Search Results

Application of Markov Model in Crude Oil Price Forecasting,
Nuhu Isah and Abdul Talib Bon, in Traektoriâ Nauki = Path of Science (2017)
Keywords: forecasting; crude oil; price; Markov model.

The dynamics of crude oil price differentials,
Bassam Fattouh, in Energy Economics (2010)
Keywords: Crude oil price differentials Threshold effects Stationarity Partial unit root

Decomposing Crude Price Differentials: Domestic Shipping Constraints or the Crude Oil Export Ban?,
Mark Agerton and Gregory B. Upton, in The Energy Journal (2019)
Keywords: Crude oil prices; Crude oil export ban; Shale oil; Crude oil pipelines; Crude-by-rail; Congestion pricing; Oil refining

Crude oil prices and retail prices: is there an asymmetric transmission ? Application for France and Germany,
Guillaume L'Oeillet and Frédéric Lantz, from HAL (2009)
Keywords: crude oil prices,retail prices,asymmetric transmission

Crude oil: Does the futures price predict the spot price?,
Pyung Kun Chu, Kristian Hoff, Peter Molnár and Magnus Olsvik, in Research in International Business and Finance (2022)
Keywords: Crude oil; Spot price; Futures price; Forecasting;

The effect of crude oil price change and volatility on Nigerian economy,
Kazue Demachi, from University Library of Munich, Germany (2012)
Keywords: African oil exporter; Crude oil price; Volatility

An Empirical Note on the Impact of the Price of Imported Crude Oil on Inflation in the United Kingdom,
Richard Cebula, Richard McGrath, Yassamand Saadatmand and Michael Toma, from University Library of Munich, Germany (2001)
Keywords: inflation; imported crude oil; oil price shocks

Crude oil price determinants,
Jochen Möbert, from Darmstadt University of Technology, Department of Law and Economics (2007)
Keywords: Crude oil market, Econometric modelling

Does China factor matter? An econometric analysis of international crude oil prices,
Gang Wu and Yue-Jun Zhang, in Energy Policy (2014)
Keywords: Crude oil price; Crude oil imports; China factor;

Crude Oil, Palm Oil Stock and Prices: How They Link,
Fatimah Mohamed Arshad and Amna Awad Abdel Hameed, in Review of Economics & Finance (2013)
Keywords: Crude oil, Palm oil prices, Palm oil stock, Causality, ARDL

The effects of two benchmarks on Russian crude oil prices,
Goktug Sahin, Nukhet Dogan and M. Hakan Berument, in Economic Change and Restructuring (2023)
Keywords: Energy economics, Oil prices, Asymmetric responses, Russian crude oil

How does China's crude oil futures affect the crude oil prices at home and abroad? Evidence from the cross-market exchange rate spillovers,
Chuanwang Sun, Yiqi Peng and Yanhong Zhan, in International Review of Economics & Finance (2023)
Keywords: Crude oil futures; Crude oil prices; Exchange rate; Cross-markets;

Some Evidence on the Asymmetry between Gasoline and Crude Oil Prices in Selected Countries,
Andre Salles, in International Journal of Energy Economics and Policy (2014)
Keywords: Cointegration; Asymmetry; Gasoline Price; Crude Oil Price.

Crude oil export ban benefits some … but not all,
Michael Plante, in Economic Letter (2014)
Keywords: prices; exports; crude oil

Causality in Crude Oil Prices,
Bjorn Hagstromer and Szymon Wlazlowski, from University Library of Munich, Germany (2007)
Keywords: Granger causality; crude oil; benchmark; West Texas Intermediate; Europe Brent; Dubai Fateh; Russian Urals; Iran Seri Kerir; price dynamics

Clustering in crude oil prices and the target pricing zone hypothesis,
Rakesh Bharati, Susan Crain and Vincent Kaminski, in Energy Economics (2012)
Keywords: Target pricing zone; Clustering; Crude oil; OPEC;

WILL LOW CRUDE OIL PRICES CAUSE A GLOBAL RECESSION?,
Mariana Papatulica, in Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT) (2016)
Keywords: crude oil price, crude oil supply, fundamental factors, macroeconomic effects, deflation

Will Low Crude Oil Prices Cause a Global Recession?,
Mariana Papatulicǎ and Petre Prisecaru, in Global Economic Observer (2016)
Keywords: crude oil price, crude oil supply, fundamental factors, macroeconomic effects, deflation

