1016/j.eneco.2019.07.021
2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.1162/REST_a_00086
2019Review of Quantitative Finance and Accounting: Vol. 53, Issue 3Crude oil and gasoline volatility risk into a Realized-EGARCH modelBernard Ben Sitahttp://dx.doi.org/10.1086/657541
2019Journal of Commodity Markets: Vol. 13A review of the evidence on the relation between crude oil prices and petroleum product pricesLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.1016/j.eneco.2023.107254
2019OPEC Energy Review: Vol. 43, Issue 1Global crude oil market shocks and global commodity pricesMark Melichar, Bebonchu Atemshttp://dx.doi.org/10.1016/j.eneco.2017.02.010
2018SSRN Electronic Journal How are SNAP Benefits Spent? Evidence from a Retail PanelJustine S. Hastings, Jesse M. Shapirohttp://dx.doi.org/10.2139/ssrn.3124291
2018American Economic Review: Vol. 108, Issue 12How Are SNAP Benefits Spent? Evidence from a Retail PanelJustine Hastings, Jesse M. Shapirohttp://dx.doi.org/10.1002/ijfe.1995
2018SSRN Electronic JournalA Review of the Evidence on the Relation Between Crude Oil Prices and Petroleum Product PricesLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.2139/ssrn.1311873
2018Macroeconomic Dynamics: Vol. 22, Issue 3ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESISChristiane Baumeister, Lutz Kilian, Xiaoqing Zhouhttp://dx.doi.org/10.1017/S1365100516000353
2018Macroeconomic Dynamics: Vol. 22, Issue 3HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.2139/ssrn.2434159
2018SSRN Electronic Journal Subsidized Domestic Fuel Prices and Global Oil Price Shocks: Evidence From Sri LankaChanaka Ganepolahttp://dx.doi.org/10.2139/ssrn.3246803
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2017Energy Economics: Vol. 68Does the volatility of commodity prices reflect macroeconomic uncertainty?Marc Joëts, Valérie Mignon, Tovonony Razafindrabehttp://dx.doi.org/10.1177/21582440231179444
2017Journal of Applied Econometrics: Vol. 32, Issue 2Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the PumpChristiane Baumeister, Lutz Kilian, Thomas K. Leehttp://dx.doi.org/10.1002/jae.2510
2017Energy Economics: Vol. 63OPEC's kinked demand curveMarc H. Vatterhttp://dx.doi.org/10.1016/j.econmod.2015.08.026
2017Journal of Applied Econometrics: Vol. 32, Issue 1Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline DemandJohn Coglianese, Lucas W. Davis, Lutz Kilian, James H. Stockhttp://dx.doi.org/10.1007/s12197-019-09496-2
2017Energy Economics: Vol. 68Influential factors in crude oil price forecastingHong Miao, Sanjay Ramchander, Tianyang Wang, Dongxiao Yanghttp://dx.doi.org/10.1017/S1365100516000237
2017Journal of Economics and Business: Vol. 93The impact of oil shocks on the housing market: Evidence from Canada and U.SRobert N. Killins, Peter V. Egly, Diego Escobarihttp://dx.doi.org/10.1257/aer.20170866
2017Empirical Economics: Vol. 53, Issue 2Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail marketYuliya Lovcha, Alejandro Perez-Labordahttp://dx.doi.org/10.1016/j.econmod.2016.02.016
2017Journal of the Japanese and International Economies: Vol. 46Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR modelTokuo Iwaisako, Hayato Nakatahttp://dx.doi.org/10.1111/1756-2171.12397
2016Energy Economics: Vol. 55Another perspective on gasoline price responses to crude oil price changesSajjadur Rahmanhttp://dx.doi.org/10.1016/j.eneco.2015.12.021
