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Publications by Michael Plante

Time-Varying Oil Price Volatility and Macroeconomic Aggregates

SSRN Electronic Journal

English

The U.S. Shale Oil Boom, the Oil Export Ban, and the Economy: A General Equilibrium Analysis

SSRN Electronic Journal

English

Closer to One Great Pool? Evidence From Structural Breaks in Oil Price Differentials

English

Dynamics of Fiscal Financing in the United States

English

Related publications

Learning and Time-Varying Macroeconomic Volatility

Journal of Economic Dynamics and Control

Applied Mathematics

English

Oil Price Volatility & Macroeconomic Fluctuations: Recent Evidence From Mexico

Journal of Applied Business and Economics

English

Time-Varying Spot and Futures Oil Price Dynamics

SSRN Electronic Journal

English

The Influence of Oil Price Volatility on Selected Macroeconomic Variables in Nigeria

Acta Universitatis Bohemiae Meridionalis

English

Investment and Oil Price Volatility

SSRN Electronic Journal

English

The Macroeconomic Forecasting Performance of Autoregressive Models With Alternative Specifications of Time-Varying Volatility

Working paper (Federal Reserve Bank of Cleveland)

English

Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics

Biological Sciences

English

Testing Explosive Bubbles With Time-Varying Volatility

Econometric Reviews

English

Multivariate Option Pricing With Time Varying Volatility and Correlations

SSRN Electronic Journal

English