of volatilities in the stock price returns and their determinants for the most important integrated oil companies, namely … cointegration techniques in modelling the conditional mean, as well as multivariate GARCH models for the conditional variances. We … focus first on the determinants of the market value of each company using the cointegrated VAR/VECM methodology. Then we …

energy types. This paper discusses the evolution of price reforms for coal, petroleum products, natural gas and electricity … in China, provides some analysis of these energy price reforms, and suggests few areas of reforms could take place in …

commodity exporters reacts to oil prices, through the terms-of-trade. More specifically, when oil price variations are low, the …

and product price dynamics using cointegration and error correction models. Subsequently we use the error correction …In this paper we investigate crude oil and products price dynamics. We present a comparison among ten price series of … crude oils and fourteen price series of petroleum products, considering four distinct market areas (Mediterranean, North …