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Year of publication
Subject
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Oil price 5,264 Ölpreis 5,046 USA 1,596 United States 1,584 Welt 1,171 World 1,163 Volatility 1,111 Volatilität 1,098 Oil market 935 Ölmarkt 921 Theorie 721 Theory 718 Estimation 709 Schätzung 709 Schock 653 Shock 652 VAR model 569 VAR-Modell 568 Börsenkurs 544 Share price 544 Erdöl 540 Petroleum 494 Wirkungsanalyse 413 Impact assessment 411 ARCH model 400 ARCH-Modell 400 Exchange rate 384 Wechselkurs 364 Stock market 344 Cointegration 335 Aktienmarkt 333 Mineralölwirtschaft 333 oil price 330 Kointegration 329 Oil industry 329 Rohstoffderivat 326 Commodity derivative 325 Prognoseverfahren 303 Forecasting model 298 Economic growth 283
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Online availability
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Free 1,696 Undetermined 1,191
Type of publication
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Article 3,539 Book / Working Paper 2,109 Journal 10 Other 4
Type of publication (narrower categories)
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Article in journal 3,189 Aufsatz in Zeitschrift 3,189 Graue Literatur 1,393 Non-commercial literature 1,393 Working Paper 1,273 Arbeitspapier 1,198 Aufsatz im Buch 171 Book section 171 Hochschulschrift 92 Thesis 82 Amtsdruckschrift 68 Government document 68 Collection of articles of several authors 39 Sammelwerk 39 Article 26 Collection of articles written by one author 21 Sammlung 21 Aufsatzsammlung 16 Konferenzschrift 16 Statistik 15 Statistics 12 Conference paper 11 Konferenzbeitrag 11 Conference proceedings 9 Systematic review 7 Übersichtsarbeit 7 Bibliografie enthalten 6 Bibliography included 6 Dissertation u.a. Prüfungsschriften 6 Rezension 4 Country report 3 Länderbericht 3 Bibliografie 2 Case study 2 Fallstudie 2 Interview 2 Mehrbändiges Werk 2 Multi-volume publication 2 Reprint 2 Abstract 1
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Language
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English 4,975 Undetermined 291 German 210 French 64 Spanish 50 Russian 37 Italian 9 Norwegian 9 Portuguese 5 Danish 3 Slovenian 3 Arabic 2 Czech 2 Dutch 2 Slovak 2 Bulgarian 1 Hebrew 1 Croatian 1 Macedonian 1 Polish 1
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Author
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Kilian, Lutz 185 Baumeister, Christiane 70 Ratti, Ronald A. 48 Hammoudeh, Shawkat 47 Manera, Matteo 45 Zhou, Xiaoqing 36 Gupta, Rangan 33 McAleer, Michael 32 Mohaddes, Kamiar 29 Bjørnland, Hilde Christiane 28 Mignon, Valérie 28 Vespignani, Joaquin L. 26 Chang, Chia-Lin 25 Vigfusson, Robert J. 25 Arouri, Mohamed El Hedi 24 Narayan, Paresh Kumar 22 Nguyen, Duc Khuong 22 Serletis, Apostolos 22 Fattouh, Bassam 21 Gronwald, Marc 21 Kang, Wensheng 21 Matthies, Klaus 21 Wang, Yudong 21 Filis, George 20 Hamilton, James D. 20 Taghizadeh-Hesary, Farhad 19 Tiwari, Aviral Kumar 19 Arora, Vipin 18 Sadorsky, Perry A. 18 Yoshino, Naoyuki 18 Stadtmann, Georg 17 Hsing, Yu 16 Nakov, Anton 16 Osmundsen, Petter 16 Yücel, Mine Kuban 16 Brown, Stephen P. A. 15 Farzanegan, Mohammad Reza 15 Pesaran, M. Hashem 15 Van Robays, Ine 15 Bastianin, Andrea 14
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 32 C.E.P.R. Discussion Papers 18 European Central Bank 6 Fondazione ENI Enrico Mattei (FEEM) 6 Europäische Kommission 5 USA / Congress / Senate / Committee on Energy and Natural Resources 5 United States / Congress / Senate / Committee on Interior and Insular Affairs 5 United States / Congress / Senate / Committee on the Judiciary 5 Center for Financial Studies 4 Department of Economics, European University at St. Petersburg 4 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 4 OPEC 4 School of Economics and Finance, Tasmanian School of Business and Economics 4 USA / Energy Information Administration 4 Weltbank 4 Banco de España 3 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 3 CESifo 3 Center for Economic and Social Development <Baku> 3 Department of Economics, Faculty of Economic and Management Sciences 3 EconWPA 3 Institut National de la Statistique et des Études Économiques <Paris> / Direction des Etudes et Synthèses Economiques 3 Institut de Préparation à l'Administration et à la Gestion (IPAG) 3 International Energy Agency 3 Internationaler Währungsfonds 3 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien 3 Royal Institute of International Affairs 3 Türkiye Cumhuriyet Merkez Bankası 3 Wiener Institut für Internationale Wirtschaftsvergleiche, wiiw 3 Bandung Fe Institute 2 Brookings Institution 2 Centre d'études prospectives et d'informations internationales (CEPII) 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 2 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 2 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 2 FIW 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Federal Reserve Bank of Cleveland 2 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2 Institut für Weltwirtschaft 2
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Published in...
