1. How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective. (2025). Jiang, HE ; Lu, Haiyan ; Wang, Jianzhou ; Yu, Yue.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008134.

   Full description at Econpapers || Download paper

2. Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

   Full description at Econpapers || Download paper

3. Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

   Full description at Econpapers || Download paper

4. Speed of adjustment in energy and metal prices: Evidence from India. (2022). Kumar, Satish.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003555.

   Full description at Econpapers || Download paper

5. Measurement of international crude oil price cyclical fluctuations and correlation with the world economic cyclical changes. (2022). Zhen, Zhao ; Nan, YU ; Sun, Renjin ; Fangjing, Chu.
   In: Energy.
   RePEc:eee:energy:v:260:y:2022:i:c:s036054422201845x.

   Full description at Econpapers || Download paper

1. Özbek, L. ; Özlale, Ü. Analysis of real oil prices via trend-cycle decomposition. 2010 Energy Pol.. 38 3676-3683

2. Çatık, A.N. ; Önder, A.Ö. An asymmetric analysis of the relationship between oil prices and Output: the case of Turkey. 2013 Econ. Modell.. 33 884-892
   Paper not yet in RePEc: Add citation now
   

3. Akdoğan, K. Asymmetric behaviour of inflation around the target in inflation‐targeting countries. 2015 Scot. J. Polit. Econ.. 62 486-504

4. AkdoÄŸan, K. Unemployment hysteresis and structural change in Europe. 2017 Empir. Econ.. 53 1415-1440

5. Albuquerquemello, V.P. ; de Medeiros, R.K. ; da Nóbrega Besarria, C. ; Maia, S.F. Forecasting crude oil price: does exist an optimal econometric model?. 2018 Energy. 155 578-591

6. Alquist, R. ; Kilian, L. ; Vigfusson, R.J. Forecasting the price of oil. 2013 Elsevier:

7. Altavilla, C. ; De Grauwe, P. Forecasting and combining competing models of exchange rate determination. 2010 Appl. Econ.. 42 3455-3480

8. Amano, R.A. ; Van Norden, S. Oil prices and the rise and fall of the US real exchange rate. 1998 J. Int. Money Finance. 17 299-316

9. Arouri, M.H. ; Dinh, T.H. ; Nguyen, D.K. Time-varying predictability in crude-oil markets: the case of GCC countries. 2010 Energy Pol.. 38 4371-4380

10. Büyükşahin, B. ; Harris, J.H. Do speculators drive crude oil futures prices?. 2011 Energy J.. 167-202

11. Bachmeier, L. ; Li, Q. ; Liu, D. Should oil prices receive so much attention? An evaluation of the predictive power of oil prices for the us economy. 2008 Econ. Inq.. 46 528-539

12. Balke, N.S. ; Brown, S.P. ; Yücel, M.K. Oil price shocks and the US economy: where does the asymmetry originate?. 2002 Energy J.. 27-52

13. Baumeister, C. ; Kilian, L. Lower oil prices and the US economy: is this time different?. 2016 Brookings Pap. Econ. Activ.. 2016 287-357

14. Bierens, H.J. Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate. 1997 J. Econom.. 81 29-64

15. Brock, W.A. ; Scheinkman, J.A. ; Dechert, W.D. ; LeBaron, B. A test for independence based on the correlation dimension. 1996 Econom. Rev.. 15 197-235
    Paper not yet in RePEc: Add citation now
    

16. Casassus, J. ; Collin-Dufresne, P. ; Routledge, B.R. Equilibrium Commodity Prices with Irreversible Investment and Non-linear Technology (No. W11864). 2005 National Bureau of Economic Research:

17. Chai, J. ; Lu, Q. ; Hu, Y. ; Wang, S. ; Lai, K.K. ; Liu, H. Analysis and Bayes statistical probability inference of crude oil price change point. 2018 Technol. Forecast. Soc. Change. 126 271-283

18. Chen, S.T. ; Kuo, H.I. ; Chen, C.C. Modeling the relationship between the oil price and global food prices. 2010 Appl. Energy. 87 2517-2525

19. Chen, W. ; Ma, F. ; Wei, Y. ; Liu, J. Forecasting oil price volatility using high-frequency data: new evidence. 2020 Int. Rev. Econ. Finance. 66 1-12

