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The macroeconomic effect of petroleum product price regulation in alleviating the crude oil price volatility

Wang, Zanxin; Wang, Rui; Liu, Yaqing - In: Economic change & restructuring 57 (2024) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10014491749

Causality-in-variance of prices of oil products

Ben Sita, Bernard; Abosedra, Salah S. - In: OPEC energy review 37 (2013) 4, pp. 373-386

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Long memory in oil and refined products markets

Choi, Kyongwook; Hammoudeh, Shawkat - In: The energy journal 30 (2009) 2, pp. 97-116

Persistent link: https://www.econbiz.de/10003842673

Time series analysis of volatility in the petroleum pricing markets : the persistence, asymmetry and jumps in the returns series

Olubusoye, Olusanya E.; Yaya, OlaOluwa S. - In: OPEC energy review 40 (2016) 3, pp. 235-262

Persistent link: https://www.econbiz.de/10011711514

Day-of-the-week effect : petroleum and petroleum products

Meek, Andrew C.; Hoelscher, Seth A. - In: Cogent economics & finance 11 (2023) 1, pp. 1-19

This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect. The energy future contracts in this study are the WTI (West Texas Intermediate), Brent, RBOB (Reformulated Blendstock for Oxygenate...

Persistent link: https://www.econbiz.de/10014500847