2016The Journal of Economic Asymmetries: Vol. 13“Asymmetric asymmetries” in Eurozone markets gasoline pricingAlberto Bagnai, Christian Alexander Mongeau Ospinahttp://dx.doi.org/10.2139/ssrn.3481605
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2016SSRN Electronic JournalCyclical Properties of Supply-Side and Demand-Side Shocks in Oil-Based Commodity MarketsTomas Krehlik, Jozef Barunikhttp://dx.doi.org/10.2139/ssrn.2006849
2016SSRN Electronic Journal Does the Volatility of Commodity Prices Reflect Macroeconomic Uncertainty?Marc Joets, Vallrie Mignonhttp://dx.doi.org/10.1007/s00181-016-1145-x
2016The Annals of Regional Science: Vol. 57, Issue 1Understanding gasoline price dispersionDemet Yilmazkuday, Hakan Yilmazkudayhttp://dx.doi.org/10.1007/s00168-016-0775-4
2016SSRN Electronic Journal Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?Christiane Baumeister, Lutz Kilianhttp://dx.doi.org/10.2139/ssrn.2893037
2016Economic Modelling: Vol. 55Interpreting the movement of oil prices: Driven by fundamentals or bubbles?Yue-Jun Zhang, Ting Yaohttp://dx.doi.org/10.1287/mnsc.2014.1996
2016Economic Modelling: Vol. 59Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL modelDebdatta Pal, Subrata K. Mitrahttp://dx.doi.org/10.1007/978-3-662-43871-8_219
2015SSRN Electronic JournalInside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the PumpChristiane Baumeister, Lutz Kilian, Thomas K Leehttp://dx.doi.org/10.2139/ssrn.2550731
2015SSRN Electronic JournalHow Does Stock Market Volatility React to Oil Shocks?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.2139/ssrn.2550719
2015Economic Modelling: Vol. 51Asymmetric impact of crude price on oil product pricing in the United States: An application of multiple threshold nonlinear autoregressive distributed lag modelDebdatta Pal, Subrata Kumar Mitrahttp://dx.doi.org/10.2139/ssrn.2317588
2015SSRN Electronic JournalAnticipation, Tax Avoidance, and the Price Elasticity of Gasoline DemandJohn M. Coglianese, Lucas W. Davis, Lutz Kilian, James H. Stockhttp://dx.doi.org/10.2139/ssrn.2571196
2015Journal of Futures Markets: Vol. 35, Issue 2Petroleum Term Structure Dynamics and the Role of RegimesNikos K. Nomikos, Panos K. Pouliasishttp://dx.doi.org/10.1007/s12398-012-0085-1
2014SSRN Electronic Journal Oil Price Fluctuations and Trade Balance of TurkeyErginbay Ugurlu, Suleyman Acikalinhttp://dx.doi.org/10.1002/jae.1156
2014Natural Resource Modeling: Vol. 27, Issue 2A RATIONALIZATION OF UPS AND DOWNS OF OIL PRICES BY SLUGGISH DEMAND, UNCERTAINTY, AND NONCONCAVITYFRANZ WIRL, SEBASTIAN CABANhttp://dx.doi.org/10.32390/ksmer.2020.57.4.326
2014Management Science: Vol. 60, Issue 12The Value of Operational Flexibility in the Presence of Input and Output Price Uncertainties with Oil Refining ApplicationsLingxiu Dong, Panos Kouvelis, Xiaole Wuhttp://dx.doi.org/10.1007/s10018-012-0045-3
2014Annual Review of Resource Economics: Vol. 6, Issue 1Oil Price Shocks: Causes and ConsequencesLutz Kilianhttp://dx.doi.org/10.1016/j.econmod.2016.08.003
2014SSRN Electronic JournalWhich Petroleum Prices Best Explain Retail Fuel Price Changes?Vance Ginnhttp://dx.doi.org/10.2139/ssrn.3249045
2013Journal of Forecasting: Vol. 32, Issue 5Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?Lutz Kilian, Bruce Hickshttp://dx.doi.org/10.1002/for.2243
2013Environmental Economics and Policy Studies: Vol. 15, Issue 2Price relationships in crude oil futures: new evidence from CFTC disaggregated dataJulien Chevallierhttp://dx.doi.org/10.1002/fut.21657