20. Christopoulos, D.K. ; León-Ledesma, M.A. Smooth breaks and non-linear mean reversion: post-Bretton Woods real exchange rates. 2010 J. Int. Money Finance. 29 1076-1093

21. Clark, T.E. ; McCracken, M.W. Tests of equal forecast accuracy and encompassing for nested models. 2001 J. Econom.. 105 85-110

22. Clark, T.E. ; West, K.D. Approximately normal tests for equal predictive accuracy in nested models. 2007 J. Econom.. 138 291-311

23. Cologni, A. ; Manera, M. The asymmetric effects of oil shocks on output growth: a Markov–Switching analysis for the G-7 countries. 2009 Econ. Modell.. 26 1-29
    Paper not yet in RePEc: Add citation now
    

24. Cooper, J.C. Price elasticity of demand for crude oil: estimates for 23 countries. 2003 OPEC Energy Rev.. 27 1-8

25. Cuaresma, J.C. ; Jumah, A. ; Karbuz, S. Modelling and forecasting oil prices: the role of asymmetric cycles. 2009 Energy J.. 81-89

26. Cuestas, J. ; Regis, P. Nonlinearities and the order of integration of oil prices. 2010 Empir. Econ. Lett.. 9 193-202
    Paper not yet in RePEc: Add citation now
    
27. Dahl, C. A survey of oil demand elasticities for developing countries. 1993 OPEC Energy Rev.. 17 399-420
    Paper not yet in RePEc: Add citation now
    

28. Diebold, F.X. ; Mariano, R.S. Comparing predictive accuracy. 2002 J. Bus. Econ. Stat.. 20 134-144

29. Ewing, B.T. ; Malik, F. Modelling asymmetric volatility in oil prices under structural breaks. 2017 Energy Econ.. 63 227-233

30. Fattouh, B. An Anatomy of the Crude Oil Pricing System. 2011 Oxford Institute for Energy Studies:
    Paper not yet in RePEc: Add citation now
    

31. Fattouh, B. ; Kilian, L. ; Mahadeva, L. The role of speculation in oil markets: what have we learned so far?. 2013 Energy J.. 7-33

32. Favero, C.A. ; Hashem Pesaran, M. ; Sharma, S. A duration model of irreversible oil investment: theory and empirical evidence. 1994 J. Appl. Econom.. 9 S95-S112

33. Gkanoutas-Leventis, A. ; Nesvetailova, A. Financialisation, oil and the great recession. 2015 Energy Pol.. 86 891-902

34. Granger, C.W. ; Terasvirta, T. Modelling Non-linear Economic Relationships. 1993 OUP Catalogue:

35. Hamilton, J.D. Nonlinearities and the macroeconomic effects of oil prices. 2011 Macroecon. Dyn.. 15 364-378

36. Hamilton, J.D. This is what happened to the oil price-macroeconomy relationship. 1996 J. Monetary Econ.. 38 215-220

37. Hamilton, J.D. Understanding Crude Oil Prices (No. W14492). 2008 National Bureau of Economic Research:

38. Hamilton, J.D. What is an oil shock?. 2003 J. Econom.. 113 363-398

39. Herrera, A.M. ; Karaki, M.B. ; Rangaraju, S.K. Oil price shocks and US economic activity. 2019 Energy Pol.. 129 89-99

40. Hung, J.C. ; Wang, Y.H. ; Chang, M.C. ; Shih, K.H. ; Kao, H.H. Minimum variance hedging with bivariate regime-switching model for WTI crude oil. 2011 Energy. 36 3050-3057

41. Kapetanios, G. ; Shin, Y. ; Snell, A. Testing for a unit root in the nonlinear STAR framework. 2003 J. Econom.. 112 359-379

42. Kilian, L. ; Murphy, D.P. The role of inventories and speculative trading in the global market for crude oil. 2014 J. Appl. Econom.. 29 454-478

43. Kilian, L. ; Taylor, M.P. Why is it so difficult to beat the random walk forecast of exchange rates?. 2003 J. Int. Econ.. 60 85-107

44. Kilian, L. ; Vigfusson, R.J. Do oil prices help forecast US real GDP? The role of nonlinearities and asymmetries. 2013 J. Bus. Econ. Stat.. 31 78-93

