Do structural oil-market shocks affect stock prices?, Energy Economics, vol.31, issue.4, pp.569-575, 2009. ,
DOI : 10.1016/j.eneco.2009.03.001
URL : http://opencommons.uconn.edu/cgi/viewcontent.cgi?article=1390&context=econ_wpapers
Natural resources, Volatility, and Inclusive Growth: Perspective from the Middle East and North Africa, IMF Working Paper 12, 2012. ,
Sources of the Volatility Puzzle in the Crude Oil Market , Working Papers of Faculty of Economics and Business Administration, 2010. ,
Time-Varying Effects of Oil Supply Shocks on the US Economy, American Economic Journal: Macroeconomics, vol.5, issue.4, pp.1-28, 2013. ,
DOI : 10.1257/mac.5.4.1
URL : https://www.econstor.eu/bitstream/10419/80787/1/684327899.pdf
THE ROLE OF TIME-VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET, Journal of Applied Econometrics, vol.24, issue.2, pp.1087-1109, 2013. ,
DOI : 10.1016/S0140-9883(01)00092-5
The Economic Consequences of Oil Shocks: Differences Across Countries and Time, Inflation in an Era of Relative Price Shocks, pp.91-128, 2010. ,
Determinants of business cycle comovement: a robust analysis, Journal of Monetary Economics, vol.52, issue.1, pp.113-157, 2005. ,
DOI : 10.1016/j.jmoneco.2004.08.002
URL : https://doi.org/10.3386/w10725
The Impact of Oil Price Shocks on the Economic Growth of Selected MENA Countries, The Energy Journal, vol.31, issue.1, pp.149-176, 2010. ,
The Macroeconomic Effects of Oil Shocks: Why are the 2000s so Different from the 1970s?, International Dimensions of Monetary Policy, pp.373-428, 2010. ,
DOI : 10.3386/w13368
Oil shocks and external adjustment, Oil Shocks and External Adjustment, pp.168-184, 2011. ,
DOI : 10.1016/j.jinteco.2010.10.006
URL : http://www.atl-res.com/macro/papers/Guerrieri paper.pdf
Energy prices and aggregate economic activity: an interpretative survey, Energy Prices and Aggregate Economic Activity: An Interpretative Survey, pp.193-208, 2002. ,
DOI : 10.1016/S1062-9769(02)00138-2
The differential effects of oil demand and supply shocks on the global economy, Energy Economics, vol.44, pp.113-134, 2014. ,
DOI : 10.1016/j.eneco.2014.03.014
Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment, Energy Policy, vol.38, issue.8, pp.4388-4399, 2010. ,
DOI : 10.1016/j.enpol.2010.03.067
Using the Global Dimension to Identify Shocks with Sign Restrictions, ECB Working Paper Series, n ? 1318, 2011. ,
Booming Sector and De-Industrialisation in a Small Open Economy, The Economic Journal, vol.92, issue.368, pp.92-825, 1982. ,
DOI : 10.2307/2232670
URL : http://pure.iiasa.ac.at/2060/1/CP-82-058.pdf
On the links between stock and commodity markets' volatility, Energy Economics, vol.37, pp.16-28, 2013. ,
DOI : 10.1016/j.eneco.2013.01.005
URL : https://hal.archives-ouvertes.fr/hal-01385868
Energy prices and the real exchange rate of commodity-exporting countries, International Economics, vol.137, pp.52-72, 2014. ,
DOI : 10.1016/j.inteco.2013.11.001
URL : https://hal.archives-ouvertes.fr/hal-01410608
Exploring the international linkages of the euro area: a global VAR analysis, Journal of Applied Econometrics, vol.20, issue.1, pp.1-38, 2007. ,
DOI : 10.1093/0199296855.001.0001
Global commodity markets-price volatility and financialisation, Reserve Bank of Australia Bulletin, 2011. ,
Oil Price Uncertainty, Journal of Money, Credit and Banking, vol.45, issue.6, pp.1137-1159, 2010. ,
DOI : 10.5547/ISSN0195-6574-EJ-Vol16-No4-2
Oil Price Movements and the Global Economy: A Model-Based Assessment, 2008. ,
DOI : 10.3386/w13792
URL : https://doi.org/10.3386/w13792
Evidence on the nature and extent of the relationship between oil prices and equity values in the UK, Energy Economics, vol.27, issue.6, pp.819-830, 2005. ,
DOI : 10.1016/j.eneco.2005.09.002
AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS, Journal of Applied Econometrics, vol.61, issue.4, pp.1-21, 2014. ,
DOI : 10.1093/oep/gpp022
URL : http://www.econ.cam.ac.uk/faculty/pesaran/wp12/EMP-oil-exporters-Mar-10-2012.pdf
Oil price volatility and the macroeconomy, Journal of Macroeconomics, vol.18, issue.1, pp.1-26, 1996. ,
DOI : 10.1016/S0164-0704(96)80001-2
A Decomposition of Global Linkages in Financial Markets Over Time, Review of Economics and Statistics, vol.87, issue.03, pp.705-722, 2004. ,
DOI : 10.1016/S0261-5606(03)00017-2
URL : https://doi.org/10.3386/w9555
Some Issues in Using Sign Restrictions for Identifying Structural VARs, National Centre for Econometric Research, 2007. ,
Natural Resource Endowment: A Mixed Blessing?, in Beyond the Curse: Policies to Harness the Power of Natural Resources, pp.7-34, 2011. ,