Revisiting Crude Oil Price and China's Stock Market,
Haoyuan Ding, Haichao Fan, Huanhuan Wang and Wenjing Xie, in Annals of Economics and Finance (2017)
Keywords: Crude Oil Prices, Stock Prices, Causality, Quantile Regression

The Influence of Crude Oil Price in Biodiesel and its Implication on the Production of Palm Oil: The Case of Indonesia,
Wahyu Murti, in European Research Studies Journal (2017)
Keywords: Crude Oil Price, Biodiesel, Palm oil

The impact of volatile crude oil prices on M&A in the oil industry,
Martina Sopta and Marija Uremović, in Notitia - journal for economic, business and social issues (2016)
Keywords: oil industry, M&A, volatility of crude oil prices, exposure rates

Determination of Causality in Prices of Crude Oil,
Salman Sarwat, Muhammad Kashif, Muhammad Aqil and Farhan Ahmed, in International Journal of Energy Economics and Policy (2019)
Keywords: Causality Analysis, Crude Oil Pricing, Futures, Spot Prices, Vector Error Correction Model

A novel algorithm for prediction of crude oil price variation based on soft computing,
Ali Ghaffari and Samaneh Zare, in Energy Economics (2009)
Keywords: Soft computing Forecast Crude oil price

Constructing a Composite Leading Indicator for the Global Crude Oil Price,
Mei-Teing Chong, Chin-Hong Puah and Shazali Abu Mansor, in International Business Research (2018)
Keywords: crude oil price, forecasting, indicator approach

Analysis of the temporal properties of price shock sequences in crude oil markets,
Ying Yuan, Xin-tian Zhuang, Zhi-ying Liu and Wei-qiang Huang, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Price shock; Temporal properties; Crude oil markets;

A Fractional ARIMA (ARFIMA) Model in the Analysis of Historical Crude Oil Prices,
Manuel Monge and Juan Infante, in Energy RESEARCH LETTERS (2023)
Keywords: Crude oil prices, Fractional integration, persistence

Petroleum s Price Transmission and Imported Demand for Crude Oil in Thailand,
Papusson Chaiwat and Nantarat Tangvitoontham, in International Journal of Energy Economics and Policy (2014)
Keywords: price transmission; elasticity of crude oil demand

Global Prices of Crude Oil and the Stock Market Nexus in Indonesia,
Januri Januri, in International Journal of Energy Economics and Policy (2021)
Keywords: Crude oil, Stock market, Global prices

Interdependence between WTI Crude Oil Prices and the US Equity Market,
Izabela Pruchnicka-Grabias, in International Journal of Energy Economics and Policy (2022)
Keywords: Unrestricted VAR, Equity, Crude oil prices, Cointegration

Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey,
Manel Hamdi and Chaker Aloui, in Economics Bulletin (2015)
Keywords: Crude oil price, Forecasting, Artificial neural networks

Unit Root Properties of Crude Oil Spot and Futures Prices,
Svetlana Maslyuk and Russell Smyth, from Monash University, Department of Economics (2007)
Keywords: Crude oil prices, Unit root, Stationarity

Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process,
Keshab Shrestha, Sheena Philip and Yessy Peranginangin, in American Business Review (2020)
Keywords: Price Discovery; Cointegration; Information Share; Crude Oil

Beta Clustering of Impact of Crude-Oil Prices on the Indian Economy,
Sumit Ghosh and N. Sivakumar, in Journal of Applied Management and Investments (2015)
Keywords: beta clustering, crude-oil prices, Indian economy

Pipeline Capacity Rationing and Crude Oil Price Differentials: The Case of Western Canada,
W. Walls and Xiaoli Zheng, from Department of Economics, University of Calgary (2018)
Keywords: pipeline capacity constraints, crude oil price differential

Pipeline Capacity Rationing and Crude Oil Price Differentials: The Case of Western Canada,
W. Walls and Xiaoli Zheng, in The Energy Journal (2020)
Keywords: Pipeline Capacity Constraints; Crude Oil Price Differentials

The dynamics of crude oil price movements: from financialisation of crude oil prices and price expectation perspectives,
Youngho Chang, Shang Jyi Soon, Mirza Muhammad Hanif and Lucy Kusnadi, in International Journal of Global Energy Issues (2015)
Keywords: price expectation; VECM; spot price; futures price; financialisation; price dynamics; oil price movements; crude oil prices; price pressure transmission; crude oil futures.

Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism,
Jiaying Peng, Zhenghui Li and Benjamin M. Drakeford, in Energies (2020)
Keywords: crude oil price fluctuation; evolution characteristics; price influence mechanism

Destabilization of the Crude Oil Market and Efforts Toward Price Stabilization,
Yoshikazu Kobayashi, from East Asian Bureau of Economic Research (2010)
Keywords: crude oil, price level, price stabilisation, oil consumption

An Empirical Note on the Inflation Impact of the Price of Imported Crude Oil: The Case of Germany,
Richard Cebula, Yassaman Saadatmand and Yvonne Piccone, from University Library of Munich, Germany (2002)
Keywords: inflation; price of imported crude oil; oil price shocks; Germany

Forecasting Crude Oil Prices with a WT-FNN Model,
Donghua Wang and Tianhui Fang, in Energies (2022)
Keywords: crude oil prices forecasting; the stochastic time effective function; WT-FNN

Early warning of critical transitions in crude oil price,
Sufang An, Feng An, Xiangyun Gao and Anjian Wang, in Energy (2023)
Keywords: Crude oil price; Complex network; Critical transition; Machine learning;

A novel hybrid method for crude oil price forecasting,
Jin-Liang Zhang, Yue-Jun Zhang and Lu Zhang, in Energy Economics (2015)
Keywords: Crude oil price forecasting; EEMD; PSO; LSSVM; GARCH;

Are crude oil spot and futures prices cointegrated? Not always!,
Yudong Wang and Chongfeng Wu, in Economic Modelling (2013)
Keywords: Crude oil price; Futures; Multi-frequency analysis; Cointegration; TVECM;

Do crude oil price bubbles occur?,
Khalid Khan, Chi-Wei Su, Muhammad Umar and Xiaoguang Yue, in Resources Policy (2021)
Keywords: Crude oil price bubble; Generalized supremum ADF; Geopolitical events;

The role of fluctuating modes of autocorrelation in crude oil prices,
Haizhong An, Xiangyun Gao, Wei Fang, Xuan Huang and Yinghui Ding, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Autocorrelation; Fluctuating modes; Complex network; Time series; Crude oil price;

The Relationship between Crude Oil Prices and Exchange Rates,
Andre Salles, from University Library of Munich, Germany (2019)
Keywords: Crude Oil Prices; Exchange Rate; Cointegration; Forecast Models; Bayesian Inference.

CRUDE OIL AND MOTOR FUEL: FAIR PRICE REVISITED,
Ivan Kitov and Oleg Kitov, from University Library of Munich, Germany (2010)
Keywords: CPI, PPI, crude oil, motor fuel, price, prediction, USA

Crude Oil Price Fluctuations and Saudi Arabian Behaviour,
Roberto De Santis, from Kiel Institute for the World Economy (IfW Kiel) (2000)
Keywords: Crude oil prices, OPEC countries, export quota, computable general equilibrium

Forecasting the Crude Oil Price with Extreme Values,
Xie Haibin, Zhou Mo, Hu Yi and Yu Mei, in Journal of Systems Science and Information (2014)
Keywords: forecast, extreme values, VAR, crude oil price, information friction

Crude Oil Prices, Capital Flows, and Emerging Economies,
Kentaro Iwatsubo and Satoru Ogasawara, in Public Policy Review (2019)
Keywords: international capital flows, crude oil price, emerging countries, fundamentals.

Income and Price Elasticities of Crude Oil Demand in Pakistan,
Khalil Jebran, A Abdullah, Mahmoud Moustafa Elhabbaq and Arshad Ali, in Global Business Review (2017)
Keywords: Crude oil demand; ARDL; Pakistan; price; income; domestic production

Crude oil price and speculative activity: a cointegration analysis,
Robert Socha and Piotr Wdowiński, in Central European Journal of Economic Modelling and Econometrics (2018)
Keywords: crude oil price, speculation, futures, cointegration, vector error correction model

Forecasting crude oil price volatility,
Ana María Herrera, Liang Hu and Daniel Pastor, in International Journal of Forecasting (2018)
Keywords: Crude oil price volatility; GARCH models; Long memory; Markov switching; Volatility forecast; Realized volatility;

A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets,
Noureddine Krichene, from International Monetary Fund (2005)
Keywords: WP;price;crude oil