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Energy economics 534 International Journal of Energy Economics and Policy : IJEEP 151 The energy journal 112 Economic modelling 88 Discussion paper / Centre for Economic Policy Research 71 Applied economics 63 OPEC energy review 62 CESifo working papers 56 Working paper / National Bureau of Economic Research, Inc. 46 Energy policy 42 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 40 International review of economics & finance : IREF 39 The Journal of energy and development 39 IMF working papers 34 Applied economics letters 33 IMF working paper 32 MPRA Paper 31 Nota di lavoro / Fondazione Eni Enrico Mattei 31 CAMA working paper series 30 Journal of international money and finance 30 Macroeconomic dynamics 29 OPEC review : energy economics and related issues 29 Economics letters 25 International journal of economics and financial issues : IJEFI 23 The empirical economics letters : a monthly international journal of economics 23 Working paper 23 Policy research working paper : WPS 22 Staff working paper / Bank of Canada 22 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 22 International journal of economics and finance 21 Research in international business and finance 21 Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 21 Working paper series / European Central Bank 21 International finance discussion papers 19 International review of financial analysis 19 Journal of international financial markets, institutions & money 19 CEPR Discussion Papers 18 Intereconomics : review of European economic policy 18 Iranian economic review : journal of University of Tehran 18 Journal of banking & finance 18
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Source
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ECONIS (ZBW) 5,172 RePEc 338 EconStor 103 USB Cologne (EcoSocSci) 36 BASE 7 USB Cologne (business full texts) 6
Showing 1 - 50 of 5,662
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Safe-haven assets, financial crises, and macroeconomic variables : evidence from the last two decades (2000–2018)
Tronzano, Marco - In: Journal of risk and financial management : JRFM 13 (2020) 3/40, pp. 1-22
This paper focuses on three "safe haven" assets (gold, oil, and the Swiss Franc) and examines the impact of recent financial crises and some macroeconomic variables on their return co-movements during the last two decades. All financial crises produced significant increases in conditional...
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Oil price and economic growth of oil-importing countries : a review of international literature
Akinsola, Motunrayo O.; Odhiambo, Nicholas M. - In: Applied econometrics and international development 20 (2020) 1, pp. 129-151
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Oil prices, gasoline prices and inflation expectations : a new model and new facts
Kilian, Lutz; Zhou, Xiaoqing - 2020 - This version: August 11, 2020
The conventional wisdom that inflation expectations respond to the level of the price of oil (or the price of gasoline) is based on testing the null hypothesis of a zero slope coefficient in a static single-equation regression model fit to aggregate data. Given that the regressor in this model...
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Coronavirus and oil price crash
Albulescu, Claudiu Tiberiu - 2020
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Does oil price drive world food prices? : evidence from linear and nonlinear ARDL modeling
Zmami, Mourad; Ben Salha, Ousama - In: Economies : open access journal 7 (2019) 1/12, pp. 1-18
The macroeconomic outcomes of oil price fluctuations have been at the forefront of the debate among economists, financial analysts and policymakers over the last decades. Among others, the oil price-food price nexus has particularly received a great deal of attention. While an abundant body of...
