Identification of expectational shocks in the oil market using OPEC announcements (abstract)

Oil shocks and US banks: a SVAR approach (abstract)

An empirical inquiry into the redistributive nature of energy price shocks (abstract)

Partially identified heteroskedastic SVARs: an application to the market for crude oil (abstract)

ESG risk exposure: a tale of two tails (abstract)

Tail risks of energy transition metal prices for energy and non-energy commodity prices (abstract)

What common structure behind the ESG ratings? (abstract)

Higher moments in the fundamental specification of electricity forward prices (abstract)

Monitoring the economy in real time: trends and gaps in real activity and prices (abstract)

The role of energy consumption on economic growth in the decarbonization era. Evidence from panels of heterogeneous countries. (abstract)

International market analysis of the Russia-Ukraine war (abstract)

The economic impact of Russia’s invasion of Ukraine on European countries – a SVAR approach (abstract)

Natural gas prices and unnatural propagation effects: the role of inflation expectations in the Euro area (abstract)

The effects of temperature shocks on energy prices and inflation in the Euro Area (abstract)

Gas price shocks and euro area inflation (abstract)

Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation (abstract)

Intermittency and the potential of wind energy for CO2 abatement (abstract)

From climate chat to climate shock: Non-linear impacts of transition risk in CDS markets (abstract)

Raided by the storm: impacts on income and wages from three decades of U.S. thunderstorms (abstract)

A new way to Regime Switching Autoregressions (abstract)

Invalid proxies and changes in volatility (abstract)

Unobserved component models, approximate filters and dynamic adaptive mixture models (abstract)

Estimating nonparametric conditional frontiers and efficiencies: a new approach (abstract)

Taking advantage of biased proxies for forecast evaluation (abstract)

Adaptive now- and forecasting of global temperatures under smooth structural changes (abstract)

Forecasting global temperatures by exploiting cointegration with radiative forcing (abstract)

Evolving climate risk in Europe (abstract)

Fundamentals of Supervised Machine Learning: With Applications in Python, R, and Stata (abstract)

A Full-Information Approach to Granular Instrumental Variables (abstract)

Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach (abstract)

Causality, connectedness and volatility pass-through among energy-metal-stock-carbon markets: new evidence from the EU (abstract)

Understanging the future of critical raw materials for the energy transition: a SVAR model for the US market (abstract)

Revisiting the dynamic factor approach for yield curve modelling (abstract)

Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity (abstract)

Structural change in asset correlations and macroeconomic fundamentals: Application to crack spreads (abstract)

Tail events in the oil market (abstract)

Is the price cap for gas useful? Evidence from European countries (abstract)

Climate risk and investment in equities in Europe: a Panel SVAR approach (abstract)

The time-evolving impact of climate and macroeconomic uncertainty (abstract)

Macroeconomic spillovers of weather shocks across U.S. states (abstract)

Parallel PAThs: structural scenarios for environmental impacts in a Bayesian Structural GVAR model (abstract)

Judgment can spur long memory (abstract)

Adaptive local VAR for dynamic economic policy uncertainty spillover (abstract)

Observation-driven models with non-stationary stochastic trends and mixed causal non-causal dynamics (abstract)

LASSO-based outlier detection and estimation for structural time series (abstract)

Changepoint detection in functional data with empirical energy distances (abstract)

Robust estimation for Threshold Autoregressive Moving-Average models (abstract)

Impulse response functions in nonlinear VARs: time varying VARs (abstract)

Fully Modified OLS Estimation and Inference for Seemingly Unrelated Cointegrating Polynomial Regressions with Common Integrated Regressors (abstract)

Forecasting oil consumption and production using the Statistical Review of World Energy (abstract)

Renewable sources and short-to mid-term electricity price forecasting (abstract)

Corporate failure prediction in the U.S. energy sector: a survival analysis approach (abstract)

Forecasting euro area inflation using a huge panel of survey expectations (abstract)

Hierarchical DCC-HEAVY model for high-dimensional covariance matrices (abstract)

The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity (abstract)

The spherical parametrization for correlation matrices and its computational advantages (abstract)

Consistent and efficient misspecification resistant model selection for vectorial time series models (abstract)

Climate policy analysis: efficient estimation of a semiparametric panel data model with spatial and factor dependence (abstract)

Explaining glacial dynamics with singular and non-Gaussian Vector Autoregressions (abstract)

Entry, exit, and market structure in a changing climate (abstract)

The capitalization of energy labels into house prices. Evidence from Italy. (abstract)

Accounting for spillovers effects and temporal dynamics on the impact of renewables on labour force: a world perspective (abstract)

Resource depletion, technological change and market structure (abstract)

Quantifying uncertainty in electricity prices forecasting: models and methods (abstract)

Forecasting natural gas prices with spatio-temporal copula-based time series models (abstract)

Forecasting the real price of carbon (abstract)

Green risk in Europe (abstract)

Unpacking the ESG ratings: does one size fit all? (abstract)

Paying or being paid to be green? (abstract)

Greeness confusion and the greenium (abstract)

Informal employment from migration shocks (abstract)

Financing constraints, climate policies and carbon emissions (abstract)

Critical minerals and Artificial Intelligence: a theory of the back-ended risk premium (abstract)

Bootstrap inference in the presence of bias (abstract)

Bootstrapping trending time-varying coefficient panel models (abstract)

(Quantile) spillover indexes: simulation-based evidence, confidence intervals and a decomposition (abstract)

Heterogeneous Panel VAR model with unknown group factor structure (abstract)

Temperature and growth: a Panel Mixed Frequency VAR analysis using NUTS2 data (abstract)

What does it take to control global temperatures? A toolbox for estimating the impact of economic policies on climate. (abstract)

Temperature and health capital: long-term consequences of exposure in early childhood (abstract)

How political tensions and geopolitical risks impact oil prices? (abstract)

Reasons behind words: OPEC narratives and the oil market (abstract)

The blind spot of the efficient market hypothesis, uncertainty, and a great pool with varying depth: tales from global crude oil markets (abstract)

Not all oil types are alike (abstract)

Nowcasting inflation at quantiles: causality from commodities (abstract)

Modelling and forecasting energy market cycles: a Generalized Smooth Transition approach (abstract)

Identifying the effects of financial and housing shocks on economic activity: A medium- run SVAR perspective (abstract)

Sudden stop: supply and demand shocks in the German natural gas market (abstract)

Identifying oil supply news shocks and their effects on the global oil market (abstract)

Energy shocks, pandemics and the macroeconomy (abstract)

Natural gas and the macroeconomy: not all energy shocks are alike (abstract)

Econometric Forecasting of Climate Change (abstract)