45. Kilian, L. ; Vigfusson, R.J. Nonlinearities in the oil price–output relationship. 2011 Macroecon. Dyn.. 15 337-363
    Paper not yet in RePEc: Add citation now
    

46. Kilian, L. ; Vigfusson, R.J. The role of oil price shocks in causing US recessions. 2017 J. Money Credit Bank.. 49 1747-1776

47. Kim, D. ; Perron, P. Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses. 2009 J. Econom.. 148 1-13

48. Kisswani, K.M. ; Nusair, S.A. Non-linearities in the dynamics of oil prices. 2013 Energy Econ.. 36 341-353

49. Lee, J. ; Strazicich, M.C. Minimum Lagrange multiplier unit root test with two structural breaks. 2003 Rev. Econ. Stat.. 85 1082-1089

50. Lee, J. ; Strazicich, M.C. Minimum LM Unit Root Test with One Structural Break. 2004 Department of Economics, Appalachian State University: Manuscript

51. Lee, Y.H. ; Hu, H.N. ; Chiou, J.S. Jump dynamics with structural breaks for crude oil prices. 2010 Energy Econ.. 32 343-350

52. Liao, H. ; Suen, Y. Dating breaks for global crude oil prices and their volatility: a possible price band for global crude prices. 2006 Energy Stud. Rev.. 14 189-
    Paper not yet in RePEc: Add citation now
    

53. Liu, Jing ; Ma, Feng ; Yang, Ke ; Zhang, Yaojie Forecasting the oil futures price volatility: large jumps and small jumps. 2018 Energy Econ.. 72 321-330

54. Liu, L. ; Wang, Y. ; Wu, C. ; Wu, W. Disentangling the determinants of real oil prices. 2016 Energy Econ.. 56 363-373

55. Lumsdaine, R.L. ; Papell, D.H. Multiple trend breaks and the unit-root hypothesis. 1997 Rev. Econ. Stat.. 79 212-218

56. Marcellino, M. A linear benchmark for forecasting GDP growth and inflation?. 2008 J. Forecast.. 27 305-340

57. Maslyuk, S. ; Smyth, R. Unit root properties of crude oil spot and futures prices. 2008 Energy Pol.. 36 2591-2600

58. Mensi, W. ; Hammoudeh, S. ; Yoon, S.M. How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process. 2014 Energy Econ.. 42 343-354

59. Mishra, S. ; Sharif, A. ; Khuntia, S. ; Meo, S.A. ; Khan, S.A.R. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. 2019 Resour. Pol.. 62 292-304

60. Morana, C. The oil price-macroeconomy relationship since the mid-1980s: a global perspective. 2013 Energy J.. 153-189

61. Moshiri, S. ; Foroutan, F. Forecasting nonlinear crude oil futures prices. 2006 Energy J.. 81-95

62. Nademi, A. ; Nademi, Y. Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases. 2018 Energy Econ.. 74 757-766

63. Nasir, M.A. ; Al-Emadi, A.A. ; Shahbaz, M. ; Hammoudeh, S. Importance of oil shocks and the GCC macroeconomy: a structural VAR analysis. 2019 Resour. Pol.. 61 166-179

64. Nasir, M.A. ; Naidoo, L. ; Shahbaz, M. ; Amoo, N. Implications of oil prices shocks for the major emerging economies: a comparative analysis of BRICS. 2018 Energy Econ.. 76 76-88

65. Ordóñez, J. ; Sala, H. ; Silva, J.I. Oil price shocks and labor market fluctuations. 2011 Energy J.. 89-118

66. Perron, P. The great crash, the oil price shock, and the unit root hypothesis. 1989 Econometrica: J. Econ. Soc.. 1361-1401

67. Phan, D.H.B. ; Sharma, S.S. ; Narayan, P.K. Oil price and stock returns of consumers and producers of crude oil. 2015 J. Int. Financ. Mark. Inst. Money. 34 245-262

68. Ramsey, J.B. ; Schmidt, P. Some further results on the use of OLS and BLUS residuals in specification error tests. 1976 J. Am. Stat. Assoc.. 71 389-390
    Paper not yet in RePEc: Add citation now
    
69. Ravazzolo, F. ; Rothman, P. Oil and US GDP: a real‐time out‐of‐sample examination. 2013 J. Money Credit Bank.. 45 449-463
    Paper not yet in RePEc: Add citation now
    

