Oil price dynamics , macro-nance interactions and the role of nancial speculation
By Claudio Morana. 2012
132 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/5924e84ec96ce6594d0dec0ea33dbed03f59a526
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- Nikolaos Antonakakis
- George Filis
- Ioannis Chatziantoniou
- Rangan Gupta
- Stavros Degiannakis *
- Ş. Nazlıoğlu
- Ugur Soytas
- Yi-Ming Wei
Citations in the corpus
- Oil prices and financial stress: A volatility spillover analysis (2015, methodology): “Morana (2013) utilizes a rather comprehensive macro and financial dataset for 31 countries to examine dynamic interaction between oil price and macro-finance variables.”
- Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest (2017, background): “Authors, such as, Hamilton and Wu (2014); Morana (2013); Fattouh et al. (2013); Alquist and Kilian (2010) claim that increased speculative activity is observed in the oil market due to its financialisation, which leads the stock and oil markets to exhibit a higher interdependence.”
- Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies (2015, unknown): “[51] Morana, Claudio, 2013.”
- Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016, background): “Moreover, speculation shocks have a significant positive influence on the oil prices and Morana(2013) has also found that the contributions of the financial speculation shocks to oil price fluctuations became particularly remarkable since mid-2000s.”