Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market

By Lutz Kilian. 2010

175 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/5447ea894457cee5a35331e14f9fc80af153f33e

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Citations in the corpus

Forecasting the Price of Oil (2010, methodology): “Alquist and Kilian (2010) recently provided a comprehensive evaluation of the forecast accuracy of models based on monthly oil futures prices using data ending in 2007.2.”
Influential factors in crude oil price forecasting (2017, background): “Global crude oil export can be viewed as an additional measure of global 7Consistent with the prior literature (c.f. Kilian, 2010, Baumeister and Kilian, 2012, 2015; Chatrath et al., 2016), for daily and weekly data, we only keep the observations for each Friday.”
Do Oil Price Increases Cause Higher Food Prices (2014, unknown): “price of diesel fuel tend to move in the same direction (Kilian 2010).”
Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (2013, methodology): “1 This type of a model has been employed in a variety of contexts to study the effect of oil demand and oil supply shocks on macroeconomic aggregates and financial markets (see, e.g., Alquist and Kilian 2010; Kilian 2008; Kilian 2010; Kilian and Park 2009; Kilian, Rebucci and Spatafora 2009).”
Oil Price Shocks and the Stock Market: Evidence from Japan (2013, background): “We note however that the cost of not taking the ﬁrst difference is a loss of asymptotic efﬁciency, which leads to a wider error band (see for example, Kilian, 2010; Kilian and Murphy, 2012).”
Oil Price Shocks: Causes and Consequences (2014, methodology): “This point has received increasing recognition only recently (e.g., Kilian 2009a, Alquist and Kilian 2010, Dvir and Rogoff 2010, Kilian and Lee 2013, Knittel and Pindyck 2013).”
THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2014, background): “This point has been demonstrated formally in a general equilibrium model by Alquist and Kilian (2010).”