Cited By
2022Annals of Operations Research: Vol. 313, Issue 1Financial modelling, risk management of energy instruments and the role of cryptocurrenciesToan Luu Duc Huynh, Muhammad Shahbaz, Muhammad Ali Nasir, Subhan Ullahhttp://dx.doi.org/10.2139/ssrn.885506
2022Acta Oeconomica: Vol. 72, Issue 3The impact of oil price shocks on inflation: Do asymmetries matter?Taner Turan, Hüseyin A. Özerhttp://dx.doi.org/10.1016/j.econmod.2017.07.010
2022Resources Policy: Vol. 78Oil price explosivity and stock return: Do sector and firm size matter?Ozkan Haykir, Ibrahim Yagli, Emine Dilara Aktekin Gok, Hilal Budakhttp://dx.doi.org/10.1556/032.2022.00022
2022Economies: Vol. 10, Issue 11The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting CountriesMaud Korley, Evangelos Giouvrishttp://dx.doi.org/10.3390/su13042209
2022Energy Economics: Vol. 111How energy prices shape OECD economic growth: Panel evidence from multiple decadesHillard Huntington, Brantley Liddlehttp://dx.doi.org/10.1016/j.enpol.2019.02.011
2022Energy Sources, Part B: Economics, Planning, and PolicyThe elasticity of residential electricity demand and the rebound effect in 18 European Union countriesTaeyoung Jin, Jinsoo Kimhttp://dx.doi.org/10.1109/ICBMEI.2011.5917847
2022Energy Economics: Vol. 115Oil price shocks and cost of capital: Does market liquidity play a role?Tina Prodromou, Riza Demirerhttp://dx.doi.org/10.1016/j.apcata.2009.10.010
2022Resources Policy: Vol. 76Asymmetric and nonlinear oil price pass-through to economic growth in Croatia: Do oil-related policy shocks matter?Djula Borozan, Marina Lolic Cipcichttp://dx.doi.org/10.3390/en11113017
2022Resources Policy: Vol. 75US oil supply shocks and economies of oil-exporting African countries: A GVAR-Oil Resource AnalysisChisom Umechukwu, D.O. Olayungbohttp://dx.doi.org/10.1016/j.csda.2006.04.033
2021Annals of Operations ResearchThe nexus between black and digital gold: evidence from US marketsToan Luu Duc Huynh, Rizwan Ahmed, Muhammad Ali Nasir, Muhammad Shahbaz, Ngoc Quang Anh Huynhhttp://dx.doi.org/10.4236/me.2017.85053
2021Energy Economics: Vol. 95Asymmetric responses of consumer spending to energy prices: A threshold VAR approachEdward S. Knotek, Saeed Zamanhttp://dx.doi.org/10.1111/1467-8454.12207
2021Journal of Futures Markets: Vol. 41, Issue 11The lead of oil price rises on US equity market beliefs and preferencesJonathan Darkhttp://dx.doi.org/10.2139/ssrn.3340063
2021Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi DergisiPETROL FİYATLARI, PARASAL VE DÖVİZ KURU ŞOKLARININ HİSSE SENEDİ FİYATLARINA ASİMETRİK ETKİSİ: TÜRKİYE İÇİN NARDL MODELİHalil ALTINTAŞ, Yacouba KASSOURIhttp://dx.doi.org/10.2139/ssrn.843505
2021Economic Modelling: Vol. 105Asymmetries in the transmission of oil price shocks to inflation in the eurozoneAntonio J. Garzon, Luis A. Hierrohttp://dx.doi.org/10.1109/AIMSEC.2011.6010860
2021Australian Economic Papers: Vol. 60, Issue 2On the asymmetric effects of changes in crude oil prices on economic growth: New evidence from China's 31 provincesJungho Baek, Guimin Lu, Soojoong Namhttp://dx.doi.org/10.1016/j.physa.2015.01.035
2021Revista Facultad de Ciencias Económicas: Vol. 29, Issue 2La tasa de cambio y sus impactos en los agregados económicos colombianosJuan Manuel Candelo Viafara, Andrés Oviedo Gómezhttp://dx.doi.org/10.1016/j.intfin.2018.02.004
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/10.1016/j.najef.2019.01.011
2020Journal of Risk and Financial Management: Vol. 13, Issue 4Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic FactorsMohammad Sharik Essa, Evangelos Giouvrishttp://dx.doi.org/10.1016/j.iref.2015.08.011