The Role of Oil Prices in the Euro Area Economy since 1970s, ECB Working Paper Series, n ? 1356, 2011. ,
What is an oil shock?, Journal of Econometrics, vol.113, issue.2, pp.363-398, 2003. ,
DOI : 10.1016/S0304-4076(02)00207-5
Oil and the macroeconomy The New Palgrave Dictionary of Economics, 2008. ,
Trade, Finance, Specialization, and Synchronization, Review of Economics and Statistics, vol.2, issue.2, pp.723-734, 2004. ,
DOI : 10.1016/S0014-2921(00)00093-3
URL : https://hal.archives-ouvertes.fr/hal-00612588
Oil and the Stock Markets, Oil and the stock markets, pp.463-491, 1996. ,
DOI : 10.2307/1907574
The macroeconomic impacts of oil price shocks: A review of literature and issues, 1996. ,
The findings of the D.O.E. workshop on economic vulnerability to oil price shocks: Summary and integration with the previous knowledge, 1997. ,
Oil price shocks and the macroeconomy: What has been learned since, Proceedings of the 25th Annual IAEE International Conference, pp.26-29, 1996. ,
DOI : 10.5547/issn0195-6574-ej-vol25-no2-1
Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996, The Energy Journal, vol.25, issue.2, pp.1-32, 2004. ,
DOI : 10.5547/ISSN0195-6574-EJ-Vol25-No2-1
Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?, Review of Economics and Statistics, vol.4, issue.2, pp.216-240, 2008. ,
DOI : 10.1086/261625
The Economic Effects of Energy Price Shocks, Journal of Economic Literature, vol.46, issue.4, pp.871-909, 2008. ,
DOI : 10.1257/jel.46.4.871
URL : http://www-personal.umich.edu/%7Elkilian/jel052407.pdf
Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market, American Economic Review, vol.99, issue.3, pp.1053-1069, 2009. ,
DOI : 10.1257/aer.99.3.1053
Oil shocks and external balances, Oil Shocks and External Balances, pp.181-194, 2009. ,
DOI : 10.1016/j.jinteco.2009.01.001
URL : http://www.imf.org/external/pubs/ft/wp/2007/wp07110.pdf
Trade linkages and macroeconomic effects of the price of oil, Energy Economics, vol.32, issue.4, pp.848-856, 2010. ,
DOI : 10.1016/j.eneco.2009.11.005
OIL AND THE MACROECONOMY: A QUANTITATIVE STRUCTURAL ANALYSIS, Journal of the European Economic Association, vol.52, issue.1, pp.1059-1083, 2012. ,
DOI : 10.1016/j.jmoneco.2004.05.007
URL : http://www.bancaditalia.it/pubblicazioni/econo/temidi/td09/td704_09/td_704_09_en/en_tema_704.pdf
New evidence on oil price and firm returns, Journal of Banking & Finance, vol.35, issue.12, pp.3253-3262, 2011. ,
DOI : 10.1016/j.jbankfin.2011.05.010
Does data frequency matter for the impact of forward premium on spot exchange rate?, International Review of Financial Analysis, vol.39, pp.45-53, 2015. ,
DOI : 10.1016/j.irfa.2015.01.011
Do oil prices predict economic growth? New global evidence, Energy Economics, vol.41, pp.137-146, 2014. ,
DOI : 10.1016/j.eneco.2013.11.003
Assessing Sign Restrictions, The B.E. Journal of Macroeconomics, vol.7, issue.1, 2007. ,
DOI : 10.2202/1935-1690.1543
Cross-country differences in the effects of oil shocks, Energy Economics, vol.34, issue.5, pp.1532-1547, 2012. ,
DOI : 10.1016/j.eneco.2011.11.010
URL : https://www.econstor.eu/bitstream/10419/46278/1/644794933.pdf
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model, Journal of Business & Economic Statistics, vol.22, issue.2, pp.129-162, 2004. ,
DOI : 10.1198/073500104000000019
The value of fiscal discipline for oil-exporting countries, Journal of Monetary Economics, vol.59, issue.3, pp.250-268, 2012. ,
DOI : 10.1016/j.jmoneco.2012.03.001
Oil price and stock returns of consumers and producers of crude oil, Journal of International Financial Markets, Institutions and Money, vol.34, pp.245-262, 2015. ,
DOI : 10.1016/j.intfin.2014.11.010
Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model, Energy Economics, vol.34, issue.2, pp.603-610, 2012. ,
DOI : 10.1016/j.eneco.2011.08.014
Oil Shocks in a Global Perspective: Are they Really that Bad?, IMF Working Paper, 2011. ,
DOI : 10.5089/9781462305254.001
Oil price shocks and stock market activity, Energy Economics, vol.21, issue.5, pp.449-469, 1999. ,
DOI : 10.1016/S0140-9883(99)00020-1
Financialization, crisis and commodity correlation dynamics, Journal of International Financial Markets, Institutions and Money, vol.24, pp.42-65, 2013. ,
DOI : 10.1016/j.intfin.2012.11.007
URL : http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.592.1586&rep=rep1&type=pdf
Natural Resources: Curse or Blessing?, Journal of Economic Literature, vol.49, issue.2, pp.366-420, 2011. ,
DOI : 10.1257/jel.49.2.366
Commodity volatility breaks, Journal of International Financial Markets, Institutions and Money, vol.22, issue.2, pp.395-422, 2012. ,
DOI : 10.1016/j.intfin.2011.12.003