This document has not been cited yet.

1. Alquist, R., Arbatli, E., 2010. Crude oil futures: A crystal ball? Bank of Canada Review Spring, 3-11 Alquist, R., Kilian, L., 2010. What do we learn from the price of crude oil futures. Journal of Applied Econometrics 25(4), 539-573.

2. Alquist, R., Kilian, L., Vigfusson, R.J., 2013. Forecasting the Price of Oil. In: Elliott, G., Timmermann, A. (Eds.). Handbook of Economic Forecasting, vol. 2A. Amsterdam: NorthHolland, 427–507.

3. Barberis, N.C., 2001. Prospect theory and asset prices. The Quarterly Journal of Economics 116(1), 1-53.

4. Barberis, N.C., 2013. Thirty years of prospect theory in economics: a review and assessment Journal of Political Perspectives 27(1), 173-196.

5. Barberis, N.C., Mukherjee A., Wang B., 2016. Prospect theory and stock returns: an empirical test. The Review of Financial Studies 29(11), 3068-3107.

6. Baumeister, C., 2022. Measuring market expectations. In : Bachmann, R., Topa, G., van der Klaauw, W. (Eds.), Handbook of Economic Expectations, Part 3 Ch. 14, 413-441.
   Paper not yet in RePEc: Add citation now
   
7. Baumeister, C., Kilian L., 2012. Real-time forecasts of the real price of oil. Journal of Business and Economic Statistics 30(2), 326–336.
   Paper not yet in RePEc: Add citation now
   

8. Baumeister, C., Kilian L., 2014. Real-time analysis of oil price risks using forecast scenarios. IMF Economic Review 62(1), 119–145.

9. Baumeister, C., Kilian L., 2015. Forecasting the real price of oil in a changing world: A forecast combination approach. Journal of Business & Economic Statistics 33(3), 338-351.

10. Baumeister, C., Kilian L., Lee T., 2014. Are there gains from pooling real-time oil price forecasts? Energy Economics 46 Supplement 1, 33-43.

11. Bhar, R., Lee D., 2011. Time-varying market price of risk in the crude oil futures market. The Journal of Futures Markets 31, 779–807.
    Paper not yet in RePEc: Add citation now
    

12. Bianchi D, 2021. Adaptive expectations and commodity risk premiums. Journal of Economic Dynamics & Control, 124, 1-22.

13. Binsbergen J.V., Koijen R., 2017. The term structure of returns: Facts and theories. Journal of Financial Economics 124(1), 1-21.
    Paper not yet in RePEc: Add citation now
    

14. Chiang, I-H.E., Hughen W.K., Sagi, J.S., 2015. Estimating oil risk factors using information from equity and derivatives markets. The Journal of Finance 60(2), 769-804.

15. Chin, M., Liu, Z., 2015. A joint affine model of commodity futures and US Treasury yields. Working Paper no 526, Bank of England.
    Paper not yet in RePEc: Add citation now
    

16. Cifarelli, G., Paladino, G., 2010. Oil price dynamics and speculation: A multivariate financial approach. Energy Economics 32, 363–372.

17. Cochrane J.H., 1999b. Portfolio advice for a multifactor world. Economic Perspectives, Federal Reserve Bank of Chicago 23(Q3), 59-78.
    Paper not yet in RePEc: Add citation now
    
18. Cochrane, J.H., 1999a. New facts in finance. Economic Perspectives, Federal Reserve Bank of Chicago 23(Q3), 36-58.
    Paper not yet in RePEc: Add citation now
    

19. Coimbra, C., Esteves, P.S., 2004. Oil price assumptions in macroeconomic forecasts: Should we follow futures market expectations? OPEC Review: Energy Economics & Related Issues 28(2), 87–106.

20. Coleman, L., 2012. Explaining crude oil prices using fundamental measures. Energy Policy 40(C), 318-324.
    Paper not yet in RePEc: Add citation now
    

21. Considine, T.J., Larson, D.F., 2001. Risk premiums on inventory assets: the case of crude oil and natural gas. The Journal of Futures Markets 21, 109–126.

22. Corsi, F., Audrino, F. Reno, R., 2012. HAR modeling for realized volatility forecasting. In: Bauwens L., Hafner C., Laurent S. (Eds), Handbook of Volatility Models and Their Applications. John Wiley & Sons. Part 3 Ch 15, 363-382.
    Paper not yet in RePEc: Add citation now
    

23. Cortazar, G., Liedtke P., Ortega, H., Schwartz, E.S., 2022. Time-varying term structure of oil risk premia. The Energy Journal 43(5), 71-91.