2020Energy: Vol. 196Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetriesBasel Awartani, Aktham Maghyereh, Julie Aytonhttp://dx.doi.org/10.1016/j.eneco.2009.10.005
2020Macroeconomic Dynamics: Vol. 24, Issue 2ENERGY IN A MODEL OF FIRM ENTRYSoma Patrahttp://dx.doi.org/10.1016/j.enpol.2018.02.034
2020Journal of the Association of Environmental and Resource Economists: Vol. 7, Issue 4Drill-Bit Parity: Supply-Side Links in Oil and Gas MarketsBen Gilbert, Gavin Robertshttp://dx.doi.org/10.1057/s11369-018-0098-9
2020OPEC Energy Review: Vol. 44, Issue 4Measuring dynamic connectedness networks in energy commodities: evidence from the D‐Y and frequency connectedness approachesOnur Polathttp://dx.doi.org/10.1111/boer.12188
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auerhttp://dx.doi.org/10.3390/jrfm13040070
2020Energy Strategy Reviews: Vol. 32How Do Oil and Natural Gas Prices affect U.S. industrial production? Utilizing wavelet nonlinear denoised based quantile analysisAbbas Khan, Muhammad Yar Khan, Abdul Qayyum Khanhttp://dx.doi.org/10.1111/1759-3441.12088
2019Environmental Science and Pollution Research: Vol. 26, Issue 15Gasoline prices and economic policy uncertainty: what causes what, and why does it matter? Evidence from 18 selected countriesIfedolapo Olanipekun, Godwin Olasehinde-Williams, Seyi Saint Akadirihttp://dx.doi.org/10.1007/s11356-019-04949-x
2019Energy Economics: Vol. 80The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTAHonghong Wei, Radhika Lahirihttp://dx.doi.org/10.1016/j.eneco.2019.01.022
2019Energy Policy: Vol. 129Oil price shocks and U.S. economic activityAna María Herrera, Mohamad B. Karaki, Sandeep Kumar Rangarajuhttp://dx.doi.org/10.1017/S1365100518000159
2019Computational Economics: Vol. 53, Issue 4Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling ApproachNima Nonejadhttp://dx.doi.org/10.1007/978-3-030-04200-4_82
2019SSRN Electronic Journal Oil Price Shocks and the Equity Market: Evidence for the S&P 500 Sectoral IndicesHamid Sakakihttp://dx.doi.org/10.1007/s10614-018-9835-4
2019Energy: Vol. 176Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPIYongda He, Boqiang Linhttp://dx.doi.org/10.1016/j.eneco.2018.01.029
2019Bulletin of Economic Research: Vol. 71, Issue 3EFFECT OF OIL PRICES ON STOCK MARKETS: EVIDENCE FROM NEW GENERATION OF STAR MODELNermeen Harb, Mamdouh Abdelmoula M. Abdelsalamhttp://dx.doi.org/10.1016/j.resourpol.2022.102892
2018Energy Economics: Vol. 70Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysisVictor Troster, Muhammad Shahbaz, Gazi Salah Uddinhttp://dx.doi.org/10.1017/S1365100511000290
2018International Economic Journal: Vol. 32, Issue 1Macroeconomic Response to Oil and Food Price Shocks: A Structural VAR Approach to the Indian EconomyJaved Ahmad Bhat, Aadil Ahmad ganaie, Naresh Kumar Sharmahttp://dx.doi.org/10.22495/jgr_v4_i4_c1_p5
2018Energy Policy: Vol. 117Evaluating the management of U.S. Strategic Petroleum Reserve during oil disruptionsYang Bai, Carol Dahlhttp://dx.doi.org/10.1002/fut.22247
2018Journal of International Financial Markets, Institutions and Money: Vol. 56New insights into the US stock market reactions to energy price shocksRamzi Benkraiem, Amine Lahiani, Anthony Miloudi, Muhammad Shahbazhttp://dx.doi.org/10.1016/j.enpol.2010.03.042
2018Energies: Vol. 11, Issue 11Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member CountriesUmar Bala, Lee Chinhttp://dx.doi.org/10.1257/089533003772034961
