Awerbuch, S and Sauter, R. Exploiting the oil–GDP effect to support renewable deployment. SPRU Working Paper No. 129, October 2004, 2005
Baillie, Richard T. ; Bollerslev, Tim ; Mikkelsen, Hans Ole. (1996). Fractionally integrated generalized autoregressive conditional heteroskedasticity. In: Journal of Econometrics, 74 1 pp. 3-30.
Baillie, Richard T. ; Han, Young Wook ; Kwon, Tae-Go. (2002). Further Long Memory Properties of Inflationary Shocks. In: Southern Economic Journal, 68 3 pp. 496.
Brooks, Chris. (2001). A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate. In: J. Forecast., 20 2 pp. 135-143.
Chen, Nai-Fu ; Roll, Richard ; Ross, Stephen A.. (1986). Economic Forces and the Stock Market. In: J BUS, 59 3 pp. 383.
Choi, Kyongwook ; Hammoudeh, Shawkat. (2010). Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment. In: Energy Policy, 38 8 pp. 4388-4399.
Davis, Steven J. ; Haltiwanger, John. (2001). Sectoral job creation and destruction responses to oil price changes. In: Journal of Monetary Economics, 48 3 pp. 465-512.
- Dickey, David A. ; Fuller, Wayne A.. (1979). Distribution of the Estimators for Autoregressive Time Series with a Unit Root. In: Journal of the American Statistical Association, 74 366a pp. 427-431.
Paper not yet in RePEc: Add citation now
Dickey, David A. ; Fuller, Wayne A.. (1981). Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root. In: Econometrica, 49 4 pp. 1057.
Driesprong, Gerben ; Jacobsen, Ben ; Maat, Benjamin. (2008). Striking oil: Another puzzle?. In: Journal of Financial Economics, 89 2 pp. 307-327.
Elyasiani, Elyas ; Mansur, Iqbal ; Odusami, Babatunde. (2011). Oil price shocks and industry stock returns. In: Energy Economics, 33 5 pp. 966-974.
Faff, Robert W. ; Brailsford, Timothy J.. (1999). Oil price risk and the Australian stock market. In: Journal of Energy Finance & Development, 4 1 pp. 69-87.
Fama, Eugene F. ; French, Kenneth R.. (1992). The Cross-Section of Expected Stock Returns. In: The Journal of Finance, 47 2 pp. 427.
Fama, Eugene F. ; French, Kenneth R.. (1997). Industry costs of equity. In: Journal of Financial Economics, 43 2 pp. 153-193.
Gray, Stephen F.. (1996). Modeling the conditional distribution of interest rates as a regime-switching process. In: Journal of Financial Economics, 42 1 pp. 27-62.
- Greene DL, 2000. Costs of Oil Dependence: A 2000 Update
Paper not yet in RePEc: Add citation now
Hamilton, James D ; Susmel, Raul. (1994). Autoregressive conditional heteroskedasticity and changes in regime. In: Journal of Econometrics, 64 1-2 pp. 307-333.
Hamilton, James D.. (2003). What is an oil shock?. In: Journal of Econometrics, 113 2 pp. 363-398.
Hammoudeh, Shawkat ; Yuan, Yuan ; Chiang, Thomas ; Nandha, Mohan. (2010). Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks. In: Energy Policy, 38 8 pp. 3922-3932.
Hooker, Mark A.. (2002). Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime. In: Journal of Money, Credit, and Banking, 34 2 pp. 540-561.
Huang, Bwo-Nung ; Hwang, M.J. ; Peng, Hsiao-Ping. (2005). The asymmetry of the impact of oil price shocks on economic activities: An application of the multivariate threshold model. In: Energy Economics, 27 3 pp. 455-476.
Huang, Roger D. ; Masulis, Ronald W. ; Stoll, Hans R.. (1996). Energy shocks and financial markets. In: J. Fut. Mark., 16 1 pp. 1-27.
- Jarque, Carlos M. ; Bera, Anil K.. (1987). A Test for Normality of Observations and Regression Residuals. In: International Statistical Review / Revue Internationale de Statistique, 55 2 pp. 163.
Paper not yet in RePEc: Add citation now
Jones, Charles M. ; Kaul, Gautam. (1996). Oil and the Stock Markets. In: The Journal of Finance, 51 2 pp. 463.
Keane, Michael P. ; Prasad, Eswar S.. (1996). The Employment and Wage Effects of Oil Price Changes: A Sectoral Analysis. In: The Review of Economics and Statistics, 78 3 pp. 389.
Kilian, Lutz. (2008). Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?. In: Review of Economics and Statistics, 90 2 pp. 216-240.
Kilian, Lutz. (2008). The Economic Effects of Energy Price Shocks. In: Journal of Economic Literature, 46 4 pp. 871-909.
Kilian, Lutz. (2009). Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market. In: American Economic Review, 99 3 pp. 1053-1069.
Lee, Kiseok ; Ni, Shawn. (2002). On the dynamic effects of oil price shocks: a study using industry level data. In: Journal of Monetary Economics, 49 4 pp. 823-852.
Lobato, I. N. ; Savin, N. E.. (1998). Real and Spurious Long-Memory Properties of Stock-Market Data. In: Journal of Business & Economic Statistics, 16 3 pp. 261-268.
Meyer, Jochen ; Cramon-Taubadel, Stephan. (2004). Asymmetric Price Transmission: A Survey. In: J Agricultural Economics, 55 3 pp. 581-611.
Mork, Knut Anton. (1989). Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results. In: Journal of Political Economy, 97 3 pp. 740-744.
Moskowitz, Tobias J. ; Grinblatt, Mark. (1999). Do Industries Explain Momentum?. In: The Journal of Finance, 54 4 pp. 1249-1290.
Perron, Pierre. (1988). Trends and random walks in macroeconomic time series. In: Journal of Economic Dynamics and Control, 12 2-3 pp. 297-332.
Perron, Pierre. (1989). The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. In: Econometrica, 57 6 pp. 1361.
- PHILLIPS, PETER C. B. ; PERRON, PIERRE. (1988). Testing for a unit root in time series regression. In: Biometrika, 75 2 pp. 335-346.
Paper not yet in RePEc: Add citation now
Sadorsky, Perry. (1999). Oil price shocks and stock market activity. In: Energy Economics, 21 5 pp. 449-469.
Sadorsky, Perry. (2001). Risk factors in stock returns of Canadian oil and gas companies. In: Energy Economics, 23 1 pp. 17-28.
- Tsay, Ruey S.. (1989). Testing and Modeling Threshold Autoregressive Processes. In: Journal of the American Statistical Association, 84 405 pp. 231-240.
Paper not yet in RePEc: Add citation now
- Tsay, Ruey S.. (1998). Testing and Modeling Multivariate Threshold Models. In: Journal of the American Statistical Association, 93 443 pp. 1188-1202.
Paper not yet in RePEc: Add citation now
Yang, C.W. ; Hwang, M.J. ; Huang, B.N.. (2002). An analysis of factors affecting price volatility of the US oil market. In: Energy Economics, 24 2 pp. 107-119.
Zivot, Eric ; Andrews, Donald W. K.. (1992). Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. In: Journal of Business & Economic Statistics, 10 3 pp. 251-270.