24. Cortazar, G., Millard, C., Ortega, H., Schwartz, E.S., 2019. Commodity price forecasts, futures prices and pricing models. Management Science 65(9), 4141-4155.

25. Dempster, A.P., Laird, N.M., Rubin, D.B., 1977. Maximum likelihood from incomplete data via the EM algorithm. Journal of the Royal Statistical Society series B, 39(1), 1-38.
    Paper not yet in RePEc: Add citation now
    

26. Du, X., Yu, C.L., Hayes, D.J., 2011. Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. Energy Economics 33(3), 497-503.

27. Eisenbach, T.M., Schmalz, M.C., 2016. Anxiety in the face of risk. Journal of Financial Economics 121(2), 414-426.

28. Ellwanger, R., 2017. On the tail risk premium in the oil market. Bank of Canada Staff Working Paper 46, November.

29. Fama, E.F., French K.R., 1987. Commodity futures prices: some evidence on forecast power, premiums, and the theory of storage. The Journal of Business 60, 55–73.

30. Fattouh, B., Kilian, L., Mahadeva, L., 2013. The role of speculation in oil markets: What have we learned so far? The Energy Journal 34(3), 7-33.

31. Gao, X., Li, B., Liu, R., 2022. The relative pricing of WTI and Brent crude oil futures: expectations or risk premia? Journal of Commodity Markets, forthcoming.
    Paper not yet in RePEc: Add citation now
    

32. Gorton, G., Hayashi, F., Rouwenhorst, K., 2013. The fundamentals of commodity futures returns. Review of Finance 17(1), 35-105.

33. Greenwood, R., Shleifer A., 2014. Expectations of returns and expected returns. Review of Financial Studies 27(3), 714-746 Haase, M., Zimmermann, H., 2013. Scarcity, risk premiums and the pricing of commodity futures: The case of crude oil contracts. The Journal of Alternative Investments 16(1), 4371.

34. Hambur, J., Stenner, N., 2016. The term structure of commodity risk premiums and the role of hedging. Reserve Bank of Australia Bulletin, March.

35. Hamilton, J.D., 2009. Causes and consequences of the oil shock of 2007-08. Brooking papers on Economic Activity Spring, 215-241.
    Paper not yet in RePEc: Add citation now
    
36. Hamilton, J.D., Wu, J.C., 2014. Risk premiums in crude oil futures prices. Journal of International Money and Finance 42, 9-37.
    Paper not yet in RePEc: Add citation now
    
37. Harvey, A.C., 1989. Forecasting, Structural Time Series Models and the Kalman filter. Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
    

38. Heath, D., 2019. Macroeconomic factors in oil futures markets. Management Science 65(9), 4407-4421.

39. Hoffmann, A.O.I., Post, T., 2017. How return and risk experiences shape investor beliefs and preferences. Accounting & Finance 57(3), 759-788.

40. Jalali-Naini, A.R., Manesh, M.K., 2006. Price volatility, hedging and variable risk premium in the crude oil market. OPEC Review: Energy Economics & Related Issues 30(2), 55-70.

41. Jondeau, E., Rockinger, M., 2006. Optimal portfolio allocation under higher moments. European Financial Management 12(1), 29-55.

42. Joo, K., Suh, J.H., Lee, D., Ahn, K., 2020. Impact of the global financial crisis on the crude oil market. Energy Strategy Reviews 30, 1-6.
    Paper not yet in RePEc: Add citation now
    

43. Kahneman, D., Tversky, A., 1979. Prospect theory: an analysis of decision under risk. Econometrica 47(2), 263-292.

44. Kaldor, N., 1939. Speculation and economic stability. Review of Economic Studies 7, 1-27.

45. Kaufmann, R. K., 2011. The role of market fundamentals and speculation in recent price changes for crude oil, Energy Policy 39, 105–115.

46. Kaufmann, R. K., Ullman, B., 2009. Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices. Energy Economics 31, 550–558.

47. Laurent P., 1995. Hétérogénéité et interactions des agents sur le marché des changes. Revue Française d’Economie 10(1), 87-113.

