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 Ullah
2022Acta Oeconomica: Vol. 72, Issue 3The impact of oil price shocks on inflation: Do asymmetries matter?Taner Turan, Hüseyin A. Özer
2022Resources Policy: Vol. 78Oil price explosivity and stock return: Do sector and firm size matter?Ozkan Haykir, Ibrahim Yagli, Emine Dilara Aktekin Gok, Hilal Budak
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 Giouvris
2022Energy Economics: Vol. 111How energy prices shape OECD economic growth: Panel evidence from multiple decadesHillard Huntington, Brantley Liddle
2022Energy Sources, Part B: Economics, Planning, and PolicyThe elasticity of residential electricity demand and the rebound effect in 18 European Union countriesTaeyoung Jin, Jinsoo Kim
2022Energy Economics: Vol. 115Oil price shocks and cost of capital: Does market liquidity play a role?Tina Prodromou, Riza Demirer
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 Cipcic
2022Resources Policy: Vol. 75US oil supply shocks and economies of oil-exporting African countries: A GVAR-Oil Resource AnalysisChisom Umechukwu, D.O. Olayungbo
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 Huynh
2021Energy Economics: Vol. 95Asymmetric responses of consumer spending to energy prices: A threshold VAR approachEdward S. Knotek, Saeed Zaman
2021Journal of Futures Markets: Vol. 41, Issue 11The lead of oil price rises on US equity market beliefs and preferencesJonathan Dark
2021Economic Modelling: Vol. 105Asymmetries in the transmission of oil price shocks to inflation in the eurozoneAntonio J. Garzon, Luis A. Hierro
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 Nam
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 Gómez
2021Sustainability: Vol. 13, Issue 4Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South KoreaJihoon Lee, Hong Chong Cho
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 Giouvris
2020Energy: Vol. 196Oil price changes and industrial output in the MENA region: Nonlinearities and asymmetriesBasel Awartani, Aktham Maghyereh, Julie Ayton
2020Macroeconomic Dynamics: Vol. 24, Issue 2ENERGY IN A MODEL OF FIRM ENTRYSoma Patra
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 Roberts
2020OPEC Energy Review: Vol. 44, Issue 4Measuring dynamic connectedness networks in energy commodities: evidence from the D‐Y and frequency connectedness approachesOnur Polat
2020The North American Journal of Economics and Finance: Vol. 52The economic and financial properties of crude oil: A reviewKorbinian Lang, Benjamin R. Auer
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 Khan
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 Akadiri
2019Energy Economics: Vol. 80The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTAHonghong Wei, Radhika Lahiri
2019Energy Policy: Vol. 129Oil price shocks and U.S. economic activityAna María Herrera, Mohamad B. Karaki, Sandeep Kumar Rangaraju
2019Computational Economics: Vol. 53, Issue 4Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling ApproachNima Nonejad
2019SSRN Electronic Journal Oil Price Shocks and the Equity Market: Evidence for the S&P 500 Sectoral IndicesHamid Sakaki
2019Energy: Vol. 176Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPIYongda He, Boqiang Lin
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. Abdelsalam
2018Energy Economics: Vol. 70Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysisVictor Troster, Muhammad Shahbaz, Gazi Salah Uddin
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 Sharma
2018Energy Policy: Vol. 117Evaluating the management of U.S. Strategic Petroleum Reserve during oil disruptionsYang Bai, Carol Dahl
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 Shahbaz
2018Energies: Vol. 11, Issue 11Asymmetric Impacts of Oil Price on Inflation: An Empirical Study of African OPEC Member CountriesUmar Bala, Lee Chin
2018Energy Policy: Vol. 113New estimates of the security costs of U.S. oil consumptionStephen P.A. Brown
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 Baek
2018Business Economics: Vol. 53, Issue 4Oil and the economy: evolution not revolutionMine Yücel
2018International Journal of Approximate Reasoning: Vol. 92On multivariate asymmetric dependence using multivariate skew-normal copula-based regressionZheng Wei, Daeyoung Kim
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 Correia
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 Mirzaei
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 Tutdel
2017Energy Economics: Vol. 63OPEC's kinked demand curveMarc H. Vatter
2017Modern Economy: Vol. 08, Issue 05Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and VolatilityRalph Sonenshine, Michael Cauvel
2017Journal of Money, Credit and Banking: Vol. 49, Issue 8The Role of Oil Price Shocks in Causing U.S. RecessionsLUTZ KILIAN, ROBERT J. VIGFUSSON
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 Klinkowska
2017Economic Modelling: Vol. 66Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approachAfees A. Salisu, Kazeem O. Isah
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 Huh
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 Hubert
