Blar i Handelshøyskolen BI på emneord "Oil price"
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Oil and macroeconomic (in)stability
(CAMP Working Paper Series;No. 6/2017, Working paper, 2017-11)We analyze the role of oil price volatility in reducing U.S. macroeconomic insta- bility. Using a Markov Switching Rational Expectation New-Keynesian model we revisit the timing of the Great Moderation and the sources of ... -
The Price Responsiveness of Shale Producers: Evidence From Micro Data
(CAMP Working Paper Series;05/2021, Working paper, 2021-09-11)Shale oil producers respond positively and significantly to favourable oil price signals. This finding is established using a novel proprietary data set consisting of more than 200,000 shale wells across ten U.S. states ... -
Quantifying time-varying forecast uncertainty and risk for the real price of oil
(CAMP Working Paper Series;03/2021, Working paper, 2021-06-01)We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier ... -
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
(Peer reviewed; Journal article, 2022)We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier ... -
The form of government and fiscal dynamics
(Journal article; Peer reviewed, 2011)Using a combination of time-series variation in oil prices and cross-section variation in the oil intensity of countries, this paper investigates whether exogenous shifts in the government revenues a¤ect the government ...