Search Results - subject:"oil markets"

Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence

Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024

This paper analyses the informational efficiency of the WTI crude oil markets using a recently proposed quantitative …

Persistent link: https://www.econbiz.de/10014534359

Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth

Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024

This paper investigates the informational efficiency of global crude oil markets using a recently introduced … inefficiency exhibits substantial variations across regional crude oil markets before 2006 but converges thereafter. Since this …

Persistent link: https://www.econbiz.de/10014534406

Informational efficiency of world oil markets : one great pool, but with varying depth

Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024

Persistent link: https://www.econbiz.de/10014505288

Oil market efficiency, quantity of information, and oil market turbulence

Gronwald, Marc; Wadud, Sania; Dogah, Kingsley - 2024

This paper analyses the informational efficiency of the WTI crude oil markets using a recently proposed quantitative …

Persistent link: https://www.econbiz.de/10014490913

Multifractals and multiscale entropy patterns in energy markets under the effect of the COVID-19 pandemic

Lahmiri, Salim - In: Decision analytics journal 7 (2023), pp. 1-6

This study uses the wavelet leaders method to examine multifractal characteristics and multiscale entropy patterns in price returns of four energy markets, Brent, West Texas Intermediate (WTI), gasoline, and heating oil, before and during the COVID-19 pandemic. The results show that price...

Persistent link: https://www.econbiz.de/10014497369

Volatility spillovers between oil and financial markets during economic and financial crises : a dynamic approach

Sánchez-García, Javier; Cruz Rambaud, Salvador - In: Journal of economics and finance : JEF 47 (2023) 4, pp. 1018-1040

Persistent link: https://www.econbiz.de/10014448599

Geopolitical risk, economic policy uncertainty and global oil price volatility : an empirical study based on quantile causality nonparametric test and wavelet coherence

Yijun, Wang; Wei, Meiyun; Bashir, Usman; Zhou, Chao - In: Energy strategy reviews 41 (2022), pp. 1-9

This paper uses bivariate quantile causality nonparametric test and wavelet coherence to analyze the impacts of geopolitical risks and global economic policy uncertainty on global oil market price fluctuations. Quantitative results show that the international geopolitical risk and uncertainty in...

Persistent link: https://www.econbiz.de/10014497082

International Oil Markets in the Age of Climate Change : How the Energy Transition Affects the Price of Oil

Imsirovic, Adi - 2024

Chapter 1: Introduction -- Chapter 2: International oil markets and the need for accelerated decarbonisation -- Chapter …, markets and energy transition -- Chapter 8: China, oil markets and energy transition -- Chapter 9: International prices and …"International Oil Markets in the Age of Climate Change" is a unique and extremely timely book. It clearly and …

Persistent link: https://www.econbiz.de/10014558551

Russia-Ukraine war : impacts on major stocks and oil markets

Saini, Mohit; Yadav, Mahender; Aggarwal, Vaibhav - In: International journal of electronic finance : IJEF 13 (2024) 2, pp. 216-255

Persistent link: https://www.econbiz.de/10015064352

Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data

Coronado, Semei; Gupta, Rangan; Nazlıoğlu, Şaban; … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2239-2247

Persistent link: https://www.econbiz.de/10014327517

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