2016SSRN Electronic Journal Drill-Bit Parity: The Increasing Importance of Supply-Side Links in Oil and Gas MarketsGavin Roberts, Ben Gilbert
2016International Review of Economics & Finance: Vol. 41Does the US current account show a symmetric behavior over the business cycle?Roberto Duncan
2016Energy Economics: Vol. 55Do gasoline prices asymmetrically affect US consumers’ economic outlook?Hamid Baghestani
2015Energy Economics: Vol. 52Interactions between oil and financial markets — Do conditions of financial stress matter?Jer-Yuh Wan, Chung-Wei Kao
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 Herrera
2015Journal of Economics and Finance: Vol. 39, Issue 3The response of state employment to oil price volatilityWei Kang, David Penn, Joachim Zietz
2015International Journal of Trade, Economics and Finance: Vol. 6, Issue 3An Analytical Study on the Impact of Fluctuating Oil Prices on OPEC EconomiesIndrani Hazarika
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 Härdle
2015Energy Policy: Vol. 82Oil prices and financial stress: A volatility spillover analysisSaban Nazlioglu, Ugur Soytas, Rangan Gupta
2015Physica A: Statistical Mechanics and its Applications: Vol. 424Asymmetric long-term autocorrelations in crude oil marketsJ. Alvarez-Ramirez, J. Alvarez, E. Rodríguez
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. Worthington
2015Procedia - Social and Behavioral Sciences: Vol. 210An Investigation of the Relationship between the Biomass Energy Consumption, Economic Growth and Oil PricesMelike Bildirici, Özgür Ersin
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. Vigfusson
2012SSRN Electronic JournalJobs and Oil Price Shocks: Asymmetries and NonlinearitiesEmir Malikov
2012Quantitative Finance: Vol. 12, Issue 12Short-horizon return predictability and oil pricesJaime Casassus, Freddy Higuera
2012SSRN Electronic JournalThe Oil Price-Macroeconomy Relationship Since the Mid- 1980s: A Global PerspectiveClaudio Morana
2011Macroeconomic Dynamics: Vol. 15, Issue S3NONLINEARITIES IN THE OIL PRICE–OUTPUT RELATIONSHIPLutz Kilian, Robert J. Vigfusson
2011Energy: Vol. 36, Issue 5Revisions of international firms’ energy reserves and the reaction of the stock marketBert Scholtens, Robert Wagenaar
2011Energy Economics: Vol. 33, Issue 5Relative energy price and investment by European firmsRonald A. Ratti, Youn Seol, Kyung Hwan Yoon
2011Macroeconomic Dynamics: Vol. 15, Issue S3OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?Ana María Herrera, Latika Gupta Lagalo, Tatsuma Wada
2011Macroeconomic Dynamics: Vol. 15, Issue S3NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICESJames D. Hamilton
2011Quantitative Economics: Vol. 2, Issue 3Are the responses of the U.S. economy asymmetric in energy price increases and decreases?Lutz Kilian, Robert J. Vigfusson
2011SSRN Electronic JournalNonlinearities in the Oil Price-Output RelationshipLutz Kilian, Robert John Vigfusson
2010Energy Policy: Vol. 38, Issue 8The relationship between oil price shocks and China’s macro-economy: An empirical analysisLimin Du, He Yanan, Chu Wei
2010Energy Economics: Vol. 32, Issue 2Oil price fluctuations and U.S. dollar exchange ratesRadhamés A. Lizardo, André V. Mollick
2010L'Actualité économique: Vol. 84, Issue 4Une revue interprétée des élasticités entre le PIB et le prix du pétrole*François Lescaroux
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 Manera
2009SSRN Electronic JournalPitfalls in Estimating Asymmetric Effects of Energy Price ShocksLutz Kilian, Robert John Vigfusson
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. Hameed
2009Applied Financial Economics: Vol. 19, Issue 4Crude oil shocks and stock market returnsBabatunde Olatunji Odusami
2008Energy Economics: Vol. 30, Issue 5Oil price shocks and stock markets in the U.S. and 13 European countriesJungwook Park, Ronald A. Ratti
2008Energy Economics: Vol. 30, Issue 3Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countriesAlessandro Cologni, Matteo Manera
2008Journal of Economic Literature: Vol. 46, Issue 4The Economic Effects of Energy Price ShocksLutz Kilian
2008SSRN Electronic JournalDo Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy PricesLutz Kilian, Clara Vega
2008Energy Policy: Vol. 36, Issue 10Assessing the impact of oil prices on firms of different sizes: Its tough being in the middlePerry Sadorsky
2007Computational Statistics & Data Analysis: Vol. 51, Issue 9Absorption of shocks in nonlinear autoregressive modelsDick van Dijk, Philip Hans Franses, H. Peter Boswijk
2006Energy Policy: Vol. 34, Issue 5Energy supply security and geopolitics: A European perspectiveAad Correljé, Coby van der Linde
2006SSRN Electronic JournalThe Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis for the G-7 CountriesMatteo Manera, Alessandro Cologni
2005SSRN Electronic JournalOil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 CountriesMatteo Manera, Alessandro Cologni
2005SSRN Electronic JournalThe Macroeconomic Effects of Oil Price Shocks: Empirical Evidence for IndiaSurender Kumar
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 Harrington
2003SSRN Electronic Journal Does Oil Price Uncertainty Affect Economic Activity?Gerard H. Kuper, Daan P. van Soest


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