Demand and Price Analysis, Risk and Uncertainty,

Alam, Mohammad Jahangir

McKenzie, Andrew M.

Natanelov, Valeri

Van Huylenbroeck, Guido

English

Research Papers in Economics

Assessment of the relationship between oil prices and US oil stocks',

Automatic Lag Selection in Covariance-Matrix Estimation',

Bootstrap testing for the null of no cointegration in a threshold vector error correction model',

Causality relationship between the price of oil and economic growth in Japan',

Causes and Consequences of the Oil Shock of 2007-08',

Changing crude oil price effects on US agricultural employment',

Chaos in oil prices? Evidence from futures markets',

Choong

Co-integration and Error Correction: Representation, Estimation, and Testing',

Cointegration and Causality Analysis of World Vegetable Oil and Crude Oil Prices,

Cointegration and Error Correction - Representation, Estimation, and Testing',

Commodity Price Volatility in the Biofuel Era: An Examination of the Linkage between Energy and Agricultural Markets',

Crude oil and stock markets: Stability, instability, and bubbles',

Crude oil prices between

Energy prices and aggregate economic activity: an interpretive survey, Federal Reserve Bank of Dallas. Available at http://ideas.repec.org/p/fip/feddwp/0102.html.

Energy prices and aggregate economic activity: evidence from China',

Energy shocks and financial markets: Nonlinear linkages',

Energy shocks and financial markets',

Examining the Evolving Correspondence Between Petroleum Prices and Agricultural Commodity Prices,

Global economic activity and crude oil prices: A cointegration analysis',

High food prices: The what, who, and how of proposed policy actions, International Food Policy Research Institute (IFPRI). Available at http://ideas.repec.org/p/fpr/polbrf/1a.html.

Identifying the oil price-macroeconomy relationship: An empirical mode decomposition analysis of US data',

Impact of crude oil price volatility on economic activities: An empirical investigation in the Thai economy',

Impacts of higher crude oil prices and changing macroeconomic conditions on output growth in Germany ',

Institutions and the supply of oil: A case study of Russia',

Is there excess co-movement of primary commodity prices? A co-integration test, The World Bank. Available at http://econpapers.repec.org/RePEc:wbk:wbrwps:758.

Macroeconomic factors and oil futures prices: A data-rich model',

Making wald tests work for cointegrated VAR systems',

Noncausality in Cointegrated Systems - Representation Estimation and Testing',

Numerical distribution functions for unit root and cointegration tests',

Oil price shocks and the macroeconomy: What has been learned since

Oil price shocks, stock market, economic activity and employment in Greece',

Oil prices and economic activity: An asymmetric cointegration approach',

Oil prices and the South African economy: A macro-meso-micro analysis',

Oil spills on other commodities',

On the comovement of commodity prices',

Psychological barriers in gold prices?',

Testing for two-regime threshold cointegration in vector error-correction models',

The causality between energy consumption and economic growth: A multi-sectoral analysis using nonstationary cointegrated panel data',

The crude oil market and the gold market: Evidence for cointegration, causality and price discovery',

The emergence of biofuels and the co-movement between crude oil and agricultural prices,

The excess co-movement of commodity prices reconsidered',

The Excess Co-Movement of Commodity Prices',

The Impact of Financial Crisis of 2007-2008 on Crude Oil Price',

The Impact of Oil Price Shocks on the Economic Growth of Selected MENA Countries',

The Integration of Energy and Agricultural Markets',

The long-run impact of energy prices on world agricultural markets: The role of macro-economic linkages',

The third oil price surge - What's different this time?',

Threshold cointegration and nonlinear adjustment to the law of one price',

Threshold cointegration',

Title',

To consume or not: How oil prices affect the comovement of consumption and aggregate wealth',

Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?

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Research Papers in Economics