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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

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

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

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

Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets - The Role of OPEC in the last Decade

Klein, Tony - 2019

This article examines the interconnectedness of WTI and Brent prices on different resolutions of price movements. Firstly, within a multivariate BEKK framework we identify high but volatile correlations with recurring highs around 0.8 and multiple periods of decoupling. OPEC meetings increase...

Persistent link: https://www.econbiz.de/10014033363

How to construct monthly VAR proxies based on daily futures market surprises

Kilian, Lutz - 2023

Persistent link: https://www.econbiz.de/10014382788

Oil prices : the role of refinery utilization, futures markets and non-linearities

Kaufmann, Robert Kurt; Dées, Stéphane; Gasteuil, Audrey; … - In: Energy economics 30 (2008) 5, pp. 2609-2622

Persistent link: https://www.econbiz.de/10003773834

Dynamic spillovers among major energy and cereal commodity prices

Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243

Persistent link: https://www.econbiz.de/10010504821

The behavior of crude oil spot and futures prices around OPEC and SPR announcements : an event study perspective

Demirer, Rıza; Kutan, Ali Mustafa - In: Energy economics 32 (2010) 6, pp. 1460-1466

Persistent link: https://www.econbiz.de/10008935973

Russia's declining oil production : managing price risk and rent addiction

Gaddy, Clifford G.; Ickes, Barry William - In: Eurasian geography and economics 50 (2009) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10003840913

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