1. Avoiding jumps in the rotation matrix of time-varying factor models. (2024). Cheung, Ying Lun.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008997.

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1. Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun.
   In: Journal of Business & Economic Statistics.
   RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

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2. The Econometrics of Oil Market VAR Models. (2020). Zhou, Xiaoqing ; Kilian, Lutz.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:14460.

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3. The Econometrics of Oil Market VAR Models. (2020). Zhou, Xiaoqing ; Kilian, Lutz.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_8153.

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4. The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Song, Yinqiu ; Pan, Shengjie ; Zhang, Hongyan ; Wang, Deqing.
   In: Asian Economic and Financial Review.
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5. Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
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6. The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Du, Ziqing ; Li, Zhenghui ; Liu, Yue ; Liao, Gaoke.
   In: Energies.
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7. Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Okimoto, Tatsuyoshi ; Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H.
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8. Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario.
   In: Journal of Monetary Economics.
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9. Do heterogeneous countries respond differently to oil price shocks?. (2019). Hernandez-Vega, Marco ; Guerrero-Escobar, Santiago ; Hernandez-Del, Gerardo.
   In: Journal of Commodity Markets.
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10. Asymmetric effects of oil prices and exchange rates on China’s industrial prices. (2019). Chen, Xiuyun ; Zhu, Huiming.
    In: Energy Economics.
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11. Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H.
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    RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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12. Dutch disease dynamics reconsidered. (2019). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde ; Bjornland, Hilde C.
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13. Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
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14. OPECs crude game. (2019). Hvinden, Even Comfort.
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15. New Kid on the Block? China vs the US in World Oil Markets. (2019). Cross, Jamie ; Zhang, BO ; Nguyen, Bao H.
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16. Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors. (2018). Djogbenou, Antoine.
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17. Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof.
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    RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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18. Forecasting crude oil price: Does exist an optimal econometric model?. (2018). DE ALBUQUERQUEMELLO, VINICIUS ; Besarria, Cássio ; Maia, Sinezio Fernandes ; de Medeiros, Rennan Kertlly ; da Nobrega, Cassio.
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19. Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU.
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20. Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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21. On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Hou, Chenghan ; Nguyen, Bao H.
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    RePEc:bny:wpaper:0069.

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22. The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C.
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23. Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde.
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24. On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Dubova, Irina ; Belke, Ansgar.
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25. On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Dubova, Irina ; Belke, Ansgar.
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26. World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco.
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27. On the Exposure of the BRIC Countries to Global Economic Shocks. (2017). Dreger, Christian ; Dubova, Irina.
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28. Oil Price Pass-Through into Core Inflation. (2017). Luciani, Matteo ; Conflitti, Cristina.
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29. Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Nguyen, Bao H.
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30. The G7 business cycle in a globalized world. (2017). Carstensen, Kai ; Salzmann, L.
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31. Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew.
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32. Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
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33. The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H.
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34. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Derek, Julien Chevallier ; Sevi, Benoit.
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35. On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Dubova, Irina.
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36. What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin.
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37. On the exposure of the BRIC countries to global economic shocks. (2016). Dreger, Christian ; Dubova, Irina ; Belke, Ansgar.
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38. Oil Price Elasticities and Oil Price Fluctuations. (2016). Iacoviello, Matteo ; Caldara, Dario ; Cavallo, Michele.
    In: International Finance Discussion Papers.
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39. Commodity prices and fiscal policy design: Procyclical despite a rule. (2016). Thorsrud, Leif ; Bjørnland, Hilde.
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    RePEc:een:camaaa:2016-27.

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40. Forecasting GDP with global components. This time is different. (2016). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde.
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    RePEc:een:camaaa:2016-26.

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41. Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Watson, M W ; Stock, J H.
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42. Country-specific oil supply shocks and the global economy: A counterfactual analysis. (2016). Pesaran, Mohammad ; Mohaddes, Kamiar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:382-399.

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43. An empirical analysis of the relationship between oil prices and the Chinese macro-economy. (2016). Wei, Yanfeng ; Guo, Xiaoying.
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44. On the Exposure of the BRIC Countries to Global Economic Shocks. (2016). Dreger, Christian ; Dubova, Irina ; Belke, Ansgar.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1594.

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45. The G7 Business Cycle in a Globalized World. (2016). Carstensen, Kai ; Salzmann, Leonard.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5980.

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46. Sovereign yields and the risk-taking channel of currency appreciation. (2016). SHIM, ILHYOCK ; Shin, Hyun Song ; Hofmann, Boris.
    In: BIS Working Papers.
    RePEc:bis:biswps:538.

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47. Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio.
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48. A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco.
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49. Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?. (2015). Beidas-Strom, Samya ; Beckers, Benjamin.
    In: IMF Working Papers.
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50. Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco.
    In: CEERP Working Paper Series.
    RePEc:hwc:wpaper:002.

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