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Closer to one great pool? : evidence from structural breaks in oil price differentials

Plante, Michael; Strickler, Grant - 2019

stationarity for many price differentials …

Persistent link: https://www.econbiz.de/10012030055

Crude oil market and global financial crisis : structural break and market volatility analysis

Singh, Archana; Singh, Narinder Pal - In: International journal of economics and business research 13 (2017) 2, pp. 203-216

Persistent link: https://www.econbiz.de/10011714391

Stationarity changes in long-run energy commodity prices

Zaklan, Aleksandar; Abrell, Jan; Neumann, Anne - In: Energy economics 59 (2016), pp. 96-103

Persistent link: https://www.econbiz.de/10011699492

An analysis of real oil prices and real exchange rates in five African countries : applying symmetric and asymmetric cointegration models

Abubakar Lawan Ngoma; Ismail, Normaz Wana; Zulkornain Yusop - In: Foreign trade review : quarterly journal of Indian … 51 (2016) 2, pp. 162-179

Persistent link: https://www.econbiz.de/10011504711

Interdependencies in the energy-bioenergy-food price systems : a cointegration analysis

Ciaian, Pavel; Kancs, D'Artis - 2009

commodities. However, the co-integration is weaker than theoretically predicted. The price effect of bioenergy might be mitigated …

Persistent link: https://www.econbiz.de/10011523667

Effects of global oil price on exchange rate, trade balance, and reserves in Nigeria : a frequency domain causality approach

Olayungbo, D. O. - In: Journal of risk and financial management : JRFM 12 (2019) 1/43, pp. 1-14

series. Given the non-stationarity of our variables, we found cointegration to exist only between oil price and foreign … reserve. The presence of cointegration implied the existence of long run relationship between the variables. The Granger …

Persistent link: https://www.econbiz.de/10012022300

Crude oil price and speculative activity : a cointegration analysis

Socha, Robert; Wdowiński, Piotr - In: Central European journal of economic modelling and … 10 (2018) 3, pp. 263-304

Persistent link: https://www.econbiz.de/10012002136

The effects of selected macroeconomic variables on tourism demand for the South Moravian Region of the Czech Republic from Germany, Poland, Austria, and Slovakia

Jeřábek, Tomáš - In: Comparative economic research : Central and Eastern Europe 22 (2019) 3, pp. 25-43

variable are considered. To achieve this aim, cointegration analysis under the VECM approach is applied. The results show that …

Persistent link: https://www.econbiz.de/10012120242

Revisiting the drivers of natural gas prices : a replication study of Brown & Yücel (The Energy Journal, 2008)

Roberts, Gavin - In: International Journal for Re-Views in Empirical … 3 (2019) 2, pp. 1-24

This paper replicates the analysis in the paper “What Drives Natural Gas Prices?" by Stephen P.A. Brown and Mine K. Yücel. The replication confirms the results of that analysis: a long-run relationship existed between natural-gas prices and crude-oil prices during the period from June 1997 to...

Persistent link: https://www.econbiz.de/10012123204

The demand for imported oil : New Zealand's post-deregulation experience

Jaforullah, Mohammad; King, Alan - In: New Zealand economic papers 52 (2018) 1, pp. 40-52

Persistent link: https://www.econbiz.de/10012025336

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