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1by Kilian, Lutz Published in The American economic review (01.06.2009)“...Shocks to the real price of oil may reflect oil supply shocks, shocks to the global demand for all industrial commodities, or demand shocks that are specific...”
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2“...This study investigates the effects of oil price shocks on volatility of agricultural and metal commodities. We decompose an oil price shock to its underlying...”
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3“...How do income shocks affect armed conflict? Theory suggests two opposite effects. If labour is used to appropriate resources violently, higher wages may lower...”
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4“...It has been 40 years since the oil crisis of 1973/74. This crisis has been one of the defining economic events of the 1970s and has shaped how many economists...”
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5Imported Food Price Shocks and Socio-Political Instability: Do Fiscal Policy and Remittances Matter?“...Using a panel of 101 low- and middle-income countries with data covering the period 1980-2012, this paper applies various econometric approaches that deal with...”
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6by Kilian, Lutz Published in Journal of economic literature (01.12.2008)“...Large fluctuations in energy prices have been a distinguishing characteristic of the U.S. economy since the 1970s. Turmoil in the Middle East, rising energy...”
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8by David C. Broadstock Ying Fan Qiang Ji Dayong Zhang Published in The Energy journal (Cambridge, Mass.) (01.01.2016)“...Oil price shocks are known to affect the financial sector of the economy, due to the inflationary effects, and increasing costs of doing business they create...”
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9“...This paper investigates how explicit structural shocks that characterize the endogenous character of oil price changes affect stock-market returns in a sample...”
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11by Filis, George Degiannakis, Stavros Floros, Christos Published in International review of financial analysis (2011)“...The paper investigates the time-varying correlation between stock market prices and oil prices for oil-importing and oil-exporting countries. A DCC-GARCH-GJR...”
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12“...We study the effects of crude oil price shocks on the stock market volatility of the G7 countries. We identify the causes underlying oil price shocks and gauge...”
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13by Kang, Wensheng Ratti, Ronald A Yoon, Kyung Hwan Published in Journal of international financial markets, institutions & money (01.01.2015)“...•Covariance of return and volatility is constructed from daily data.•Shocks to oil demand are associated with negative effects on the covariance.•Oil supply...”
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14“...By utilizing the time-varying parameter vector autoregressive (TVP-VAR) model, we investigate the time-varying effects of oil price shocks and policy...”
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15“...This study investigates whether green investments are connected to oil price shocks. While earlier papers mainly investigate the linkage between clean energy...”
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16“...The data in Fehr and Tyran (2001) and Petersen and Winn (2014) show that money illusion plays an important role in nominal price adjustment after a fully...”
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17“...A considerable body of economic literature shows the adverse economic impacts of oil-price shocks for the developed economies. However, there has been a lack...”
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18“...This paper experimentally investigates whether money illusion generates substantial nominal inertia. Building on the design of Fehr and Tyran (2001), we find...”
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19“...This paper investigates the relationship between the world oil price and China’s macro-economy based on a monthly time series from 1995:1 to 2008:12, using the...”
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20“...In this paper, we investigate the impacts of oil price shocks on the bilateral exchange rates of the U.S. dollar against currencies in 16 OECD countries. Our...”