48. Li, B., 2018. Speculation, risk aversion, and risk premiums in the crude oil market. Journal of Banking and Finance 95, 64-81.

49. Li, T., Muzere, M.L., 2010. Heterogeneity and volatility puzzles in international finance.

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

51. MacDonald, R., Marsh, I., 1993. On the efficiency of oil price forecasts. Applied Financial Economics 3(4), 293–302.
    Paper not yet in RePEc: Add citation now
    

52. MacKinnon, J.G., 2010. Critical values for cointegration tests. Working Paper 1227, Economics Department, Queen's University, Kingston, Ontario.

53. McLeod, A.I., Li, W.K., 1983. Diagnostic checking ARMA time series models using squaredresidual autocorrelations. Journal of Time Series Analysis 4, 269-273.

54. Melolinna, M., 2011. What explains risk premiums in crude oil futures? OPEC Review 35(4), 287-307.

55. Moosa, I. A., Al-Loughani, N.E., 1994. Unbiasedness and time varying risk premiums in the crude oil futures market. Energy Economics 16(2), 99–105.

56. Nicolini, M., Manera, M., Vignati, I., 2013. Detecting speculation in volatility of commodities futures markets. EcoMod2013 5125.

57. Orléan, A., 1992. Contagion des opinions et fonctionnement des marchés financiers. Revue Economique 43(4), 685-698.

58. Pagano, P., Pisani, M., 2009. Risk-adjusted forecasts of oil prices. The B.E. Journal of Macroeconomics 9(1), Topics,1–26.
    Paper not yet in RePEc: Add citation now
    

59. Prat, G., Uctum, R., 2011. Modelling oil price expectations: Evidence from survey data. Quarterly Review of Economics and Finance 51(3), 236-247.

60. Reitz, S., Rülke, J.C., Stadtmann, G., 2010. Regressive oil price expectations toward more fundamental values of the oil price. Jahrbücher für Nationalökonomie und Statistik 230(4), 454–466.
    Paper not yet in RePEc: Add citation now
    

61. Sadorsky, P., 2002. Time-varying risk premiums in petroleum futures prices. Energy Economics 24, 539–556.

62. Sanders, D.R., Boris, K., Manfredo, M.R., 2004. Hedgers, funds, and small speculators in the energy futures market: An analysis of the CFTC’s Commitment of Traders reports. Energy Economics 26, 425–445.
    Paper not yet in RePEc: Add citation now
    
63. Sanders, D.R., Manfredo, M.R., Boris, K., 2009. Evaluating information in multiple horizon forecasts: The DOE’s energy price forecasts. Energy Economics 31(2), 189-196.
    Paper not yet in RePEc: Add citation now
    

64. Tversky, A., Kahneman, D., 1992. Advances in prospect theory: cumulative representation of uncertainty. Journal of Risk and Uncertainty 5, 297-323.

65. Valenti, D., Manera, M., Sbuelz, A., 2020. Interpreting the oil risk premium: do oil price shocks matter? Energy Economics 91, forthcoming.

66. Weinbaum, D., 2009. Investor heterogeneity, asset pricing and volatility dynamics. Journal of Economic Dynamics and Control 33(7), 1379-1397.

67. Weiner, R.J., 2002. Sheep in wolves’ clothing? Speculators and price volatility in petroleum futures. Quarterly Review of Economics and Finance 42, 391–400.

1. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges.
   In: Post-Print.
   RePEc:hal:journl:hal-04873466.

   Full description at Econpapers || Download paper

2. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges.
   In: Energy Economics.
   RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388.

   Full description at Econpapers || Download paper

3. Forecasting Industrial Commodity Prices : Literature Review and a Model Suite. (2023). Ohnsorge, Franziska Lieselotte ; Khadan, Jeetendra ; Marioli, Francisco Arroyo ; Yamazaki, Takefumi.
   In: Policy Research Working Paper Series.
   RePEc:wbk:wbrwps:10611.

   Full description at Econpapers || Download paper

4. Predicting daily oil prices: Linear and non-linear models. (2018). Dbouk, Wassim ; Jamali, Ibrahim.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:46:y:2018:i:c:p:149-165.

   Full description at Econpapers || Download paper

5. Gasoline price uncertainty and the design of fuel economy standards. (2018). Kellogg, Ryan.
   In: Journal of Public Economics.
   RePEc:eee:pubeco:v:160:y:2018:i:c:p:14-32.

