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2020Journal of Economics and Finance: Vol. 44, Issue 2Do directional predictions of US gasoline prices reveal asymmetries?Hamid Baghestani, Jorg Bleyhttp://dx.doi.org/10.1016/j.jcomm.2018.09.002
2020Journal of Public AffairsNonlinear Granger causality between oil price and stock returns in IndiaDebi Prasad Bal, Devi Prasad Dashhttp://dx.doi.org/10.1016/j.econmod.2016.08.003
2019Energy Economics: Vol. 77The asymmetric response of gasoline prices to oil price shocks and policy uncertaintyWensheng Kang, Fernando Perez de Gracia, Ronald A. Rattihttp://dx.doi.org/10.1016/j.eneco.2018.09.007
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/10.1017/S1365100516000353
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
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/10.1007/s11156-018-0763-0
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.2017.09.010
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
2019OPEC Energy Review: Vol. 43, Issue 1Global crude oil market shocks and global commodity pricesMark Melichar, Bebonchu Atemshttp://dx.doi.org/10.1111/opec.12143
2019Journal of Cleaner Production: Vol. 207The effects of energy price, technology, and disaster shocks on China's Energy-Environment-Economy systemShangfeng Zhang, Tingting Hu, Jianbo Li, Can Cheng, Malin Song, Bing Xu, Tomas Baležentishttp://dx.doi.org/10.1016/j.jclepro.2018.09.256
2018SSRN Electronic Journal Subsidized Domestic Fuel Prices and Global Oil Price Shocks: Evidence From Sri LankaChanaka Ganepolahttp://dx.doi.org/10.2139/ssrn.3246803
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.2139/ssrn.3250476
2018SSRN Electronic JournalMeasuring Long-Run Price Elasticities in Urban Travel DemandJavier D. Donnahttp://dx.doi.org/10.2139/ssrn.3285200
2018SSRN Electronic Journal A 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.3249045
2018SSRN Electronic Journal How are SNAP Benefits Spent? Evidence from a Retail PanelJustine S. Hastings, Jesse M. Shapirohttp://dx.doi.org/10.2139/ssrn.2550731
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/10.1016/j.jcomm.2018.09.001
2018Macroeconomic Dynamics: Vol. 22, Issue 3HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.1002/jae.2510
2018American Economic Review: Vol. 108, Issue 12How Are SNAP Benefits Spent? Evidence from a Retail PanelJustine Hastings, Jesse M. Shapirohttp://dx.doi.org/10.1257/aer.20170866
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/10.1016/j.jjie.2017.07.001
2017Energy Economics: Vol. 63OPEC's kinked demand curveMarc H. Vatterhttp://dx.doi.org/10.1016/j.eneco.2017.02.010
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/10.1016/j.jeconbus.2017.07.002
2017Energy Economics: Vol. 68Influential factors in crude oil price forecastingHong Miao, Sanjay Ramchander, Tianyang Wang, Dongxiao Yanghttp://dx.doi.org/10.2139/ssrn.1574470
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
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/10.2139/ssrn.2550719
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/10.1007/s00181-016-1145-x
2017Energy Economics: Vol. 68Does the volatility of commodity prices reflect macroeconomic uncertainty?Marc Joëts, Valérie Mignon, Tovonony Razafindrabehttp://dx.doi.org/10.1016/j.eneco.2017.09.017
2016SSRN Electronic Journal Does the Volatility of Commodity Prices Reflect Macroeconomic Uncertainty?Marc Joets, Vallrie Mignonhttp://dx.doi.org/10.2139/ssrn.2866908
2016Economic Modelling: Vol. 55Interpreting the movement of oil prices: Driven by fundamentals or bubbles?Yue-Jun Zhang, Ting Yaohttp://dx.doi.org/10.1016/j.econmod.2016.02.016
2016The Journal of Economic Asymmetries: Vol. 13“Asymmetric asymmetries” in Eurozone markets gasoline pricingAlberto Bagnai, Christian Alexander Mongeau Ospinahttp://dx.doi.org/10.1016/j.jeca.2016.03.004
