Global economic activity and crude oil prices: A cointegration analysis
By Yanan He, Shouyang Wang, Kin Keung Lai. 2010
231 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/fc0b8cf4c5c1be5349cc8ea671241c2de107f3e1
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In Economics and Econometrics
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Citations in the corpus
- Extreme risk spillovers between crude oil and stock markets (2015, background): “As it is well known, global economic activity is one of the most important drivers of crude oil prices (Kilian, 2009; He et al., 2010).”
- Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021, unknown): “Several studies have confirmed that, because oil still being one of the most popular sources of energy used, crude oil prices are the leading cause of commodity price volatility (Abd Elaziz et al., 2019; He et al., 2010; Lardic & Mignon, 2008; Shafiee & Topal, 2010a, 2010b).”
- What drives natural gas prices? — A structural VAR approach (2013, methodology): “However, spot prices of Brent crude oil, which capture the substitution relationship of oil and gas in the residential heating market as well as the still prevailing oil indexation of German gas imports, may also partly reflect the macroeconomic environment in the long-run as outlined by He et al. (”