2018Energy Policy: Vol. 113New estimates of the security costs of U.S. oil consumptionStephen P.A. Brownhttp://dx.doi.org/10.1016/j.eneco.2016.02.012
2018Energy Sources, Part B: Economics, Planning, and Policy: Vol. 13, Issue 1On the asymmetric effects of oil price changes on Alaska oil tax revenueJesse Kaczmarski, Jungho Baekhttp://dx.doi.org/10.1080/15567249.2017.1403500
2018Business Economics: Vol. 53, Issue 4Oil and the economy: evolution not revolutionMine Yücelhttp://dx.doi.org/10.1016/j.enpol.2018.04.028
2018International Journal of Approximate Reasoning: Vol. 92On multivariate asymmetric dependence using multivariate skew-normal copula-based regressionZheng Wei, Daeyoung Kimhttp://dx.doi.org/10.1016/j.ijar.2017.10.016
2018Energy Policy: Vol. 119Implementation of Brazil's energy policy through the national oil company: From institutional chaos to strategic orderHugo Consciência Silvestre, Ricardo Corrêa Gomes, Jorge Routte Lamba, Aldenisio Moraes Correiahttp://dx.doi.org/10.1080/10168737.2018.1446038
2017Emerging Markets Review: Vol. 31The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countriesOsamah M. Al-Khazali, Ali Mirzaeihttp://dx.doi.org/10.1016/j.ememar.2017.05.006
2017Energy: Vol. 139The impacts of oil price shocks on small oil-importing economies: Time series evidence for LiberiaAbimelech Paye Gbatu, Zhen Wang, Presley K. Wesseh, Isaac Yak Repha Tutdelhttp://dx.doi.org/10.1016/j.energy.2017.08.047
2017The Singapore Economic Review: Vol. 62, Issue 02EXCHANGE RATE AND US MACROECONOMY: EVIDENCE FROM THE FACTOR-AUGMENTED VECTOR AUTOREGRESSIVE MODELLIAN AN, XIAOMEI REN, HUIMIN LI, JING XUhttp://dx.doi.org/10.1086/708160
2017Energy Economics: Vol. 63OPEC's kinked demand curveMarc H. Vatterhttp://dx.doi.org/10.1080/14697688.2012.751122
2017Modern Economy: Vol. 08, Issue 05Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and VolatilityRalph Sonenshine, Michael Cauvelhttp://dx.doi.org/10.1016/j.apenergy.2017.03.124
2017Journal of Money, Credit and Banking: Vol. 49, Issue 8The Role of Oil Price Shocks in Causing U.S. RecessionsLUTZ KILIAN, ROBERT J. VIGFUSSONhttp://dx.doi.org/10.7202/039326ar
2017SSRN Electronic Journal Hedging Oil and Market Price Risk for U.S. Oil and Gas Industry Investors after Using Copulas to Model DependenciesJingzhen Liu, Olga Klinkowskahttp://dx.doi.org/10.1080/15567249.2022.2053896
2017Economic Modelling: Vol. 66Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approachAfees A. Salisu, Kazeem O. Isahhttp://dx.doi.org/10.1016/j.eneco.2021.105127
2017Applied Energy: Vol. 197Forecasting the diffusion of renewable electricity considering the impact of policy and oil prices: The case of South KoreaChul-Yong Lee, Sung-Yoon Huhhttp://dx.doi.org/10.1016/j.eneco.2022.106082
2016Revue de l'OFCE: Vol. N° 147, Issue 3Trois questions autour de l’impact à court terme des variations du prix du pétrole sur la croissance françaiseÉric Heyer, Paul Huberthttp://dx.doi.org/10.3917/reof.147.0195
2016SSRN Electronic Journal Drill-Bit Parity: The Increasing Importance of Supply-Side Links in Oil and Gas MarketsGavin Roberts, Ben Gilberthttp://dx.doi.org/10.1016/j.enpol.2017.11.003
2016International Review of Economics & Finance: Vol. 41Does the US current account show a symmetric behavior over the business cycle?Roberto Duncanhttp://dx.doi.org/10.1007/s12197-013-9252-4
2016Energy Economics: Vol. 55Do gasoline prices asymmetrically affect US consumers’ economic outlook?Hamid Baghestanihttp://dx.doi.org/10.1080/07350015.2012.740436
2015Energy Economics: Vol. 52Interactions between oil and financial markets — Do conditions of financial stress matter?Jer-Yuh Wan, Chung-Wei Kaohttp://dx.doi.org/10.2139/ssrn.3006002
