We investigate the effect of oil price innovations on the US stock market using a model that
nests symmetric and asymmetric responses to positive and negative oil price innovations …

This paper proposes a simple but comprehensive structural vector autoregressive model to
examine the underlying factors of oil price dynamics. The distinguishing feature is to …

This paper investigates the time frequency and quantile dynamics of the dependence
among the stock prices of clean energy companies, the stock prices of oil & gas companies …

Kilian and Park (2009) find shocks to oil supply are relatively unimportant to understanding
changes in US stock returns. We examine the impact of both US and non-US oil supply …

We analyze how different types of oil shocks impact the prices of six meat commodities: beef,
lamb, pork, poultry, fish, and shrimp. Proceeding in two stages, we first decompose …

This paper analyzes how oil price shocks are transmitted downstream to producer and
consumer prices in the euro area at the highest disaggregate level. In doing so, we first …

This paper investigates the role of extreme oil price increases in empirical studies of the
macroeconomics of oil prices. The innovative approach of rolling impulse responses is …

Given that sharply rising external risks pose great challenges to the stable development of
China's industrial sector, extreme risks to the global oil market deserve more attention. This …

Recent oil price shocks have relatively small effects on real economic activity and inflation
compared to the experiences of the seventies and the early eighties. In this paper we …

The paper estimates the dynamic impact of structural oil market shocks on the balance sheet
of US firms, using industry level data covering manufacturing, trade and mining sectors. For …