Effects of crude oil prices on copper and maize prices,
Byrne Kaulu, in Future Business Journal (2021)
Keywords: Cointegration, Granger causality, VAR, VECM, Copper price, Crude oil price, Maize price

Recent Disconnects in the Crude Oil Price and Inventory Relationship,
Michael Ye, John Zyren and Joanne Shore, in International Advances in Economic Research (2006)
Keywords: Crude Oil Price, Petroleum Inventory, Crude Excess Production Capacity, Economic Impacts, Q400 (Energy), Q40,

Recent Dynamics of Crude Oil Prices,
Noureddine Krichene, from International Monetary Fund (2006)
Keywords: WP;futures price;Fourier transform; Characteristic function; crude oil; cumulants; drift; Fourier inversion; jump-diffusion; kurtosis; option pricing; skewness; variance-gamma distribution; volatility; price inelasticity; return process; price process; price effect; price density; inelasticities of oil demand and supply; oil price dynamics; state price density; oil price density; modeling asset price; price inelasticities of oil demand and supply; option value; Oil prices; Oil; Asset prices; Options; Futures

Investigating the Price Behavior of Oil Products in Response to Changing the Price of Crude Oil in the Framework of Iranian Policy in the Oil Sector,
Shahrzad Mohammad Khanli, Teymour Mohammadi, Ali Faridzad and Abdolrasoul Ghasemi, in Quarterly Journal of Applied Theories of Economics (2018)
Keywords: Price of crude oil; Oil products; Subsidy; Asymmetry; NARDL.

Crude oil price and exchange rate: Evidence from the period before and after the launch of China's crude oil futures,
Chuanwang Sun, Yanhong Zhan, Yiqi Peng and Weiyi Cai, in Energy Economics (2022)
Keywords: Crude oil price; Exchange rate; INE crude oil futures; Markov-switching vector autoregressive model;

Crude Oil and Oil Products,
Mariana Papatulica, in Conjunctura economiei mondiale / World Economic Studies (2014)
Keywords: crude oil price, oil oversupply, geopolitical factors, economic impact

Separated influence of crude oil prices on regional natural gas import prices,
Qiang Ji, Jiang-Bo Geng and Ying Fan, in Energy Policy (2014)
Keywords: Regional natural gas import prices; crude oil price shocks; VAR;

International crude oil price, regulation and asymmetric response of China's gasoline price,
Hao Chen and Zesheng Sun, in Energy Economics (2021)
Keywords: China; Crude oil price; Regulation; Gasoline price; Asymmetry; Heterogeneity;

A Study of the Dynamic Relationship between Crude Oil Price and the Steel Price Index,
Ming-Tao Chou, Ya - Ling Yang and Su-Chiung Chang, in Review of Economics & Finance (2012)
Keywords: Bulk shipping, Crude oil price, Steel price index, VARMA

Factor Decomposition of Responsiveness of the Domestic Price to Crude Oil Price,
Cheng-Yih Hong, Chung-Huang Huang and Jian-Fa Li, in International Journal of Energy Economics and Policy (2017)
Keywords: Factor Decomposition, Crude Oil Price, Industry-related Price Model

The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price,
Pasrun Adam, Rosnawintang Rosnawintang, La Ode Saidi, La Tondi and La Ode Arsad Sani, in International Journal of Energy Economics and Policy (2018)
Keywords: Crude Oil Price, Exchange Rate, Rice Price, Vector Autoregressive Model

Crude oil price shocks and hedging performance: A comparison of volatility models,
Dohyun Chun, Hoon Cho and Jihun Kim, in Energy Economics (2019)
Keywords: Crude oil prices; Hedging strategies; Minimum variance hedge ratio; Stochastic volatility model; Crude oil price shocks;

Spatial crude oil production divergence and crude oil price behaviour in the United States,
Manuel Monge and Luis Gil-Alana, in Energy (2021)
Keywords: Shale oil total production; WTI crude Oil price; Spatial crude oil price divergence; Fractional integration; FCVAR model; Wavelet analysis;

Price dynamics of crude oil and the regional ethylene markets,
Abul Masih, Ibrahim Algahtani and Lurion De Mello, in Energy Economics (2010)
Keywords: Crude oil prices Petrochemical prices Ethylene prices Price dynamics Long Run Structural Modelling (LRSM)

The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol,
Majid Delavari and Nadiya Gandali Alikhani, from University Library of Munich, Germany (2013)
Keywords: Methanol Price; Crude Oil Price; Natural Gas Price; VECM Model

