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U.S. diesel fuel price responses to the global crude oil supply and demand

Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Annals of financial economics 13 (2018) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10011984123

Structural interpretation of vector autoregressions with incomplete information : revisiting the role of oil supply and demand shocks : comment

Kilian, Lutz; Zhou, Xiaoqing - 2018

mainly the imposition of a highly unrealistic prior for the global impact price elasticity of oil supply. Once identification … uncertainty about the global price elasticity of oil supply is accounted for by specifying a prior more in line with extraneous …

Persistent link: https://www.econbiz.de/10011882307

Oil price dynamics in times of uncertainty : revisiting the role of demand and supply shocks

Kumar, Abhishek; Mallick, Sushanta Kumar - In: Energy economics 129 (2024), pp. 1-22

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Why agnostic sign restrictions are not enough : understanding the dynnamics of oil market VAR models

Kilian, Lutz; Murphy, Dan - 2009

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Why agnostic sign restrictions are not enough : understanding the dynamics of oil market VAR models

Kilian, Lutz; Murphy, Daniel P. - In: Journal of the European Economic Association 10 (2012) 5, pp. 1166-1188

Persistent link: https://www.econbiz.de/10009684191

Measuring dynamic spillovers between crude oil and grain commodity markets : a comparative analysis of demand and supply shocks

Ni, Guohua; Cherif, Houda H. A. D. J.; Chen, Zhenling - In: Finance research letters 67 (2024) 1, pp. 1-10

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Decoding structural shocks in the global oil market

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Oil demand shocks reconsidered : a cointegrated vector autoregression

Kolodzeij, Marek; Kaufmann, Robert Kurt - In: Energy economics 41 (2014), pp. 33-40

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Explosive oil prices

Gronwald, Marc - 2013

/1991, speculative demand shocks also played a role. Third, it is shown that temporary oil price hikes influence economic decisions that … demand shocks can emerge that to date appear to have been overlooked. …

Persistent link: https://www.econbiz.de/10009786017

The role of China's demand in global oil price dynamics

Yu, Yihua; Zhang, Wen - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 6, pp. 1199-1215

Persistent link: https://www.econbiz.de/10012210706