assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …

becoming terrorists when representing regions rich in oil. This effect is enhanced for groups already enjoying regional …

Canadian province of Alberta has on the price producers pay for the right to extract oil. We exploit a regression discontinuity … average for oil leases that are regulated and that the total net present value cost of the regulation exceeds $1.15 billion …

When natural gas prices are subject to periodic decoupling from oil prices, for instance due to peak-load pricing … address these issues. Our regime switching model uses price data to infer whether pricing is oil-driven (integrated) or gas …-specific (decoupled). We find that UK natural gas (ICE) and oil (Brent) are cointegrated for the majority of the sample considered (1997 …

In this paper we estimate a dominant firm-competitive fringe model for the crude oil market using quarterly data on oil … indicate that world GDP is the main driver of long-run oil prices, however, supply (depletion) factors have become more …

In this paper we investigate the time-varying relationship between oil and natural gas in the UK. We develop a model … endogenously accounts for periods where oil and natural gas temporarily decouple due to gas specific pricing. We show that gas … the time of the year. Most of the reversion back to oil occurs in spring and summer when demand for gas to heating and …

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the … correlations between oil and stock markets returns during turbulent phases in the oil market, for all countries in our sample. Our …