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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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Cited: 17

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  2. A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele.
    In: Energy Economics.
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  3. A weekly structural VAR model of the US crude oil market. (2022). , Matteomanera ; Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele.
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  4. Oil price shocks and yield curve dynamics in emerging markets. (2022). GUPTA, RANGAN ; Lucey, Brian ; Karahan, Cenk C ; Cepni, Oguzhan.
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  5. Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging. (2021). Sgarra, Carlo ; Gonzato, Luca.
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  6. Regime Switching Entropic Risk Measures on Crude Oil Pricing. (2021). Elliott, Robert J ; Seck, Babacar .
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  7. The effect of oil price shocks on asset markets: Evidence from oil inventory news. (2020). Alquist, Ron ; Jin, Jianjian ; Ellwanger, Reinhard.
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  8. Which oil shocks really matter in equity markets?. (2019). Shield, Cody ; Clements, Adam ; Thiele, Stephen.
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  9. Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market. (2018). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan.
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  10. Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Sbuelz, Alessandro ; Valenti, Daniele.
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  11. Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho.
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  13. Testing substitution between private and public storage in the U.S. oil market: A study on the U.S. Strategic Petroleum Reserve. (2017). Scheitrum, Daniel ; Carter, Colin ; Jaffe, Amy Myers.
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  14. The oil market: recent developments and outlook. (2017). Santabárbara, Daniel ; Santabarbara, Daniel.
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  15. Evolución reciente y perspectivas del mercado de petróleo. (2017). Santabárbara, Daniel.
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  16. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung.
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  17. Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2016). Byun, Sung Je.
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    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.
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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, .
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    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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