2015The Energy Journal: Vol. 36, Issue 3Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?Zeina Alsalman Ana Mar�a Herrerahttp://dx.doi.org/10.2139/ssrn.900285
2015Journal of Economics and Finance: Vol. 39, Issue 3The response of state employment to oil price volatilityWei Kang, David Penn, Joachim Zietzhttp://dx.doi.org/10.1016/j.sbspro.2015.11.360
2015International Journal of Trade, Economics and Finance: Vol. 6, Issue 3An Analytical Study on the Impact of Fluctuating Oil Prices on OPEC EconomiesIndrani Hazarikahttp://dx.doi.org/10.2139/ssrn.2853118
2015Journal of Governance and Regulation: Vol. 4, Issue 4The influence of oil price shocks on china’s macro-economy: A perspective of international tradeDengke Chen, Shiyi Chen, Wolfgang Härdlehttp://dx.doi.org/10.1016/j.eneco.2008.04.003
2015Energy Policy: Vol. 82Oil prices and financial stress: A volatility spillover analysisSaban Nazlioglu, Ugur Soytas, Rangan Guptahttp://dx.doi.org/10.7763/IJTEF.2015.V6.462
2015Physica A: Statistical Mechanics and its Applications: Vol. 424Asymmetric long-term autocorrelations in crude oil marketsJ. Alvarez-Ramirez, J. Alvarez, E. Rodríguezhttp://dx.doi.org/10.1257/jel.46.4.871
2015Economic Papers: A journal of applied economics and policy: Vol. 34, Issue 1-2Macroeconomy and Financial Market Effects of Oil Price Changes: A Comparison of Large Net Oil-Producer and Oil-Consumer CountriesM. Ali Sotoudeh, Andrew C. Worthingtonhttp://dx.doi.org/10.1016/j.econmod.2021.105665
2015Procedia - Social and Behavioral Sciences: Vol. 210An Investigation of the Relationship between the Biomass Energy Consumption, Economic Growth and Oil PricesMelike Bildirici, Özgür Ersinhttp://dx.doi.org/10.1016/j.energy.2019.04.025
2013Journal of Business & Economic Statistics: Vol. 31, Issue 1Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and AsymmetriesLutz Kilian, Robert J. Vigfussonhttp://dx.doi.org/10.3982/QE99
2012SSRN Electronic JournalJobs and Oil Price Shocks: Asymmetries and NonlinearitiesEmir Malikovhttp://dx.doi.org/10.1016/j.eneco.2015.10.003
2012Quantitative Finance: Vol. 12, Issue 12Short-horizon return predictability and oil pricesJaime Casassus, Freddy Higuerahttp://dx.doi.org/10.1111/jmcb.12430
2012SSRN Electronic JournalThe Oil Price-Macroeconomy Relationship Since the Mid- 1980s: A Global PerspectiveClaudio Moranahttp://dx.doi.org/10.1080/09603100802314476
2011Macroeconomic Dynamics: Vol. 15, Issue S3NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIPLutz Kilian, Robert J. Vigfussonhttp://dx.doi.org/10.1017/S1365100511000186
2011Energy: Vol. 36, Issue 5Revisions of international firms’ energy reserves and the reaction of the stock marketBert Scholtens, Robert Wagenaarhttp://dx.doi.org/10.2139/ssrn.1782878
2011Energy Economics: Vol. 33, Issue 5Relative energy price and investment by European firmsRonald A. Ratti, Youn Seol, Kyung Hwan Yoonhttp://dx.doi.org/10.1016/j.eneco.2010.12.010
2011Macroeconomic Dynamics: Vol. 15, Issue S3OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?Ana María Herrera, Latika Gupta Lagalo, Tatsuma Wadahttp://dx.doi.org/10.2139/ssrn.379160
2011Macroeconomic Dynamics: Vol. 15, Issue S3NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICESJames D. Hamiltonhttp://dx.doi.org/10.2139/ssrn.2195775
2011Quantitative Economics: Vol. 2, Issue 3Are the responses of the U.S. economy asymmetric in energy price increases and decreases?Lutz Kilian, Robert J. Vigfussonhttp://dx.doi.org/10.1016/j.resourpol.2022.102736
