[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO.
In: Working Paper series.
RePEc:rim:rimwps:16-02.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 32

References cited by this document

Cocites: 48

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Bagliano, F.C., Morana, C., 2015. It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection. DEMS Working Paper No.303/2015.

  2. Baumeister, C., Kilian, L., 2015. Understanding the decline in the price of oil since June 2014. Journal of the Association of Environmental and Resource forthcoming.

  3. Baumeister, C., Peersman, G., 2013. The role of time-varying price elasticities in accounting for volatility changes in the crude oil market, Journal of Applied Econometrics 28, 1087-1109.

  4. Blanchard, O.J., Galí, J., 2010, The macroeconomic effects of oil price shocks: Why are the 2000s so different from the 1970s?, in J. Galí and M. Gertler (eds.), International Dimensions of Monetary Policy, pp. 373-428, University of Chicago Press: Chicago, US.

  5. Blanchard, O.J., Riggi, M., 2013, Why are the 2000s so different from the 1970s? A structural interpretation of changes in the macroeconomic effects of oil prices. Journal of the European Economic Association 11, 1032-1052.

  6. Caballero, R.J., Farhi, E., Gourinchas, P.-O., 2008. Financial crash, commodity prices and global imbalances. Brookings Papers on Economic Activity, Fall, 1-55.

  7. Carhart, M.M., 1997. On persistence in mutual fund performance, The Journal of Finance 52, 57-82.

  8. DeGrauwe, P., 2015. The legacy of the eurozone crisis and how to overcome it. London School of Economics, mimeo.
    Paper not yet in RePEc: Add citation now
  9. Delli Gatti, D., Lossani, M., Morana, C., Saraceno, F., Tirelli, P., 2015. Eurozone in the doldrums. New policies and institutions to escape the fate of recurring crises. Università di Milano-Bicocca, mimeo.
    Paper not yet in RePEc: Add citation now
  10. ECB, 2010. Energy markets and the euro area macroeconomy. Occasional Paper, no.113, European Central Bank, Frankfurt.
    Paper not yet in RePEc: Add citation now
  11. Fama, E.F. and K.R. French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Econonomics, 33, 3-56.

  12. Forni, L., Gerali, A, Notarpietro, A., Pisani, M., 2012, Euro area and global oil shocks: An empirical model based analysis. Bank of Italy Working Paper No.873/212.

  13. Gkanoutas-Leventis, A., Nesvetailova, A., 2015. Financialisation, oil and the Great Recession. Energy Policy 86, 891-902.

  14. Hahn, E., Mestre, R., 2011. The role of oil prices in the euro area economy since the 1970s. ECB Working Paper Series no. 1356/June 2011.

  15. Hamilton, J.D., 1996. This is what happened to the oil price-macroeconomy relationship. Journal of Monetary Economics, 38. 215-20.

  16. Hamilton, J.D., 2003. What is an oil shock? Journal of Econometrics, 113. 363-398.

  17. Hamilton, J.D., 2009. Causes and consequences of the oil shock of 2007-08. Brooking Papers on Economic Activity 40, 215-283.

  18. Hamilton, J.D., 2011, Nonlinearities and the macroeconomic effects of oil prices, Macroeconomic Dynamics 15, 364-378.
    Paper not yet in RePEc: Add citation now
  19. Hamilton, J.D., 2013, History of oil shocks, Handbook of Major Events in Economic History, in Parker, R. and R. Whaples (eds.), Routledge.
    Paper not yet in RePEc: Add citation now
  20. Jiménez-Rodríguez, R., Sánchez, M., 2005. Oil price shocks and real GDP growth: Empirical evidence for some OECD countries, Applied Economics 37, 201-228.

  21. Juvenal, L., Petrella, I., 2015. Speculation in the oil market. Journal of Applied Econometrics 30, 621-649.

  22. Kilian, L., 2009. Not all price shocks are alike: disentangling demand and supply shocks in the crude oil market, American Economic Review 99, 1053-1069.

  23. Kilian, L., 2010. Oil price shocks, monetary policy and stagflation, in Inflation in a Era of Relative Price Shocks, Fry, R., Jones, C. and C. Kent, eds., RBA Annual Conference Volume, Reserve Bank of Australia.

  24. Kilian, L., 2014. Oil price shocks: Causes and consequences. Annual Review of Resource Economics 6, 133-154.

  25. Morana, C., 2012. Real Oil Prices since the 1990s. Review of Environment, Energy and Economics, January, available at http://www.feem.it/getpage.aspx?id=4558.

  26. Morana, C., 2013a. Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation, 2013, Journal of Banking and Finance 37, 206-226.

  27. Morana, C., 2013b. The Oil Price-Macroeconomy Relationship since the Mid-1980s: A Global Perspective, 2013, Energy Journal 34, 153-189.

