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1. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, Olivier.
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2. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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3. The Convenience Yield and the Informational Content of the Oil Futures Price. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; McMahon, Sebastien ; Jean-Thomas, Lynda Khalaf .
   In: The Energy Journal.
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4. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald.
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   RePEc:een:camaaa:2014-13.

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5. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
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   RePEc:cpr:ceprdp:10162.

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6. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
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   RePEc:cpr:ceprdp:10075.

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7. Informational Frictions and Commodity Markets. (2013). Xiong, Wei ; Sockin, Michael.
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8. Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy ; Asche, Frank.
   In: UiS Working Papers in Economics and Finance.
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9. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
   In: Working Papers.
   RePEc:hal:wpaper:halshs-00793724.

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10. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
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    RePEc:fem:femwpa:2013.32.

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11. Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38.

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12. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650.

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13. Liquidity and crude oil prices: Chinas influence over 1996–2011. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525.

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14. Macroeconomic effects of precautionary demand for oil. (2013). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
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    RePEc:bdi:wptemi:td_918_13.

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15. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
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16. What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane.
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17. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
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18. The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier.
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19. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-01.

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20. Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Wang, Jiayue ; Abhay Abhyankar, Bing Xu,, .
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21. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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22. Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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23. Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage. (2012). Rizvanoghlu, Islam.
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24. Regulations and price discovery: oil spot and futures markets. (2012). Goyal, Ashima ; Tripathi, Shruti.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2012-016.

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25. On the Sources and Consequences of Oil Price Shocks: The Role of Storage. (2012). Unsal, Filiz ; Unalmis, Ibrahim ; Ünalmış, Deren.
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26. Dynamics of Inductive Inference in a Unified Framework. (2012). Gilboa, Itzhak ; Samuelson, Larry ; Schmeidler, David.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00712823.

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27. Inventories and upstream gasoline price dynamics. (2012). Kuper, Gerard.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:208-214.

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28. Monetary policy responses to oil price fluctuations. (2012). Kilian, Lutz ; Guerrieri, Luca ; Bodenstein, Martin.
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29. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8916.

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30. Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India. (2012). Bhanumurthy, N R ; Kumawat, Lokendra ; Dua, Pami.
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31. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
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32. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane.
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33. Composite and Outlook Forecast Accuracy. (2012). Irwin, Scott ; Garcia, Philip ; Etienne, Xiaoli ; Colino, Evelyn V..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:134270.

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34. The Informational Content of Distant-Delivery Futures Contracts. (2012). Karali, Berna ; Dorfman, Jeffrey ; Schnake, Kristin N..
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35. Do Financial Investors Destabilize the Oil Price?. (2011). Van Robays, Ine ; Lombardi, Marco.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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36. Oil and Macroeconomy: The Case of Korea. (2011). Lee, Junhee ; Song, Joon Hyuk.
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37. How do international stock markets respond to oil demand and supply shocks?. (2011). Güntner, Jochen ; Jochen H. F. Guntner, .
    In: FEMM Working Papers.
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38. Forecasting the price of oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
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39. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, isabel.
    In: Working Paper Series.
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40. Dynamics of Inductive Inference in a Unified Framework. (2011). Gilboa, Itzhak ; Samuelson, Larry.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1811.

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41. Dynamics of Inductive Inference in a Unified Framework. (2011). Gilboa, Itzhak ; Samuelson, Larry.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000156.

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42. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market. (2011). Peersman, Gert ; Baumeister, Christiane.
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43. The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling. (2010). Kellogg, Ryan.
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44. Macroeconomic factors and oil futures prices: A data-rich model. (2010). Zagaglia, Paolo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:409-417.

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45. The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie.
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46. THE GROWING INTERDEPENDENCE BETWEEN FINANCIAL AND COMMODITY MARKETS. (2009). Mayer, Joerg.
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47. Nature of Oil Price Shocks and Monetary Policy. (2009). Lee, Junhee ; Song, Joon Hyuk.
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48. Three Epochs of Oil. (2009). Rogoff, Kenneth ; Dvir, Eyal.
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49. Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0007.

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50. Automobile Prices, Gasoline Prices, and Consumer Demand for Fuel Economy. (2008). Langer, Ashley ; Miller, Nathan H..
    In: EAG Discussions Papers.
    RePEc:doj:eagpap:200811.

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