   Full description at Econpapers || Download paper

6. Targeted growth rates for long-horizon crude oil price forecasts. (2018). Snudden, Stephen.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:34:y:2018:i:1:p:1-16.

   Full description at Econpapers || Download paper

7. Analysis and forecasting of the oil consumption in China based on combination models optimized by artificial intelligence algorithms. (2018). Li, Yifan ; Wang, Rui.
   In: Energy.
   RePEc:eee:energy:v:144:y:2018:i:c:p:243-264.

   Full description at Econpapers || Download paper

8. Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros.
   In: Energy Economics.
   RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

   Full description at Econpapers || Download paper

9. Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph.
   In: Energy Economics.
   RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

   Full description at Econpapers || Download paper

10. Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

    Full description at Econpapers || Download paper

11. Predictive analytics of crude oil prices by utilizing the intelligent model search engine. (2018). Su, Rong ; Duru, Okan ; Bekiroglu, Korkut ; Gulay, Emrah ; Lagoa, Constantino.
    In: Applied Energy.
    RePEc:eee:appene:v:228:y:2018:i:c:p:2387-2397.

    Full description at Econpapers || Download paper

12. The Study of Different Factors Effects on the Oil Futures Price by Applying Agent-based Model. (2018). Karimi, Mohammad Sadegh ; Maleki, Abbas.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-03-11.

    Full description at Econpapers || Download paper

13. Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_419_18.

    Full description at Econpapers || Download paper

14. Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?. (2017). Gray, Philip ; Chan, Kam Fong.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:37:y:2017:i:1:p:71-89.

    Full description at Econpapers || Download paper

15. OPEC, Saudi Arabia, and the Shale Revolution: Insights from Equilibrium Modelling and Oil Politics. (2017). Ansari, Dawud.
    In: MPRA Paper.
    RePEc:pra:mprapa:78657.

    Full description at Econpapers || Download paper

16. Modeling the real ruble exchange rate under monetary policy regime change. (2017). Polbin, Andrey.
    In: Voprosy Ekonomiki.
    RePEc:nos:voprec:2017-04-3.

    Full description at Econpapers || Download paper

17. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Wanner, Markus ; Mayer, Herbert ; Rathgeber, Andreas.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

    Full description at Econpapers || Download paper

18. OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics. (2017). Ansari, Dawud.
    In: Energy Policy.
    RePEc:eee:enepol:v:111:y:2017:i:c:p:166-178.

    Full description at Econpapers || Download paper

19. Influential factors in crude oil price forecasting. (2017). Wang, Tianyang ; Miao, Hong ; Ramchander, Sanjay ; Yang, Dongxiao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:77-88.

    Full description at Econpapers || Download paper

20. Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2017). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc ; Joets, Marc.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:313-326.

    Full description at Econpapers || Download paper

21. Can investor attention predict oil prices?. (2017). Yin, Libo ; Lv, Qiuna ; Han, Liyan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

    Full description at Econpapers || Download paper

22. Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Liu, LI ; Wu, Chongfeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

    Full description at Econpapers || Download paper

23. Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona.
    In: Working papers.
    RePEc:bfr:banfra:645.

    Full description at Econpapers || Download paper

24. Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Capps, Oral ; Arunanondchai, Panit ; Senia, Mark C.
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
    RePEc:ags:saea17:252717.

    Full description at Econpapers || Download paper

25. .

    Full description at Econpapers || Download paper

26. Confidence Sets for the Break Date in Cointegrating Regressions. (2016). Skrobotov, Anton ; Kurozumi, Eiji.
    In: Discussion Papers.
    RePEc:hit:econdp:2016-07.

    Full description at Econpapers || Download paper

27. A rationalist explanation of Russian risk-taking. (2016). Weinhold, Valentin ; Lehrbass, Frank.
    In: Economics of Peace and Security Journal.
    RePEc:epc:journl:v:11:y:2016:i:1:p:5-11.

    Full description at Econpapers || Download paper

28. Do consumers recognize the value of fuel economy? Evidence from used car prices and gasoline price fluctuations. (2016). West, Sarah ; Sallee, James ; Fan, Wei.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:135:y:2016:i:c:p:61-73.

    Full description at Econpapers || Download paper

29. Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach. (2016). Naser, Hanan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:75-87.

