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Speculation in the Oil Market. (2014). Petrella, Ivan ; Juvenal, Luciana.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9808.

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  1. Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Pawowski, Micha ; Drachal, Krzysztof.
    In: IJFS.
    RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740.

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  2. Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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  3. Common factors of commodity prices. (2022). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:3:p:461-476.

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  4. Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2022:i:1:p:4-:d:1008576.

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  5. The Impact of Energy Commodity Prices on Selected Clean Energy Metal Prices. (2022). Mroz, Maciej.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:9:p:3051-:d:799014.

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  6. Measuring global economic activity. (2021). Hamilton, James D.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:36:y:2021:i:3:p:293-303.

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  7. Commodities and monetary policy: Implications for inflation and price level targeting. (2021). Snudden, Stephen ; Masson, Paul ; Lalonde, Rene ; Coletti, Donald ; Muir, Dirk .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:43:y:2021:i:5:p:982-999.

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  8. Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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  9. Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2020). Hamilton, James ; Baumeister, Christiane.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302060.

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  10. Measuring Global Economic Activity. (2019). Hamilton, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25778.

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  11. The role of market expectations in commodity price dynamics: Evidence from oil data. (2019). Jin, Xin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:90:y:2019:i:c:p:1-18.

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  12. Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Socha, Robert ; Wdowiski, Piotr.
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2018:i:1:p:103-135.

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  13. Limits to arbitrage in electricity markets: A case study of MISO. (2018). Birge, John R ; Pavlin, Michael J ; Mercadal, Ignacia ; Hortasu, Ali.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:518-533.

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  14. The Crude Oil Price and Speculations: Investigation Using Granger Causality Test. (2018). Obadi, Saleh ; Korecek, Matej.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-03-32.

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  15. Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12767.

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  16. In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market. (2017). Bos, J. ; Li, Zhuo ; Sun, Hang .
    In: Research Memorandum.
    RePEc:unm:umagsb:2017019.

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  17. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80668.

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  18. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Hamilton, James ; Baumeister, Christiane.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24167.

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  19. Narrative Sign Restrictions for SVARs. (2017). Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2016-16.

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  20. Financialization of metal markets: Does futures trading influence spot prices and volatility?. (2017). Mayer, Herbert ; Wanner, Markus ; Rathgeber, Andreas.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:300-316.

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  21. Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172112.

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  22. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12532.

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  23. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James D.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6835.

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  24. News, Noise and Oil Price Swings. (2017). Moretti, Laura ; Gambetti, Luca.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:12/rt/17.

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  25. An equilibrium model for spot and forward prices of commodities. (2017). Anthropelos, Michail ; Papapantoleon, Antonis ; Kupper, Michael.
    In: Papers.
    RePEc:arx:papers:1502.00674.

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  26. What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20162.

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  27. Explosive oil prices. (2016). Gronwald, Marc.
    In: Energy Economics.
    RePEc:eee:eneeco:v:60:y:2016:i:c:p:1-5.

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  28. Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

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  29. Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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  30. An empirical analysis of the relationship between oil prices and the Chinese macro-economy. (2016). Wei, Yanfeng ; Guo, Xiaoying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:88-100.

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  31. Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

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  32. Narrative Sign Restrictions for SVARs. (2016). Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11517.

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  33. Macroeconomic Uncertainty and Oil Price Volatility. (2016). Van Robays, Ine.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:5:p:671-693.

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  34. Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
    RePEc:tas:wpaper:22665.

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  35. The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting. (2015). Derbali, Abdelkader ; Chebbi, Tarek.
    In: International Journal of Trade and Global Markets.
    RePEc:ids:ijtrgm:v:8:y:2015:i:2:p:112-126.

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  36. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joets, Marc.
    In: Post-Print.
    RePEc:hal:journl:hal-01609889.

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  37. What drives the global interest rate. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:241.

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  38. Speculative behaviour and oil price predictability. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:128-136.

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  39. The U.S. Dollar Exchange Rate and the Demand for Oil. (2015). Peersman, Gert ; de Schryder, Selien .
    In: The Energy Journal.
    RePEc:aen:journl:ej36-3-peersman.

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  40. THE US DOLLAR EXCHANGE RATE AND THE DEMAND FOR OIL. (2014). Peersman, Gert ; De Schryder, Selien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:14/893.

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  41. Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:59407.

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  42. Speculative behaviour and oil price predictability. (2014). Pantelidis, Theologos ; Panopoulou, Ekaterini.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2014_09.