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Conditional dependence between oil prices and exchange rates in BRICS countries : an application of the copula-GARCH model
He, Yijin; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 12 (2019) 2/99, pp. 1-25
We studied the dependence structure between West Texas Intermediate (WTI) oil prices and the exchange rates of BRICS1 countries, using copula models. We used the Normal, Plackett, rotated-Gumbel, and Student's t copulas to measure the constant dependence, and we captured the dynamic dependence...
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Effects of global oil price on exchange rate, trade balance, and reserves in Nigeria : a frequency domain causality approach
Olayungbo, D. O. - In: Journal of risk and financial management : JRFM 12 (2019) 1/43, pp. 1-14
This study investigated the relative Granger causal effects of oil price on exchange rate, trade balance, and foreign reserve in Nigeria. We used seasonally adjusted quarterly data from 1986Q4 to 2018Q1 to remove predictable changes in the series. Given the non-stationarity of our variables, we...
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The impact of changes in oil price on stock market : evidence from Africa
Kelikume, Ikechukwu; Muritala, Omotayo - In: International journal of management, economics and … 8 (2019) 3, pp. 169-194
This study examined the impact of oil price on African stock markets. Using quarterly data from five selected oil producing countries with stock market presence, from Q1:2010 to Q4:2018, the study deployed dynamic panel analysis technique for a model comprising stock returns, real gross domestic...
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Oil price volatility and political unrest : prudence and protest in producer and consumer societies, 1980-2013
Vadlamannati, Krishna Chaitanya; De Soysa, Indra - 2019
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Oil prices, exchange rates and interest rates
Kilian, Lutz; Zhou, Xiaoqing - 2019
There has been much interest in the relationship between the price of crude oil, the value of the U.S. dollar, and the U.S. interest rate since the 1980s. For example, the sustained surge in the real price of oil in the 2000s is often attributed to the declining real value of the U.S. dollar as...
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The impact of fuel oil price fluctuations on Indonesia's macro economic condition
Akhmad; Romadhoni, Buyung; Karim, Kasnaeny; Tajibu, … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 277-282
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The nexus between stock returns of oil companies and oil price fluctuations after heavy oil upgrading : toward theoretical progress
Sedigh, Mojtaba; Mohammadi, Majid; Farahani Fard, Saeed; … - In: Economies : open access journal 7 (2019) 3/71, pp. 1-17
This study attempts to discover the nexus between crude oil price fluctuation after heavy oil upgrading and stock returns of petroleum companies in the U.S. Stock Exchange for the years 2008 to 2018. One of the methods of upgrading heavy crude oil is to extract asphaltene from crude oil....
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Relationship between oil price and white precious metals return : a new evidence from quantile-on-quantile regression
Arif, Imtiaz; Khan, Lubna; Iraqi, Khalid Mehmood - In: Pakistan journal of commerce and social sciences 13 (2019) 2, pp. 515-528
The present study examines the effects of oil price on white precious metal returns by using quantile-on-quantile regression proposed by Sim and Zhou (2015). In this study, we mainly focus on the returns of three white precious metals, which include palladium, silver, and platinum. The study is...
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Does oil price fluctuation affect stock market returns in Nigeria?
Anyalechi, Kenneth Chikezie; Ezeaku, Hillary Chijindu; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 1, pp. 194-199
Persistent link: https://ebtypo.dmz1.zbw/10011955273
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Facts and fiction in oil market modeling
Kilian, Lutz - 2019
Baumeister and Hamilton (2019a) assert that every critique of their work on oil markets by Kilian and Zhou (2019a) is without merit. In addition, they make the case that key aspects of the economic and econometric analysis in the widely used oil market model of Kilian and Murphy (2014) and its...
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Does oil price asymmetrically pass-through banking stock index in Iran?
Viliani, Shima Haj Ghanbar; Ghaffari, Farhad; Kiani, … - In: Iranian economic review : journal of University of Tehran 23 (2019) 3, pp. 659-674
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Effects of external shocks on Russian economy
Simola, Heli - 2019
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Oil price and exchange rate nexus in Nigeria : are there asymmetries
Abubakar, Attahir B. - In: CBN journal of applied statistics 10 (2019) 1, pp. 1-28
This paper examines the dynamics in the relationship between oil price and exchange rate in Nigeria by utilizing monthly data spanning January 1986 to June 2018. It specifically determines asymmetries in the relationship between oil price and exchange rate and the effect of oil price shocks on...