    Full description at Econpapers || Download paper

30. The deflationary effect of oil prices in the euro area. (2016). Jerez, Miguel ; Barge-Gil, Andrés ; Castro, Cesar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:389-397.

    Full description at Econpapers || Download paper

31. Predicting the oil prices: Do technical indicators help?. (2016). Yin, Libo ; Yang, Qingyuan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350.

    Full description at Econpapers || Download paper

32. Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. (2016). Mikropoulou, Christina ; KYRTSOU, Catherine ; Papana, Angeliki.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246.

    Full description at Econpapers || Download paper

33. How do oil price forecast errors impact inflation forecast errors? An empirical analysis from US, French and UK inflation forecasts. (2016). De Gaye, Annabelle ; Bec, Frédérique.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:75-88.

    Full description at Econpapers || Download paper

34. Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143.

    Full description at Econpapers || Download paper

35. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252.

    Full description at Econpapers || Download paper

36. The future of oil: Geology versus technology. (2015). Laxton, Douglas ; Kumhof, Michael ; Kamenik, Ondra ; Chauvet, Marcelle ; Benes, Jaromir ; Selody, Jack ; Mursula, Susanna.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:207-221.

    Full description at Econpapers || Download paper

37. Forecasting excess stock returns with crude oil market data. (2015). Wang, Yudong ; Liu, LI ; Ma, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:48:y:2015:i:c:p:316-324.

    Full description at Econpapers || Download paper

38. Speculative behaviour and oil price predictability. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:128-136.

    Full description at Econpapers || Download paper

39. Unified modeling and feasibility study of novel green pathway of biomass to methanol/dimethylether. (2015). Ravaghi-Ardebili, Zohreh ; Manenti, Flavio.
    In: Applied Energy.
    RePEc:eee:appene:v:145:y:2015:i:c:p:278-294.

    Full description at Econpapers || Download paper

40. A general approach to recovering market expectations from futures prices with an application to crude oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:466.

    Full description at Econpapers || Download paper

41. Commodity-Price Comovement and Global Economic Activity. (2014). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20003.

    Full description at Econpapers || Download paper

42. Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87.

    Full description at Econpapers || Download paper

43. A factor model for co-movements of commodity prices. (2014). West, Kenneth ; Wong, Ka-Fu .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:42:y:2014:i:c:p:289-309.

    Full description at Econpapers || Download paper

44. Forecasting the oil–gasoline price relationship: Do asymmetries help?. (2014). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s44-s56.

    Full description at Econpapers || Download paper

45. Are there gains from pooling real-time oil price forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s33-s43.

    Full description at Econpapers || Download paper

46. How do oil price shocks affect consumer prices?. (2014). Kim, Hyeongwoo ; Gao, Liping(Sophia) ; Saba, Richard .
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:313-323.

    Full description at Econpapers || Download paper

47. Oil price shocks in a data-rich environment. (2014). Aastveit, Knut Are.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:268-279.

    Full description at Econpapers || Download paper

48. How do oil price forecast errors impact inflation forecast errors? An empirical analysis from French and US inflation forecasts.. (2014). De Gaye, Annabelle ; Bec, Frédérique.
    In: Working papers.
    RePEc:bfr:banfra:523.

    Full description at Econpapers || Download paper

49. The Comovement in Commodity Prices: Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/140.

    Full description at Econpapers || Download paper

50. Commodity price shocks and the business cycle: Structural evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:324-352.

    Full description at Econpapers || Download paper

51. Persistence in crude oil spot and futures prices. (2013). Ozdemir, Zeynel ; Gokmenoglu, Korhan ; Ekinci, Cagdas .
    In: Energy.
    RePEc:eee:energy:v:59:y:2013:i:c:p:29-37.

    Full description at Econpapers || Download paper

52. Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9297.

    Full description at Econpapers || Download paper

53. Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
    RePEc:tas:wpaper:15728.

    Full description at Econpapers || Download paper

54. Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:48900.

    Full description at Econpapers || Download paper

55. Measures of Fiscal Risk in Hydrocarbon-Exporting Countries. (2012). Medina, Leandro ; Caceres, Carlos.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/260.

    Full description at Econpapers || Download paper

56. Can oil prices forecast exchange rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Working Papers.
    RePEc:fip:fedpwp:11-34.

    Full description at Econpapers || Download paper

57. Too much cocited documents. This list is not complete

Report date: 2025-09-07 02:35:38 || Missing content? Let us know