70. Ravazzolo, F. ; Rothman, P. Oil-price density forecasts of US GDP. 2016 Stud. Nonlinear Dynam. Econom.. 20 441-453

71. Safari, A. ; Davallou, M. Oil price forecasting using a hybrid model. 2018 Energy. 148 49-58

72. Shahbaz, M. ; Ahmed, K. ; Tiwari, A.K. ; Jiao, Z. Resource curse hypothesis and role of oil prices in USA. 2019 Resour. Pol.. 64 101514-

73. Silvapulle, P. ; Moosa, I.A. The relationship between spot and futures prices: evidence from the crude oil market. 1999 J. Futures Mark.: Futures, Options Other Deriv. Prod.. 19 175-193

74. Sollis, R. A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries. 2009 Econ. Modell.. 26 118-125

75. Sornette, D. ; Woodard, R. ; Zhou, W.X. The 2006–2008 oil bubble: evidence of speculation, and prediction. 2009 Phys. Stat. Mech. Appl.. 388 1571-1576
    Paper not yet in RePEc: Add citation now
    
76. Teräsvirta, T. Forecasting economic variables with nonlinear models. 2006 Handb. Econ. Forecast.. 1 413-457
    Paper not yet in RePEc: Add citation now
    

77. Troster, V. ; Shahbaz, M. ; Uddin, G.S. Renewable energy, oil prices, and economic activity: a Granger-causality in quantiles analysis. 2018 Energy Econ.. 70 440-452

78. Vo, M.T. Regime-switching stochastic volatility: evidence from the crude oil market. 2009 Energy Econ.. 31 779-788

79. Wei, W. ; Chen, Z. ; Wang, J. A research on the three states Markov-switching model: an application in the analysis of world oil price fluctuation. 2006 J. Finance Econ.. 32 120-131
    Paper not yet in RePEc: Add citation now
    

80. Yang, C. ; Gong, X. ; Zhang, H. Volatility forecasting of crude oil futures: the role of investor sentiment and leverage effect. 2019 Resour. Pol.. 61 548-563

81. Zhang, Y.J. Speculative trading and WTI crude oil futures price movement: an empirical analysis. 2013 Appl. Energy. 107 394-402

82. Zhang, Y.J. ; Zhang, L. Interpreting the crude oil price movements: evidence from the Markov regime switching model. 2015 Appl. Energy. 143 96-109

83. Zhou, S. The response of real exchange rates to various economic shocks. 1995 South. Econ. J.. 936-954
    Paper not yet in RePEc: Add citation now
    

84. Zivot, E. ; Andrews, D.W.K. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. 1992 J. Bus. Econ. Stat.. 20 25-44

1. Macroeconomic asymmetries and their influence on fintech ecosystem growth: A global and regional perspective. (2025). Aysan, Ahmet Faruk ; Ali, Hassnian.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000483.

   Full description at Econpapers || Download paper

2. Unemployment Hysteresis by Sex and Education Attainment in the EU. (2024). Gil-Alana, Luis ; Cuestas, Juan.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01106-1.

   Full description at Econpapers || Download paper

3. Does inflation targeting matter for price stability?. (2024). Guo, Minjie ; Lim, Eun-Son.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:91:y:2024:i:c:p:1015-1032.

   Full description at Econpapers || Download paper

4. Asymmetry in inflation persistence under inflation targeting. (2024). Koursaros, Demetris ; Aslanidis, Nektarios ; Otto, Glenn.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001285.

   Full description at Econpapers || Download paper

5. The unemployment hysteresis by territory, gender, and age groups in Iran. (2023). Gil-Alana, Luis ; Cheratian, Iman ; Goltabar, Saleh ; Gil-Alaa, Luis A.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-023-00424-5.

   Full description at Econpapers || Download paper

6. Inflation in the G7 and the expected time to reach the reference rate: A nonparametric approach. (2022). Nicolau, Joo ; da Cunha, Ines.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1608-1620.

   Full description at Econpapers || Download paper

7. Hysteresis and stochastic convergence in Eurozone unemployment rates: evidence from panel unit roots with smooth breaks and asymmetric dynamics. (2022). Omay, Tolga ; Hasanov, Mübariz ; Corakci, Aysegul.
   In: Oeconomia Copernicana.
   RePEc:pes:ieroec:v:13:y:2022:i:1:p:11-55.