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Facts and fiction in oil market modeling
Kilian, Lutz - 2019
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The propagation of regional shocks in housing markets : evidence from oil price shocks in Canada
Kilian, Lutz; Zhou, Xiaoqing - 2019 - This version: September 4, 2019
Persistent link: https://ebtypo.dmz1.zbw/10012227501
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Oil prices, exchange rates and interest rates
Kilian, Lutz; Zhou, Xiaoqing - 2019 - This version: November 8, 2019
Persistent link: https://ebtypo.dmz1.zbw/10012230400
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The time-varying effects of oil prices on oil-gas stock returns of the fragile five countries
Yurteri Kösedağlı, Begüm; Kışla, Gül Huyugüzel; … - In: Financial innovation : FIN 7 (2021) 4, pp. 1-22
This study analyzes oil price exposure of the oil-gas sector stock returns for the fragile five countries based on a multi-factor asset pricing model using daily data from 29 May 1996 to 27 January 2020. The endogenous structural break test suggests the presence of serious parameter...
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Volatility spillovers between crude oil prices and new energy stock price in China
Chen, Yufeng; Li, Wenqi; Jin, Xi - In: Romanian journal of economic forecasting 21 (2018) 2, pp. 43-62
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Correlation of oil prices and gross domestic product in oil producing countries
Nyangarika, Anthony Msafiri; Mikhaylov, Alexey Yurievich; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 42-48
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Dutch disease effect of oil price on agriculture sector : evidence from panel cointegration of oil exporting countries
Abdlaziz, Rizgar Abdlkarim; Ahmad, Mohd Naseem Niaz; Ly … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 241-250
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The impact of oil price volatility, gross domestic product, foreign direct investment on Islamic banking investments : an empirical evidence of the United Arab Emirates
Tabash, Mosab I.; Khan, Samar H. - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 306-312
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Oil price and banking sectors in gulf cooperation council economies before and after the global financial turmoil : descriptive analysis
Saif-Alyousfi, Abdulazeez Y.H.; Rohani Md Rus; Kamarun … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 89-101
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The effect of exchange rate fluctuations and oil prices on the export-oriented industries of the country's capital market : (case study : stock companies of petrochemical industry)
Atarodi, Sanaz; Dehghan, Abdolmajid; Asgari, Mohammadreza - In: International journal of economics and financial issues … 8 (2018) 1, pp. 136-142
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Exploring the stock price correspondence to oil price shocks in the Gulf cooperation council countries : evidence from linear (symmetric) model
Abu Alrub, Ahmad; Rjoub, Husam; Ağa, Mehmet; Bein, Murad - In: International journal of economics and financial issues … 8 (2018) 1, pp. 250-257
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The propagation of regional shocks in housing markets : evidence from oil price shocks in Canada
Kilian, Lutz; Zhou, Xiaoqing - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011915644
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The propagation of regional shocks in housing markets : evidence from oil price shocks in Canada
Kilian, Lutz; Zhou, Xiaoqing - 2018 - This version: October 22, 2018
Shocks to the demand for housing that originate in one region may seem important only for that regional housing market. We provide evidence that such shocks can also affect housing markets in other regions. Our analysis focuses on the response of Canadian housing markets to oil price shocks. Oil...
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International and macroeconomic determinants of oil price : evidence from Gulf Cooperation Council countries
Al-Baity, Mohamed; Mustafa, Hasan - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 1, pp. 69-81
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Exchange rate and oil price interactions in selected CEE countries
Drachal, Krzysztof - In: Economies : open access journal 6 (2018) 2, pp. 1-21
This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland, the Czech Republic, Hungary, Romania, and Serbia. The results are compared with a benchmark analysis in which U.S. monthly data are used, and time periods are selected according...
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Identifying oil price shocks and their consequences : the role of expectations in the crude oil market
Fueki, Takuji; Higashi, Hiroka; Higashio, Naoto; … - 2018
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Volatility linkages between energy and food prices : case of selected Asian countries
Taghizadeh-Hesary, Farhad; Rasoulinezhad, Ehsan; … - 2018
This study examines the linkages between energy price and food prices over the period 2000-2016 by using a Panel-VAR model in the case of eight Asian economies, namely Bangladesh, the PRC, Indonesia, India, Japan, Sri Lanka, Thailand, and Viet Nam. Our results confirm that energy price (oil...