2013The Energy Journal: Vol. 34, Issue 2Oil Price Shocks and the Stock Market: Evidence from JapanAbhay Abhyankar, Bing Xu, Jiayue Wanghttp://dx.doi.org/10.5547/01956574.34.2.7
2013Journal of Environmental Economics and Management: Vol. 65, Issue 2Fuel price increases and the timing of changes in household driving decisionsMelanie Cozad, Jacob LaRivierehttp://dx.doi.org/10.1016/j.jeem.2012.08.001
2013SSRN Electronic JournalInflation Dynamics and the Role of Oil Shocks: How Different Were the 1970s?Benjamin Wonghttp://dx.doi.org/10.2139/ssrn.2866908
2012Zeitschrift für Energiewirtschaft: Vol. 36, Issue 3OPEC’s StrategiesFranz Wirlhttp://dx.doi.org/10.1007/s11156-018-0763-0
2012Energy Economics: Vol. 34, Issue 6Considering macroeconomic indicators in the food before fuel nexusCheng Qiu, Gregory Colson, Cesar Escalante, Michael Wetzsteinhttp://dx.doi.org/10.1111/opec.12143
2012SSRN Electronic JournalLong Memory in German Energy Price IndicesCarlos Pestana Barros, Guglielmo Maria Caporale, Luis A. Gil-Alanahttp://dx.doi.org/10.1016/j.apenergy.2021.117903
2012The Energy Journal: Vol. 33, Issue 2Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural MarketsXiaodong Du, Lihong Lu McPhailhttp://dx.doi.org/10.5547/01956574.33.2.8
2012SSRN Electronic JournalUnderstanding Gasoline Price DispersionHakan Yilmazkuday, Demet Ulkerhttp://dx.doi.org/10.2139/ssrn.2034478
2012SSRN Electronic JournalOil Markets and Price Movements: A Survey of DeterminantsHillard Huntington, Zhuo Huang, Saud M. Al-Fattah, Michael Gucwa, Ali Nourihttp://dx.doi.org/10.1016/j.jeca.2016.03.004
2012Journal of the European Economic Association: Vol. 10, Issue 5WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELSLutz Kilian, Daniel P. Murphyhttp://dx.doi.org/10.1111/j.1542-4774.2012.01080.x
2012SSRN Electronic JournalEuro Area and Global Oil Shocks: An Empirical Model-Based AnalysisLorenzo Forni, Andrea Gerali, Alessandro Notarpietro, Massimiliano Pisanihttp://dx.doi.org/10.2139/ssrn.2154933
2011SSRN Electronic JournalOil Shocks Through Transport Costs: Evidence from U.S. Business CyclesHakan Yilmazkudayhttp://dx.doi.org/10.2139/ssrn.1911194
2011NBER Macroeconomics Annual: Vol. 25, Issue 1Oil, Automobiles, and the U.S. Economy: How Much Have Things Really Changed?Valerie A. Ramey, Daniel J. Vinehttp://dx.doi.org/10.2139/ssrn.2274543
2011Review of Economics and Statistics: Vol. 93, Issue 2Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy PricesLutz Kilian, Clara Vegahttp://dx.doi.org/10.1007/978-3-319-00035-0_43
2011SSRN Electronic JournalNonlinearities in the Oil Price-Output RelationshipLutz Kilian, Robert John Vigfussonhttp://dx.doi.org/10.2139/ssrn.1782878
2011Journal of Applied Econometrics: Vol. 26, Issue 7Estimating the effect of a gasoline tax on carbon emissionsLucas W. Davis, Lutz Kilianhttp://dx.doi.org/10.1111/nrm.12025
2011SSRN Electronic JournalForecasting the Price of OilRon Alquist, Lutz Kilian, Robert John Vigfussonhttp://dx.doi.org/10.1002/pa.2137
2010SSRN Electronic JournalExternal Capital Structures and Oil Price VolatilityJohn D. Burger, Alessandro Rebucci, Francis E. Warnock, Veronica Cacdac Warnockhttp://dx.doi.org/10.1016/j.jjie.2017.07.001
2010SSRN Electronic JournalCrude or Re…fined: Identifying Oil Price Dynamics through the Crack SpreadDaniel P. Ahn, Leonid Koganhttp://dx.doi.org/10.2139/ssrn.1574470
2008SSRN Electronic JournalDo Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy PricesLutz Kilian, Clara Vegahttp://dx.doi.org/10.1016/j.jeconbus.2017.07.002

 

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