Facts and fiction in oil market modeling
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- Kilian, Lutz, 2022. "Facts and fiction in oil market modeling," Energy Economics, Elsevier, vol. 110(C).
- Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," Working Papers 1907, Federal Reserve Bank of Dallas, revised 21 Dec 2020.
- Lutz Kilian, 2019. "Facts and Fiction in Oil Market Modeling," CESifo Working Paper Series 7902, CESifo.
- Kilian, Lutz, 2019. "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers 14047, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Atsushi Inoue & Lutz Kilian, 2020.
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- Kilian, Lutz & Inoue, Atsushi, 2020. "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers 15545, C.E.P.R. Discussion Papers.
- Zhang, Zhikai & Wang, Yudong & Xiao, Jihong & Zhang, Yaojie, 2023. "Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions," Resources Policy, Elsevier, vol. 80(C).
- Carrillo-Maldonado, Paul & Díaz-Cassou, Javier, 2023.
"An anatomy of external shocks in the Andean region,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Carrillo Maldonado, Paul A. & Díaz Cassou, Javier, 2019. "An Anatomy of External Shocks in the Andean Region," IDB Publications (Working Papers) 9908, Inter-American Development Bank.
- Kilian, Lutz, 2022.
"Understanding the estimation of oil demand and oil supply elasticities,"
Energy Economics, Elsevier, vol. 107(C).
- Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," Working Papers 2027, Federal Reserve Bank of Dallas.
- Kilian, Lutz, 2020. "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series 649, Center for Financial Studies (CFS).
- Kilian, Lutz, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CEPR Discussion Papers 15244, C.E.P.R. Discussion Papers.
- Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CESifo Working Paper Series 8567, CESifo.
- Li, Ye & Chen, Yiyan & Lean, Hooi Hooi, 2024. "Geopolitical risk and crude oil price predictability: Novel decomposition ensemble approach based ternary interval number series," Resources Policy, Elsevier, vol. 92(C).
- Dalheimer, Bernhard & Herwartz, Helmut & Lange, Alexander, 2021. "The threat of oil market turmoils to food price stability in Sub-Saharan Africa," Energy Economics, Elsevier, vol. 93(C).
- Banerjee, Joshua J., 2024. "Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies," Energy Economics, Elsevier, vol. 130(C).
- Zeina Alsalman, 2023. "Oil price shocks and US unemployment: evidence from disentangling the duration of unemployment spells in the labor market," Empirical Economics, Springer, vol. 65(1), pages 479-511, July.
- Chen, Jianyu & Zhang, Jianshun, 2023. "Crude oil price shocks, volatility spillovers, and global systemic financial risk transmission mechanisms: Evidence from the stock and foreign exchange markets," Resources Policy, Elsevier, vol. 85(PB).
- Jihad El Hokayem & Ibrahim Jamali & Ale Hejase, 2024. "A forecasting model for oil prices using a large set of economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1615-1624, August.
- Benk, Szilard & Gillman, Max, 2023.
"Identifying money and inflation expectation shocks to real oil prices,"
Energy Economics, Elsevier, vol. 126(C).
- Benk, Szilárd & Gillman, Max, 2023. "Identifying money and inflation expectation shocks on real oil prices," Bank of Finland Research Discussion Papers 10/2023, Bank of Finland.
- Nonejad, Nima, 2020. "An observation regarding Hamilton’s recent criticisms of Kilian’s global real economic activity index," Economics Letters, Elsevier, vol. 196(C).
- Palmén, Olli, 2020.
"Sovereign default risk and credit supply: Evidence from the euro area,"
Journal of International Money and Finance, Elsevier, vol. 109(C).
- Olli Palm'en, 2020. "Sovereign Default Risk and Credit Supply: Evidence from the Euro Area," Papers 2006.03592, arXiv.org.
- Zeina Alsalman, 2021. "Does the source of oil supply shock matter in explaining the behavior of U.S. consumer spending and sentiment?," Empirical Economics, Springer, vol. 61(3), pages 1491-1518, September.
- Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2023. "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Discussion Papers LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Michał Rubaszek & Karol Szafranek, 2025. "The European energy crisis and the US natural gas market dynamics: a structural VAR investigation," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-22, February.
- Even Comfort Hvinden, 2019. "OPEC's crude game," Working Papers No 10/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Paul Carrillo‐Maldonado, 2023. "Partial identification for growth regimes: The case of Latin American countries," Metroeconomica, Wiley Blackwell, vol. 74(3), pages 557-583, July.
- Braun, Robin, 2021. "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers 957, Bank of England.
- Hilde C. Bjørnland, 2019. "Supply flexibility in the shale patch: Facts, no fiction," Working Papers No 08/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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More about this item
Keywords
Elasticity; structural VAR; Bayesian inference; oil price; global real activity; oil inventories;All these keywords.
JEL classification:
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2021-12-13 (Energy Economics)
- NEP-ETS-2021-12-13 (Econometric Time Series)
Statistics
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