   Full description at Econpapers || Download paper

8. Unemployment hysteresis by sex and education attainment in the EU. (2022). Gil-Alana, Luis ; Cuestas, Juan.
   In: Working Papers.
   RePEc:jau:wpaper:2022/06.

   Full description at Econpapers || Download paper

9. Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239.

   Full description at Econpapers || Download paper

10. Measurement of international crude oil price cyclical fluctuations and correlation with the world economic cyclical changes. (2022). Zhen, Zhao ; Nan, YU ; Sun, Renjin ; Fangjing, Chu.
    In: Energy.
    RePEc:eee:energy:v:260:y:2022:i:c:s036054422201845x.

    Full description at Econpapers || Download paper

11. Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh ; Joseph, Solomon O ; Awolaja, Oladapo G.
    In: MPRA Paper.
    RePEc:pra:mprapa:109831.

    Full description at Econpapers || Download paper

12. ONE CRISIS AFTER ANOTHER: A DYNAMIC UNEMPLOYMENT PERSISTENCE ANALYSIS FOR THE GIPS COUNTRIES. (2021). Aydın Yakut, Dilan ; Yildirim, Dilem.
    In: ERC Working Papers.
    RePEc:met:wpaper:2102.

    Full description at Econpapers || Download paper

13. Recessions and potential GDP: The case of Mexico. (2021). Ventosa-Santaulària, Daniel ; Hernandezroman, Luis G ; Ventosasantaularia, Daniel ; Amezcua, Alejandro Villagomez.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195.

    Full description at Econpapers || Download paper

14. Alternative explanation of the money illusion: The effect of unexpected low inflation. (2020). Tsai, I-Chun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:110-123.

    Full description at Econpapers || Download paper

15. Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoğan, Kurmaş ; Akdoan, Kurma.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

    Full description at Econpapers || Download paper

16. Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test. (2019). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Mudida, Robert.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:53:y:2019:i:6:d:10.1007_s11135-019-00894-6.

    Full description at Econpapers || Download paper

17. The Dynamics of Unemployment in Poland from 1992 to 2017. (2019). Pisulewski, Andrzej.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2019:i:1:p:135-149.

    Full description at Econpapers || Download paper

18. Dynamika bezrobocia w Polsce w latach 1992-2017. (2019). Pisulewski, Andrzej.
    In: Gospodarka Narodowa-The Polish Journal of Economics.
    RePEc:ags:polgne:359180.

    Full description at Econpapers || Download paper

19. Monetary policy rules and the equity risk premium: Evidence from the US experience. (2018). Payne, James ; Apergis, Nicholas.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:36:y:2018:i:4:p:287-299.

    Full description at Econpapers || Download paper

20. Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?. (2018). Helmi, Mohamad Husam ; catik, nazif ; Caporale, Guglielmo Maria ; Ali, Faek Menla ; Akdeniz, Cokun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:306-319.

    Full description at Econpapers || Download paper

21. Revisiting driving factors of oil price shocks across time scales. (2017). Huang, Shupei ; Wen, Shaobo.
    In: Energy.
    RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

    Full description at Econpapers || Download paper

22. Multi-fractal fluctuation features of thermal power coal price in China. (2016). Zhao, Zhen-Yu ; Zhu, Jiang ; Xia, BO.
    In: Energy.
    RePEc:eee:energy:v:117:y:2016:i:p1:p:10-18.

    Full description at Econpapers || Download paper

23. Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?. (2016). Menla Ali, Faek ; Helmi, Mohamad Husam ; catik, nazif ; Caporale, Guglielmo Maria ; Akdeniz, Coskun.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1588.

    Full description at Econpapers || Download paper

24. Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?. (2016). Helmi, Mohamad Husam ; catik, nazif ; Caporale, Guglielmo Maria ; Ali, Faek Nemla ; Akdeniz, Coskun.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5965.

    Full description at Econpapers || Download paper

25. Oil exploration and perceptions of scarcity: The fallacy of early success. (2012). Jakobsson, Kristofer ; Snowden, Simon ; Aleklett, Kjell ; Li, Chuan-Zhong ; Sderbergh, Bengt .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1226-1233.

    Full description at Econpapers || Download paper

Report date: 2025-09-17 21:46:16 || Missing content? Let us know