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ECONIS (ZBW)
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1
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
2
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
3
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
4
Energy in a model of firm entry
Patra, Soma
- In:
Macroeconomic dynamics
24
(
2020
)
2
,
pp. 231-254
Persistent link: https://www.econbiz.de/10012193879
Saved in:
5
Oil price shocks, inflation, and Chinese monetary policy
Wang, Yunqing
;
Zhu, Qigui
;
Wu, Jun
- In:
Macroeconomic dynamics
23
(
2019
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012126475
Saved in:
6
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
7
Asymmetries in business cycles and the role of oil prices
Daniel, Betty Carolyn
;
Hafner, Christian M.
;
Simar, Léopold
- In:
Macroeconomic dynamics
23
(
2019
)
4
,
pp. 1622-1648
Persistent link: https://www.econbiz.de/10012127188
Saved in:
8
Do global crude oil market shocks have differential effects on US regions?
Atems, Bebonchu
;
Melichar, Mark
- In:
Macroeconomic dynamics
23
(
2019
)
5
,
pp. 1978-2008
Persistent link: https://www.econbiz.de/10012127258
Saved in:
9
Special issue on Dynamics of oil and commodities prices
Manera, Matteo
(
ed.
);
Serletis, Apostolos
(
ed.
)
-
2018
Persistent link: https://www.econbiz.de/10011916639
Saved in:
10
Introduction to Macroeconomic dynamics Special issue on dynamics of oil and commodities prices
Manera, Matteo
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 541-545
Persistent link: https://www.econbiz.de/10011916642
Saved in:
11
Oil, uncertainty, and gasoline prices
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 546-561
Persistent link: https://www.econbiz.de/10011916647
Saved in:
12
Are product spreads useful for forecasting oil prices? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane
;
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 562-580
Persistent link: https://www.econbiz.de/10011916657
Saved in:
13
Oil price forecasts for the long term : expert outlooks, models, or both?
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 581-599
Persistent link: https://www.econbiz.de/10011916662
Saved in:
14
Oil price shocks, inventories, and macroeconomic dynamics
Herrera, Ana María
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 620-639
Persistent link: https://www.econbiz.de/10011916664
Saved in:
15
Oil price volatility : industrial production and special aggregates
Elder, John
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 640-653
Persistent link: https://www.econbiz.de/10011916668
Saved in:
16
The zero lower bound and crude oil and financial markets spillovers
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 654-665
Persistent link: https://www.econbiz.de/10011916669
Saved in:
17
How does stock market volatility react to oil price shocks?
Bastianin, Andrea
;
Manera, Matteo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 666-682
Persistent link: https://www.econbiz.de/10011916698
Saved in:
18
Discerning trends in commodity prices
Dimitropoulos, Dimitri
;
Yatchew, Adonis John
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 683-701
Persistent link: https://www.econbiz.de/10011916705
Saved in:
19
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
20
Oil dependence, international borrowings, and economic instability in a small open economy
Lai, Ching-chong
;
Chin, Chi-ting
;
Chen, Kuan-jen
- In:
Macroeconomic dynamics
21
(
2017
)
4
,
pp. 889-917
Persistent link: https://www.econbiz.de/10011805414
Saved in:
21
Macroeconomic effects of energy price shocks on the business cycle
Huynh, Bao Tan
- In:
Macroeconomic dynamics
20
(
2016
)
3
,
pp. 623-642
Persistent link: https://www.econbiz.de/10011579697
Saved in:
22
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
23
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10003995695
Saved in:
24
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
25
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
26
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
27
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
28
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
29
Dynamic effects of oil price shocks and their impact on the current account
Schubert, Stefan Franz
- In:
Macroeconomic dynamics
18
(
2014
)
2
,
pp. 316-337
Persistent link: https://www.econbiz.de/10010356880
Saved in:
30
How do international stock markets respond to oil demand and supply shocks?
Güntner, Jochen
- In:
Macroeconomic dynamics
18
(
2014
)
8
,
pp. 1657-1682
Persistent link: https://www.econbiz.de/10010467907
Saved in:
31
Oil shocks and optimal monetary policy
Montoro, Carlos
- In:
Macroeconomic dynamics
16
(
2012
)
2
,
pp. 240-277
Persistent link: https://www.econbiz.de/10009533405
Saved in:
32
Special issue on oil price shocks
Serletis, Apostolos
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009504762
Saved in:
33
Do oil shocks drive business cycles? : some US and international evidence
Engemann, Kristie M.
;
Kliesen, Kevin L.
;
Owyang, Michael T.
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 498-517
Persistent link: https://www.econbiz.de/10009505807
Saved in:
34
Oil price shocks and industrial production : is the relationship linear?
Herrera, Ana María
;
Gupta Lagalo, Latika
;
Wada, Tatsuma
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 472-497
Persistent link: https://www.econbiz.de/10009505815
Saved in:
35
The asymmetric effects of oil price shocks
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 437-471
Persistent link: https://www.econbiz.de/10009505817
Saved in:
36
Oil price shocks, firm uncertainty, and investment
Lee, Kiseok
;
Kang, Wensheng
;
Ratti, Ronald A.
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 416-436
Persistent link: https://www.econbiz.de/10009505819
Saved in:
37
Long-term oil price forecasts : a new perspective on oil and the macroeconomy
Miller, J. Isaac
;
Ni, Shawn X.
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 396-415
Persistent link: https://www.econbiz.de/10009505820
Saved in:
38
Volatility in oil prices and manufacturing activity : an investigation of real options
Elder, John
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 379-395
Persistent link: https://www.econbiz.de/10009505827
Saved in:
39
Nonlinearities and the macroeconomic effects of oil prices
Hamilton, James D.
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 364-378
Persistent link: https://www.econbiz.de/10009505829
Saved in:
40
Nonlinearities in the oil price-output relationship
Kilian, Lutz
;
Vigfusson, Robert J.
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 337-363
Persistent link: https://www.econbiz.de/10009505832
Saved in:
41
Introduction to the oil price shocks
Serletis, Apostolos
;
Elder, John
- In:
Macroeconomic dynamics
15
(
2011
),
pp. 327-336
Persistent link: https://www.econbiz.de/10009505834
Saved in:
42
Oil price shocks, systematic monetary policy, and the "great moderation"
Herrera, Ana María
;
Pesavento, Elena
- In:
Macroeconomic dynamics
13
(
2009
)
1
,
pp. 107-137
Persistent link: https://www.econbiz.de/10003815949
Saved in:
43
A note on oil dependence and economic instability
Aguiar-Conraria, Luís
;
Wen, Yi
- In:
Macroeconomic dynamics
12
(
2008
)
5
,
pp. 717-723
Persistent link: https://www.econbiz.de/10003779667
Saved in:
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