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
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
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.2753339
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
2016Annual Review of Resource Economics: Vol. 8, Issue 1Designing Policies to Make Cars GreenerSoren T. Anderson, James M. Salleehttp://dx.doi.org/10.1146/annurev-resource-100815-095220
2016The Annals of Regional Science: Vol. 57, Issue 1Understanding gasoline price dispersionDemet Yilmazkuday, Hakan Yilmazkudayhttp://dx.doi.org/10.1007/s00168-016-0775-4
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
2015SSRN Electronic JournalHow Does Stock Market Volatility React to Oil Shocks?Andrea Bastianin, Matteo Manerahttp://dx.doi.org/10.1162/REST_a_00086
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/10.1007/978-3-319-00035-0_43
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/10.1016/j.econmod.2015.08.026
2014SSRN Electronic JournalWhich Petroleum Prices Best Explain Retail Fuel Price Changes?Vance Ginnhttp://dx.doi.org/10.2139/ssrn.3124291
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
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
2013Environmental Economics and Policy Studies: Vol. 15, Issue 2Price relationships in crude oil futures: new evidence from CFTC disaggregated dataJulien Chevallierhttp://dx.doi.org/10.1007/s10018-012-0045-3
2013SSRN Electronic JournalInflation Dynamics and the Role of Oil Shocks: How Different Were the 1970s?Benjamin Wonghttp://dx.doi.org/10.2139/ssrn.2317588
2012Energy Economics: Vol. 34, Issue 6Considering macroeconomic indicators in the food before fuel nexusCheng Qiu, Gregory Colson, Cesar Escalante, Michael Wetzsteinhttp://dx.doi.org/10.1016/j.eneco.2012.08.018
2012SSRN Electronic JournalLong Memory in German Energy Price IndicesCarlos Pestana Barros, Guglielmo Maria Caporale, Luis A. Gil-Alanahttp://dx.doi.org/10.2139/ssrn.2006849
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 JournalOil Markets and Price Movements: A Survey of DeterminantsHillard Huntington, Zhuo Huang, Saud M. Al-Fattah, Michael Gucwa, Ali Nourihttp://dx.doi.org/10.2139/ssrn.2274543
2012SSRN Electronic JournalUnderstanding Gasoline Price DispersionHakan Yilmazkuday, Demet Ulkerhttp://dx.doi.org/10.2139/ssrn.2034478
2012Zeitschrift für Energiewirtschaft: Vol. 36, Issue 3OPEC’s StrategiesFranz Wirlhttp://dx.doi.org/10.1007/s12398-012-0085-1
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 JournalForecasting the Price of OilRon Alquist, Lutz Kilian, Robert John Vigfussonhttp://dx.doi.org/10.1002/pa.2137
2011SSRN Electronic JournalOil Shocks Through Transport Costs: Evidence from U.S. Business CyclesHakan Yilmazkudayhttp://dx.doi.org/10.2139/ssrn.1911194
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/10.2139/ssrn.2434159
2011Journal of Applied Econometrics: Vol. 26, Issue 7Estimating the effect of a gasoline tax on carbon emissionsLucas W. Davis, Lutz Kilianhttp://dx.doi.org/10.1002/jae.1156
2011SSRN Electronic JournalNonlinearities in the Oil Price-Output RelationshipLutz Kilian, Robert John Vigfussonhttp://dx.doi.org/10.2139/ssrn.1782878
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/10.1086/657541
2010SSRN Electronic JournalExternal Capital Structures and Oil Price VolatilityJohn D. Burger, Alessandro Rebucci, Francis E. Warnock, Veronica Cacdac Warnockhttp://dx.doi.org/10.2139/ssrn.1815911
2010SSRN Electronic JournalCrude or Re…fined: Identifying Oil Price Dynamics through the Crack SpreadDaniel P. Ahn, Leonid Koganhttp://dx.doi.org/10.1017/S1365100516000237
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