Transitioning to renewable energies has become undeniably important in recent decades,
especially for the United States. Oil price shocks are prominent determinants of renewable …

Oil markets reveal considerably volatile behaviour due to a range of factors. Exogenous
factors, such as the COVID-19 pandemic and ongoing wars and conflicts, impose even more …

We examine the impact of commodity price changes on the business cycles and capital
flows in emerging markets and develo** economies (EMDEs), distinguishing between …

Surprises in the price of oil futures computed on the day of OPEC announcements have
been used as an exogenous measure of shifts in market beliefs about future oil supply to …

This paper summarises the findings of the Eurosystem's Expert Group on Inflation
Expectations (EGIE), which was one of the 13 work streams conducting analysis that fed into …

In this study, we analyze the lead-lag relationships between the US industry index and those
of six other major countries from January 1973 to May 2021. We identify the leading role …

This paper investigates the influence of oil demand, oil supply, and risk-driven shocks on the
yield curve in the US between 1995 and 2020. The US term-structure shape is modeled by …

In this paper, we propose a methodology to assess the structural drivers of inflation
expectations, as measured by inflation-linked swaps. To this end, we estimate a Bayesian …

We present a weekly structural Vector Autoregressive model of the US crude oil market.
Exploiting weekly data we can explain short-run crude oil price dynamics, including …

The analysis of historical price data for patterns and using such patterns for predictions and
policy recommendations has become ubiquitous in the existing economics literature. These …