  28. Morana, C., 2014. Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns. Journal of Empirical Finance 29, 64-79.

  29. Morana, C., 2015a. Semiparametric Estimation of Multivariate GARCH Models, Open Journal of Statistics 5, 852-858.

  30. Morana, C., 2015b. The US$/ exchange rate: Structural modeling and forecasting during the recent financial crises, DEMS Working Paper No. 321/2015.

  31. Park, J. and Ratti, R.A., 2008. Oil price shocks and stock markets in the U.S. and 13 European countries, Energy Economics 30, 2587-2608.

  32. Peersman, G., van Robays, I., 2009. Oil and the Euro area economy. Economic Policy 85, 162-169. World Bank, 2015. Understanding the plunge in oil prices: Sources and applications. Global Economic Prospects, ch. 4., 155-168. The World Bank, Washington D.C., US.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area. (2022). Chang, Tsangyao ; Lee, Chien-Chiang ; Zhang, Dongna ; Cai, Yifei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001517.

    Full description at Econpapers || Download paper

  2. Does the source of oil supply shock matter in explaining the behavior of U.S. consumer spending and sentiment?. (2021). Alsalman, Zeina.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01900-9.

    Full description at Econpapers || Download paper

  3. Price Setting and Volatility: Evidence from Oil Price Volatility Shocks. (2021). Klepacz, Matthew.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1316.

    Full description at Econpapers || Download paper

  4. Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio.
    In: The Energy Journal.
    RePEc:aen:journl:ej42-5-cifarelli.

    Full description at Econpapers || Download paper

  5. Bubbles in Crude Oil and Commodity Energy Index: New Evidence. (2020). Floros, Christos ; Galyfianakis, Georgios.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:24:p:6648-:d:463170.

    Full description at Econpapers || Download paper

  6. Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry. (2020). de Sanctis, Daniele ; Dallocchio, Maurizio ; Teti, Emanuele.
    In: Energy Policy.
    RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030402x.

    Full description at Econpapers || Download paper

  7. The US oil supply revolution and the global economy. (2019). Mohaddes, Kamiar ; Raissi, Mehdi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1505-9.

    Full description at Econpapers || Download paper

  8. Price Setting and Volatility: Evidence from Oil Price Volatility Shocks. (2018). Klepacz, Matthew.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:145.

    Full description at Econpapers || Download paper

  9. Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing. (2018). Cifarelli, Giulio ; Paesani, Paolo.
    In: MPRA Paper.
    RePEc:pra:mprapa:90470.

    Full description at Econpapers || Download paper

  10. Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly.
    In: Energy.
    RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

    Full description at Econpapers || Download paper

  11. The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T.
    In: Energy Economics.
    RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

    Full description at Econpapers || Download paper

  12. Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto ; Fueki, Takuji.
    In: BIS Working Papers.
    RePEc:bis:biswps:725.

    Full description at Econpapers || Download paper

  13. On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016. (2017). Cifarelli, Giulio ; Paesani, Paolo.
    In: MPRA Paper.
    RePEc:pra:mprapa:84009.

    Full description at Econpapers || Download paper

  14. The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies. (2017). ribba, antonio ; Raduzzi, Raphael .
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:127.

    Full description at Econpapers || Download paper

  15. The U.S. Oil Supply Revolution and the Global Economy. (2017). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Working Papers.
    RePEc:erg:wpaper:1124.

    Full description at Econpapers || Download paper

  16. Where do jobs go when oil prices drop?. (2017). Karaki, Mohamad ; Herrera, Ana María ; Rangaraju, Sandeep Kumar .
    In: Energy Economics.
    RePEc:eee:eneeco:v:64:y:2017:i:c:p:469-482.

    Full description at Econpapers || Download paper

  17. The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

    Full description at Econpapers || Download paper

  18. Oil and the economy: A systematic review of the literature for ecological economists. (2017). Kallis, Giorgos ; Sager, Jalel .
    In: Ecological Economics.
    RePEc:eee:ecolec:v:131:y:2017:i:c:p:561-571.

    Full description at Econpapers || Download paper

  19. Great recession, slow recovery and muted fiscal policies in the US. (2017). Tirelli, Patrizio ; Paccagnini, Alessia ; Albonico, Alice.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:81:y:2017:i:c:p:140-161.

    Full description at Econpapers || Download paper

  20. Secular Stagnation: Determinants and Consequences for Australia. (2017). Tyers, Rodney ; Taylor, Grace.
    In: The Economic Record.
    RePEc:bla:ecorec:v:93:y:2017:i:303:p:615-650.

    Full description at Econpapers || Download paper

  21. The oil market: recent developments and outlook. (2017). Santabárbara, Daniel ; Santabarbara, Daniel.
    In: Economic Bulletin.
    RePEc:bde:journl:y:2017:i:9:d:aa:n:24.

    Full description at Econpapers || Download paper

  22. Evolución reciente y perspectivas del mercado de petróleo. (2017). Santabárbara, Daniel.
    In: Boletín Económico.
    RePEc:bde:joures:y:2017:i:9:d:aa:n:24.

