Discussion paper DP11740 Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Christiane Baumeister Lutz Kilian 3 Jan 2017 Public Economics Q18 Q28 Q42 Q58
VoxEU Column Expecting the unexpected: Why the oil price keeps surprising us Lutz Kilian Christiane Baumeister 8 Feb 2016 Macroeconomic policy
Discussion paper DP11035 Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us Lutz Kilian Christiane Baumeister 17 Jan 2016 International Macroeconomics and Finance C53 Q43
Discussion paper DP10404 Understanding the Decline in the Price of Oil since June 2014 Lutz Kilian Christiane Baumeister 8 Feb 2015 International Macroeconomics C53 Q43
Discussion paper DP10362 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump Lutz Kilian Christiane Baumeister 25 Jan 2015 International Macroeconomics C53 Q43
VoxEU Column What does the market think? A general approach to inferring market expectations from futures prices Lutz Kilian Christiane Baumeister 19 Nov 2014 Financial Markets Frontiers of economic research
Discussion paper DP10162 A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil Lutz Kilian Christiane Baumeister 28 Sep 2014 International Macroeconomics C53 D84 G14 Q43
Discussion paper DP10075 Are there Gains from Pooling Real-Time Oil Price Forecasts? Lutz Kilian Christiane Baumeister 27 Jul 2014 International Macroeconomics C53 Q43
Discussion paper DP9768 Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Lutz Kilian Christiane Baumeister 1 Dec 2013 International Macroeconomics C53 G14 Q43
Discussion paper DP9689 Do Oil Price Increases Cause Higher Food Prices? Lutz Kilian Christiane Baumeister 13 Oct 2013 International Macroeconomics E31 Q11 Q42 Q43
VoxEU Column Forecasting oil prices using product spreads Lutz Kilian Xiaoqing Zhou Christiane Baumeister 24 Sep 2013 Energy