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The study of different factors' effects on the oil futures price by applying agent-based model
Karimi, Mohammad Sadegh; Maleki, Abbas - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 76-81
Persistent link: https://ebtypo.dmz1.zbw/10011881216
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The crude oil price and speculations : investigation using granger causality test
Obadi, Saleh Mothana; Korcek, Matej - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 275-282
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Oil price and inflation in Iran : non-linear ARDL approach
Davari, Hamid; Kamalian, Alireza - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 295-300
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A regression analysis of determinants affecting crude oil price
Alredany, Wajdi Hamza Dawod - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 110-119
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Econometric analysis of effect of oil price change, trade balance and other variables on inflation
Ydyrys, Serikbay; Munasipova, Malika; Ydyrys, Kanat; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 134-138
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Foreign direct investment, domestic investment and oil price nexus in Saudi Arabia
Mahmood, Haider; Alkhteeb, Tarek Tawfik - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 147-151
Persistent link: https://ebtypo.dmz1.zbw/10011881426
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Investigating volatility in Saudi Arabia crude oil prices and its impact on oil stock market
Shu, Tong; Baslom, Mohammed Majdy M.; Alsharif, Hussain … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 338-346
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Do oil prices influence economic growth in Ghana? : an empirical analysis
Awunyo-Vitor, Dadson; Samanhyia, Solomon; Bonney, … - In: Cogent economics & finance 6 (2018) 1, pp. 1-14
The study examined the causal linkage between oil price change and economic growth. The study made use of secondary data that were extracted from World Development Indicators and International Financial Statistics. Descriptive statistics, unit root test, Johansen cointegration test and Granger...
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The effects of oil prices on confidence and stock return in China, India and Russia
Bildirici, Melike E.; Badur, Mesut M. - In: Quantitative finance and economics 2 (2018) 4, pp. 884-903
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Asymmetric responses of stock prices to money supply and oil prices shocks in Turkey : new evidence from a nonlinear ARDL approach
Altintas, Halil; Yacouba, Kassouri - In: International journal of economics and financial issues … 8 (2018) 4, pp. 45-53
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Energy contagion analysis : a new perspective with application to a small petroleum economy
Mahadeo, Scott M. R.; Heinlein, Reinhold; Legrenzi, … - 2018
We put forward the novel concept of energy contagion, i.e. a deepening of energy-finance linkages under crisis periods in energy markets, and test for this using standard correlation measures and recently proposed adjusted correlation, co-skewness, and co-volatility contagion tests. Our analysis...
Persistent link: https://ebtypo.dmz1.zbw/10011922053
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The propagation of regional shocks in housing markets : evidence from oil price shocks in Canada
Kilian, Lutz; Zhou, Xiaoqing - 2018
Shocks to the demand for housing that originate in one region may seem important only for that regional housing market. We provide evidence that such shocks can also affect housing markets in other regions. Our analysis focuses on the response of Canadian housing markets to oil price shocks. We...
Persistent link: https://ebtypo.dmz1.zbw/10011840759
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Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts
Kilian, Lutz; Zhou, Xiaoqing - 2020
The conventional wisdom that inflation expectations respond to the level of the price of oil (or the price of gasoline) is based on testing the null hypothesis of a zero slope coefficient in a static single-equation regression model fit to aggregate data. Given that the regressor in this model...
Persistent link: https://ebtypo.dmz1.zbw/10012269586
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Understanding the Estimation of Oil Demand and Oil Supply Elasticities
Kilian, Lutz - 2020
This paper examines the advantages and drawbacks of alternative methods of estimating oil supply and oil demand elasticities and of incorporating this information into structural VAR models. I not only summarize the state of the literature, but also draw attention to a number of econometric...
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Coronavirus pandemic and low oil prices putting pressure on the Gulf countries
Ansari, Dawud; Engerer, Hella - In: DIW Weekly Report 10 (2020) 46/48, pp. 447-454
The coronavirus pandemic has affected the Gulf countries in a particular way. In addition to the direct consequences of the pandemic, the spread of the coronavirus has led to a collapse in demand for the Gulf countries' most important source of revenue: oil. Its price, which had fallen initially...
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