    Full description at Econpapers || Download paper

  23. Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO.
    In: Working Paper series.
    RePEc:rim:rimwps:16-02.

    Full description at Econpapers || Download paper

  24. Will Low Crude Oil Prices Cause a Global Recession?. (2016). Papatulic, Mariana ; Prisecaru, Petre.
    In: Global Economic Observer.
    RePEc:ntu:ntugeo:vol4-iss1-16-107.

    Full description at Econpapers || Download paper

  25. Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO ; Claudio, Morana.
    In: Working Papers.
    RePEc:mib:wpaper:330.

    Full description at Econpapers || Download paper

  26. An Analysis of OPEC’s Strategic Actions, US Shale Growth and the 2014 Oil Price Crash. (2016). Ritz, Robert ; Behar, Alberto.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/131.

    Full description at Econpapers || Download paper

  27. Caribbean Energy; Macro-Related Challenges. (2016). Reynaud, Julien ; Acevedo, Sebastian ; Mejia, Sebastian Acevedo ; Wang, KE ; Che, Natasha X ; Ronci, Marcio ; El-Ashram, Ahmed ; McIntyre, Arnold ; Lutz, Mark Scott.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/053.

    Full description at Econpapers || Download paper

  28. The U.S. oil supply revolution and the global economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:263.

    Full description at Econpapers || Download paper

  29. Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:fem:femwpa:2016.23.

    Full description at Econpapers || Download paper

  30. The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. (2016). Plödt, Martin ; Herwartz, Helmut ; Plodt, Martin .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:61:y:2016:i:c:p:30-44.

    Full description at Econpapers || Download paper

  31. Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

    Full description at Econpapers || Download paper

  32. Anticipation, Tax Avoidance, and the Price Elasticity of Gasoline Demand. (2016). Kilian, Lutz ; Davis, Lucas ; Coglianese, John ; Stock, James H.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5764.

    Full description at Econpapers || Download paper

  33. The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices. (2016). Kilian, Lutz.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5723.

    Full description at Econpapers || Download paper

  34. OPEC vs US shale oil: Analyzing the shift to a market-share strategy. (2016). Ritz, Robert ; Behar, Alberto.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1623.

    Full description at Econpapers || Download paper

  35. The U.S. Oil Supply Revolution and the Global Economy. (2016). Raissi, Mehdi ; Mohaddes, Kamiar.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1605.

    Full description at Econpapers || Download paper

  36. Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market. (2016). Nakajima, Jouchi ; Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Higashio, Naoto.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp16e17.

    Full description at Econpapers || Download paper

  37. Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area. (2016). MORANA, CLAUDIO.
    In: ESP: Energy Scenarios and Policy.
    RePEc:ags:feemes:232925.

    Full description at Econpapers || Download paper

  38. The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. (2015). Ohnsorge, Franziska ; Kose, Ayhan ; Baffes, John ; Stocker, Marc.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1504.

    Full description at Econpapers || Download paper

  39. The U.S. Oil Supply Revolution and the Global Economy. (2015). Mohaddes, Kamiar ; Raissi, Mehdi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/259.

    Full description at Econpapers || Download paper

  40. Evaluating a Year of Oil Price Volatility. (2015). Tuzemen, Didem ; Smith, Andrew ; Nie, Jun ; Davig, Troy ; CAKIR MELEK, NIDA.
    In: Economic Review.
    RePEc:fip:fedker:00031.

    Full description at Econpapers || Download paper

  41. The impact of oil price shocks on the U.S. stock market: a note on the roles of U.S. and non-U.S. oil production. (2015). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:249.

    Full description at Econpapers || Download paper

  42. The 2014 oil bust: Causes and consequences. (2015). Tokic, Damir .
    In: Energy Policy.
    RePEc:eee:enepol:v:85:y:2015:i:c:p:162-169.

    Full description at Econpapers || Download paper

  43. Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187.

    Full description at Econpapers || Download paper

  44. Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Mnescu, Cristiana Belu ; Nuo, Galo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151855.

    Full description at Econpapers || Download paper

  45. Oil and debt. (2015). Shin, Hyun Song ; Lombardi, Marco ; Kearns, Jonathan ; Domanski, Dietrich.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1503f.

    Full description at Econpapers || Download paper

  46. El choque petrolero y sus implicaciones en la economía colombiana. (2015). Toro-Córdoba, Jorge Hernán ; Montes-Uribe, Enrique ; López, David ; Garavito, Aaron.
    In: Borradores de Economia.
    RePEc:bdr:borrec:906.

    Full description at Econpapers || Download paper

  47. Quantitative effects of the shale oil revolution. (2015). Nuño Barrau, Galo ; Manescu, Cristiana ; Nuo, Galo.
    In: Working Papers.
    RePEc:bde:wpaper:1518.

    Full description at Econpapers || Download paper

  48. Structure Matters: Oil Markets Enter the Adelman Era. (2015). Verleger, Philip K.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-si1-verleger.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 02:40:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.