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Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market. (2016). Tamanyu, Yoichiro ; Nakajima, Jouchi ; Ohyama, Shinsuke ; Higashio, Naoto ; Fueki, Takuji.
In: Bank of Japan Working Paper Series.
RePEc:boj:bojwps:wp16e17.

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Cited: 3

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  1. Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak.
    In: Financial Innovation.
    RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2.

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  2. Fracking, Wars and Stock Market Crashes: The Price of Oil During the Great Recession. (2018). Hierro, Luis ; Garzon, Antonio J.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-02-3.

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  3. Sectoral and aggregate response to oil price shocks in the Colombian economy: SVAR and Local Projections approach. (2018). Restrepo-Ángel, Sergio ; Restrepo-Angel, Sergio ; Francis, Neville.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1055.

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References

References cited by this document

  1. ――― (2014), "Oil Price Shocks: Causes and Consequences," Annual Review of Resource Economics, vol. 6, pp.133-154.
    Paper not yet in RePEc: Add citation now

  2. ―――, and Bruce Hicks (2013), "Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?" Journal of Forecasting, vol. 32, No. 5, pp. 385-394.

  3. ―――, and Daniel P. Murphy (2014), "The Role of Inventories and Speculative Trading in the Global Market for Crude Oil," Journal of Applied Econometrics, vol. 29, pp. 454-478.

  4. ―――, and Thomas K. Lee (2014), "Quantifying the speculative component in the real price of oil: The role of global oil inventories," Journal of International Money and Finance, vol. 42, pp. 71-87.

  5. Arezki, Rabah, and Olivier Blanchard (2015), "The 2014 Oil Price Slump: Seven Key Questions," VoxEU, January 13, 2015.
    Paper not yet in RePEc: Add citation now
  6. Basak, Suleyman, and Anna Pavlova (2013), "A Model of Financialization of Commodities," SSRN Electronic Journal.
    Paper not yet in RePEc: Add citation now

  7. Baumeister, Christiane, and Lutz Kilian (2015), "Understanding the Decline in the Price of Oil since June 2014," CFS Working Paper, No. 501.

  8. Beidas-Strom, Samya, and Andrea Pescatori (2014), "Oil Price Volatility and the Role of Speculation," IMF Working Paper, No. 14/218.

  9. Bernanke, Ben S. (2016), "The relationship between stocks and oil prices," Brookings Institution, February 19, 2016.
    Paper not yet in RePEc: Add citation now

  10. Kilian, Lutz (2009), "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, vol. 99, no. 3, pp. 1053-1069.

  11. Ratti, Ronald A., and Joaquin L. Vespignani (2013), "Why Are Crude Oil Prices High When Global Activity is Weak?" Economics Letters, vol. 121, No. 1, pp. 133-136.

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