“...We develop a structural model of the global market for crude oil that for the first time explicitly allows for shocks to the speculative demand for oil as well...”

“...Summary We use LASSO methods to shrink, select, and estimate the high‐dimensional network linking the publicly traded subset of the world's top 150 banks,...”

“...Summary The pollution haven hypothesis (PHH) posits that production within polluting industries will shift to locations with lax environmental regulation...”

“...We propose and apply a new approach for analyzing the effects of fiscal policy using vector autoregressions. Specifically, we use sign restrictions to identify...”

“...This paper demonstrates the identification of causal mechanisms of a binary treatment under selection on observables, (primarily) based on inverse probability...”

“...SUMMARY There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil...”

“...The run-up in oil prices since 2004 coincided with growing investment in commodity markets and increased price co-movement among different commodities. We...”

“...This paper surveys the most important developments in multivariate ARCH-type modelling. It reviews the model specifications and inference methods, and...”