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  43. Oil Price Volatility and the Role of Speculation. (2014). Pescatori, Andrea ; Beidas-Strom, Samya.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/218.

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  44. Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2014-41.

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  45. Understanding recent oil price dynamics: A novel empirical approach. (2014). Montalbano, Pierluigi ; Magrini, Emiliano ; Triulzi, Umberto ; D'Ecclesia, Rita L..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s11-s17.

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  46. Kurz zum Klima: Fundamentales zu Spekulation. (2014). Lippelt, Jana ; Gronwald, Marc.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:67:y:2014:i:21:p:58-59.

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  47. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?. (2014). Diez de los Rios, Antonio ; Bauer, Gregory ; Alquist, Ron.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-42.

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  48. Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-31.

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  49. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; le Pen, Yannick ; Sevi, Benoit.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-19.

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  50. Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Post-Print.
    RePEc:hal:journl:hal-01613916.

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  51. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-01.

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  6. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10075.

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  7. Informational Frictions and Commodity Markets. (2013). Xiong, Wei ; Sockin, Michael .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18906.

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  8. Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy ; Asche, Frank.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2013_003.

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  9. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00793724.

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  10. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
    In: Working Papers.
    RePEc:fem:femwpa:2013.32.

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  11. Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38.

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  12. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wu, Chongfeng ; Wang, Yudong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650.

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  13. Liquidity and crude oil prices: Chinas influence over 1996–2011. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525.

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  14. Macroeconomic effects of precautionary demand for oil. (2013). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_918_13.

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  15. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-25.

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  16. What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-15.

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  17. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1301.

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  18. The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-02.

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  19. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-01.

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  20. Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Wang, Jiayue ; Abhay Abhyankar, Bing Xu,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-2-07.

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  21. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
    RePEc:tas:wpaper:15062.

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  22. Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:48900.

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  23. Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage. (2012). Rizvanoghlu, Islam.
    In: MPRA Paper.
    RePEc:pra:mprapa:42351.

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  24. Regulations and price discovery: oil spot and futures markets. (2012). Goyal, Ashima ; Tripathi, Shruti .
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2012-016.

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  25. On the Sources and Consequences of Oil Price Shocks; The Role of Storage. (2012). Unsal, Filiz D ; Unalmis, Ibrahim.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/270.

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  26. Dynamics of Inductive Inference in a Unified Framework. (2012). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00712823.

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  27. Inventories and upstream gasoline price dynamics. (2012). Kuper, Gerard.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:208-214.

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  28. Monetary policy responses to oil price fluctuations. (2012). Kilian, Lutz ; Guerrieri, Luca ; Bodenstein, Martin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8928.

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  29. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8916.

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  30. Weather Shocks, Spot and Futures Agricultural Commodity Prices- An Analysis for India. (2012). Bhanumurthy, N R ; Kumawat, Lokendra ; Dua, Pami.
    In: Working papers.
    RePEc:cde:cdewps:219.

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  31. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_851_12.

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  32. Time-Varying Effects of Oil Supply Shocks on the U.S. Economy. (2012). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-2.

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  33. Composite and Outlook Forecast Accuracy. (2012). Irwin, Scott ; Garcia, Philip ; Etienne, Xiaoli ; Colino, Evelyn V..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:134270.

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  34. The Informational Content of Distant-Delivery Futures Contracts. (2012). Karali, Berna ; Dorfman, Jeffrey ; Schnake, Kristin N..
    In: Journal of Agricultural and Resource Economics.
    RePEc:ags:jlaare:134221.

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  35. Do Financial Investors Destabilize the Oil Price?. (2011). Van Robays, Ine ; Lombardi, Marco.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:11/760.

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  36. Oil and Macroeconomy: The Case of Korea. (2011). Song, Joonhyuk ; Lee, Junhee .
    In: NBER Chapters.
    RePEc:nbr:nberch:11865.

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  37. 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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  38. 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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  39. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, Isabel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111371.

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  40. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1811.

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  41. Dynamics of Inductive Inference in a Unified Framework. (2011). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000156.

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  42. The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market. (2011). Peersman, Gert ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-28.

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  43. The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling. (2010). Kellogg, Ryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16541.

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  44. Macroeconomic factors and oil futures prices: A data-rich model. (2010). Zagaglia, Paolo.
    In: Energy Economics.
    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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