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OPEC news announcements : effects on oil price expectation and volatility
Schmidbauer, Harald; Rösch, Angi - In: Energy economics 34 (2012) 5, pp. 1656-1663
Persistent link: https://www.econbiz.de/10009687967
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OPEC "faire price" pronouncements and the market price of crude oil
Brunetti, Celso; Buyuksahin, Bahattin; Robe, Michel A.; … - In: The energy journal 34 (2013) 4, pp. 79-108
Persistent link: https://www.econbiz.de/10010256385
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Determinants of backwardation in oil futures
Adeinat, Iman; Al Rahahleh, Naseem M. - In: International journal of business 20 (2015) 4, pp. 326-345
Persistent link: https://www.econbiz.de/10011408881
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Trends and contagion in WTI and Brent crude oil spot and futures markets : the role of OPEC in the last decade
Klein, Tony - In: Energy economics 75 (2018), pp. 636-646
Persistent link: https://www.econbiz.de/10011974565
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Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets - The Role of OPEC in the last Decade
Klein, Tony - 2019
multiple periods of decoupling. OPEC meetings increase the correlation in the short run. Secondly, linear l1-trends reveal that … long-term movements of WTI and Brent are driven by the same dynamics, confirming the `one great pool' hypothesis. OPEC …
Persistent link: https://www.econbiz.de/10014033363
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How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz - 2023
Persistent link: https://www.econbiz.de/10014382788
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The dynamic relations in the US crude oil market
Bai, Shuming - In: International journal of services and standards 9 (2014) 2/4, pp. 103-115
Persistent link: https://www.econbiz.de/10011347658
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Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal this gap by investigating the volatility cross effects...
Persistent link: https://www.econbiz.de/10011881040
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Brent Crude Oil : Genesis and Development of the World's Most Important Oil Benchmark
Imsirovic, Adi (ed.) - 2023
oil markets and the reasons for a move from OPEC-set prices to oil benchmarks. It discusses the role of the North Sea in …
Persistent link: https://www.econbiz.de/10014250241
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Trading in oil futures and options
Clubley, Sally - 1998
Persistent link: https://www.econbiz.de/10000665386