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Real-Time Forecasts of the Real Price of Oil. (2011). Kilian, Lutz ; Baumeister, Christiane.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:8414.

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Cited: 36

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  1. Non-linear cointegration between oil and stock prices: The role of interest rates. (2022). Perez-Soba, Ines ; Marquez-De, Elena ; Martinez-Caete, Ana R.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001343.

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  2. Using entropy to assess dynamic behaviour of long-term copper price. (2020). Saydam, Serkan ; Coulton, Jeff ; Tapia, Carlos.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303046.

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  3. Inflation target and (a)symmetries in the oil price pass-through to inflation. (2019). Pourroy, Marc ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Post-Print.
    RePEc:hal:journl:hal-02082415.

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  4. Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

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  5. Inflation target and (a)symmetries in the oil price pass-through to inflation. (2019). Pourroy, Marc ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:860-875.

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  6. Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Licht, Adrian.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:29030.

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  7. Determining the chaotic behaviour of copper prices in the long-term using annual price data. (2018). Tapia, C A ; Saydam, S ; Sammut, C ; Coulton, J.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:4:y:2018:i:1:d:10.1057_s41599-017-0060-x.

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  8. Leave the volatility fund alone: Principles for managing oil wealth. (2018). Wills, Samuel.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:55:y:2018:i:c:p:332-352.

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  9. The Volatility of Oil Prices: What Factors?. (2016). Algia, Hammami ; Abdelfatteh, Bouri .
    In: Bulletin of Energy Economics (BEE).
    RePEc:ijr:beejor:v:4:y:2016:i:1:p:98-110.

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  10. Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility. (2016). Baum, Christopher ; Zerilli, Paola .
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:175-181.

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  11. Oil-price density forecasts of US GDP. (2016). Ravazzolo, Francesco ; Francesco, Ravazzolo ; Philip, Rothman .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:20:y:2016:i:4:p:441-453:n:7.

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  12. Oil prices and UK industry-level stock returns. (2015). Xu, Bing.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:25:p:2608-2627.

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  13. Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503.

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  14. Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:116-141.

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  15. Predicting gasoline prices using Michigan survey data. (2015). Baghestani, Hamid.
    In: Energy Economics.
    RePEc:eee:eneeco:v:50:y:2015:i:c:p:27-32.

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  16. Oil-Price Density Forecasts of U.S. GDP. (2015). Ravazzolo, Francesco ; Rothman, Philip .
    In: Working Papers.
    RePEc:bny:wpaper:0038.

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  17. FORECAST OF BRENT OIL PRICE - A DELIBERATION ON USE OF FUTURES CONTRACTS OR/AND OF THE ECONOMETRIC MODELS FORECASTS. (2015). Gancearuc, Olga ; CARA, Elena .
    In: Journal of Social and Economic Statistics.
    RePEc:aes:jsesro:v:4:y:2015:i:1:p:18-28.

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  18. On stock market illiquidity and real-time GDP growth. (2014). Milas, Costas ; KOSTAKIS, ALEXANDROS ; Giorgioni, Gianluigi ; Florackis, Chris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:44:y:2014:i:c:p:210-229.

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  19. Iranian-Oil-Free Zone and international oil prices. (2014). Goodarzi, Mohammad Reza ; Farzanegan, Mohammad Reza ; Parvari, Mozhgan Raeisian .
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:364-372.

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  20. Do oil prices respond to real interest rates?. (2013). Arora, Vipin ; Tanner, Matthew .
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:546-555.

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  21. Effects of Speculation and Interest Rates in a Carry Trade Model of Commodity Prices. (2013). Frankel, Jeffrey.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp13-022.

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  22. Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries. (2012). Vigfusson, Robert ; Kilian, Lutz.
    In: International Finance Discussion Papers.
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  23. Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2012). Vigfusson, Robert ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8980.

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  24. Combinación de Proyecciones para el Precio del Petróleo: Aplicación y Evaluación de Metodologías. (2012). Ricaurte, Miguel ; Muñoz Saavedra, Ercio ; Muoz, Ercio ; Siravegna, Mariel .
    In: Working Papers Central Bank of Chile.
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  25. Real-Time Analysis of Oil Price Risks Using Forecast Scenarios. (2012). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-1.

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  26. Oil price dynamics, macro-finance interactions and the role of financial speculation. (2012). Morana, Claudio.
    In: Conference papers.
    RePEc:ags:pugtwp:332210.

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  27. How do international stock markets respond to oil demand and supply shocks?. (2011). Güntner, Jochen ; Jochen H. F. Guntner, .
    In: FEMM Working Papers.
    RePEc:mag:wpaper:110028.

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  28. Forecasting the price of oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1022.

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  29. Oil and the macroeconomy in a changing world: a conference summary. (2011). Foote, Christopher ; Little, Jane S..
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:11-3.

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  30. Vector Autoregressive Models. (2011). Lütkepohl, Helmut ; Luetkepohl, Helmut .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2011/30.

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  31. Can Oil Prices Forecast Exchange Rates?. (2011). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Working Papers.
    RePEc:duk:dukeec:11-05.

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  32. Real-Time Analysis of Oil Price Risks Using Forecast Scenarios. (2011). Kilian, Lutz ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8698.

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  33. Structural Vector Autoregressions. (2011). Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8515.

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  34. Forecasting the Price of Oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8388.

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  35. Oil and US GDP: A Real-Time out-of Sample Examination. (2011). Rothman, Philip ; Ravazzolo, Francesco.
    In: Working Papers.
    RePEc:bny:wpaper:0004.

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  36. Forecasting the Price of Oil. (2011). Vigfusson, Robert ; Kilian, Lutz ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-15.

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    RePEc:eee:eneeco:v:32:y:2010:i:2:p:409-417.

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  45. The Predictive Content of Commodity Futures. (2010). Coibion, Olivier ; Chinn, Menzie ; MenzieD. Chinn, .
    In: Working Papers.
    RePEc:cwm:wpaper:89.

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  46. THE GROWING INTERDEPENDENCE BETWEEN FINANCIAL AND COMMODITY MARKETS. (2009). Mayer, Joerg.
    In: UNCTAD Discussion Papers.
    RePEc:unc:dispap:195.

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  47. Nature of Oil Price Shocks and Monetary Policy. (2009). Lee, Junhee ; Song, Joonhyuk .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15306.

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  48. Three Epochs of Oil. (2009). Rogoff, Kenneth ; Dvir, Eyal.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14927.

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  49. Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model. (2009). Zagaglia, Paolo.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2009_0007.

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  50. Automobile Prices, Gasoline Prices, and Consumer Demand for Fuel Economy. (2008). Langer, Ashley ; Miller, Nathan H..
    In: EAG Discussions Papers.
    RePEc:doj:eagpap:200811.

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