In this article, we provide a structured review of crude oil price dynamics. Specifically, we
summarize evidence on important factors determining oil prices, cover the impact of oil …

Oil price shocks have a statistically significant impact on real stock returns
contemporaneously and/or within the following month in the US and 13 European countries …

We analyze the long-run relationship between the world price of crude oil and international
stock markets over 1971: 1–2008: 3 using a cointegrated vector error correction model with …

Sharp increases in the price of oil are generally seen as a major contributor to business
cycle asymmetries. Moreover, the very recent highs registered in the world oil market are …

This paper discusses the nature, and magnitude, of externalities associated with automobile
use, including local and global pollution, oil dependence, traffic congestion and traffic …

In this paper we develop a two regime Markov-switching EGARCH model introduced by
Henry [Henry, O., 2009. Regime switching in the relationship between equity returns and …

Based on a structural vector autoregressive framework on the monthly data from April 1997
to July 2016, this study is an attempt to show the impact of crude oil price on the rate of …

This paper examines the effect of energy price uncertainty on firm-level investment. An error
correction model of capital stock adjustment is estimated with data on US manufacturing …

Abstract On September 7th, 2006, the US Environmental Protection Agency (EPA) proposed
a national renewable fuels program (more commonly known as the Renewable Fuel …

Great attention has been paid in recent months to high energy prices, including fuel prices.
Numerous studies present the threat this poses to economic growth, but history already …