2011SSRN Electronic JournalNonlinearities in the Oil Price-Output RelationshipLutz Kilian, Robert John Vigfussonhttp://dx.doi.org/10.1007/s10479-020-03680-y
2010Energy Policy: Vol. 38, Issue 8The relationship between oil price shocks and China’s macro-economy: An empirical analysisLimin Du, He Yanan, Chu Weihttp://dx.doi.org/10.1016/j.eneco.2022.106340
2010Energy Economics: Vol. 32, Issue 2Oil price fluctuations and U.S. dollar exchange ratesRadhamés A. Lizardo, André V. Mollickhttp://dx.doi.org/10.1017/S1365100511000307
2010L'Actualité économique: Vol. 84, Issue 4Une revue interprétée des élasticités entre le PIB et le prix du pétrole*François Lescarouxhttp://dx.doi.org/10.1002/9781119523024.ch10
2009Economic Modelling: Vol. 26, Issue 1The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countriesAlessandro Cologni, Matteo Manerahttp://dx.doi.org/10.1007/s10479-021-04192-z
2009SSRN Electronic JournalPitfalls in Estimating Asymmetric Effects of Energy Price ShocksLutz Kilian, Robert John Vigfussonhttp://dx.doi.org/10.2139/ssrn.1420252
2009Applied Catalysis A: General: Vol. 371, Issue 1-2KyMg1−xZn1+xO3 as a heterogeneous catalyst in the transesterification of palm oil to fatty acid methyl estersM.A. Olutoye, B.H. Hameedhttp://dx.doi.org/10.1142/S0217590815500691
2009Applied Financial Economics: Vol. 19, Issue 4Crude oil shocks and stock market returnsBabatunde Olatunji Odusamihttp://dx.doi.org/10.1016/j.eneco.2017.02.010
2008Energy Economics: Vol. 30, Issue 5Oil price shocks and stock markets in the U.S. and 13 European countriesJungwook Park, Ronald A. Rattihttp://dx.doi.org/10.2139/ssrn.2077496
2008Energy Economics: Vol. 30, Issue 3Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countriesAlessandro Cologni, Matteo Manerahttp://dx.doi.org/10.1016/j.eneco.2006.11.001
2008Journal of Economic Literature: Vol. 46, Issue 4The Economic Effects of Energy Price ShocksLutz Kilianhttp://dx.doi.org/10.1016/j.enpol.2015.01.003
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/10.2139/ssrn.1311873
2008Energy Policy: Vol. 36, Issue 10Assessing the impact of oil prices on firms of different sizes: Its tough being in the middlePerry Sadorskyhttp://dx.doi.org/10.3390/economies10110272
2007Computational Statistics & Data Analysis: Vol. 51, Issue 9Absorption of shocks in nonlinear autoregressive modelsDick van Dijk, Philip Hans Franses, H. Peter Boswijkhttp://dx.doi.org/10.1016/j.econmod.2008.05.006
2006Energy Policy: Vol. 34, Issue 5Energy supply security and geopolitics: A European perspectiveAad Correljé, Coby van der Lindehttp://dx.doi.org/10.1016/j.enpol.2005.11.008
2006SSRN Electronic JournalThe Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 CountriesMatteo Manera, Alessandro Colognihttp://dx.doi.org/10.26509/frbc-wp-202017
2005SSRN Electronic JournalOil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 CountriesMatteo Manera, Alessandro Colognihttp://dx.doi.org/10.1016/j.esr.2020.100550
2005SSRN Electronic JournalThe Macroeconomic Effects of Oil Price Shocks: Empirical Evidence for IndiaSurender Kumarhttp://dx.doi.org/10.1111/opec.12188
2003Journal of Economic Perspectives: Vol. 17, Issue 4Policy Watch: The Economics of Fuel Economy StandardsPaul R Portney, Ian W.H Parry, Howard K Gruenspecht, Winston Harringtonhttp://dx.doi.org/10.25287/ohuiibf.877384
2003SSRN Electronic Journal Does Oil Price Uncertainty Affect Economic Activity?Gerard H. Kuper, Daan P. van Soesthttp://dx.doi.org/10.1016/j.energy.2020.117043

 

© 2022 International Association for Energy Economics | Privacy Policy | Return Policy