What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting,
Mingchen Li, Zishu Cheng, Wencan Lin, Yunjie Wei and Shouyang Wang, in Energy Economics (2023)
Keywords: Crude oil price forecasting; Decomposition; Trajectory similarity; Machine learning;

THE CRUDE OIL PRICES DECLINE DURING 2014-2016 PERIOD. CAUSES, EFFECTS, PROSPECTS,
Mariana Papatulica, in Conjunctura economiei mondiale / World Economic Studies (2015)
Keywords: crude oil price, oil glut, fundamentals, macroeconomic implications, deflation

THE CRUDE OIL PRICES DECLINE DURING 2014-2016 PERIOD. CAUSES, EFFECTS, PROSPECTS,
Mariana Papatulica, in Impact of Socio-economic and Technological Transformations at National, European and International Level (ISETT) (2015)
Keywords: crude oil price, oil glut, fundamentals, macroeconomic implications, deflation

Crude Oil Price Changes and Inflation: Evidence for Asia and the Pacific Economies,
Komain Jiranyakul, from University Library of Munich, Germany (2021)
Keywords: Crude oil price, inflation rate, structural break, oil-importing countries

A Short-Run Crude Oil Price Forecast Model with Ratchet Effect,
Michael Ye, John Zyren, Carol Blumberg and Joanne Shore, in Atlantic Economic Journal (2009)
Keywords: Crude oil prices, Crude oil inventory, Crude oil excess production capacity, Duesenberry ratchet effect, Q00 Agriculture and Natural Resources,

Oil reserve life and the influence of crude oil prices: An analysis of Texas reserves,
Nicholas Apergis, Bradley Ewing and James Payne, in Energy Economics (2016)
Keywords: Oil reserves; Oil production; Crude oil prices; Reserve life; Time series analysis; Persistence;

Asymmetry between Gasoline and Crude Oil Prices in the Brazilian Economy and Some Selected Developed Economies,
Andre Salles, from University Library of Munich, Germany (2020)
Keywords: Cointegration; Asymmetry; Gasoline Price; Crude Oil Price.

Geopolitical risk trends and crude oil price predictability,
Zhikai Zhang, Mengxi He, Yaojie Zhang and Yudong Wang, in Energy (2022)
Keywords: Crude oil prices; Geopolitical risk trend; Out-of-sample predictability; Nonlinear relationship; Oil demand;

Re-examining the movements of crude oil spot and futures prices over time,
Mark Holmes and Jesus Otero, in Energy Economics (2019)
Keywords: Crude oil; spot price; Futures prices; Cointegration; Causality; Speed of adjustment;

Structural Breaks, Cointegration, and Causality by VECM Analysis of Crude Oil and Food Price,
Aynur Pala, in International Journal of Energy Economics and Policy (2013)
Keywords: Crude oil price; food price; structural break; VECM

Pipeline capacity and the dynamics of Alberta crude oil price spreads,
Gregory Galay and Henry Thille, from University of Guelph, Department of Economics and Finance (2018)
Keywords: Crude oil prices, spatial pricing, pipeline congestion, Markov-switching autoregression

The Linkages between Crude Oil and Food Prices,
Monika Roman, Aleksandra Górecka and Joanna Domagała, in Energies (2020)
Keywords: food prices; crude oil prices; cointegration; vector autoregressive model; Granger causality

Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?,
David Rivera-Alonso and Emma Iglesias, in Resources Policy (2024)
Keywords: Chinese crude oil spot price; Hedge; oil benchmarks; oil international sanctions;

Predicting stock returns using crude oil prices: A firm level analysis of Nigeria's oil and gas sector,
Wasiu Adekunle, Abubakar M. Bagudo, Monsuru Odumosu and Suraj B. Inuolaji, in Resources Policy (2020)
Keywords: Stock returns; Crude oil prices; Oil and gas sector;

The relationship between crude oil exports, crude oil prices and military expenditures in some OPEC countries,
Tahsin Bakirtas and Ahmet Gökçe Akpolat, in Resources Policy (2020)
Keywords: Crude oil exports; Crude oil prices; Military expenditures; Panel granger causality test; Panel stationarity test with structural breaks; OPEC Countries;

Coronavirus (Covid-19) Cases in Nigeria and Global Crude Oil Prices: An Empirical Investigation between 2020 and 2022,
Imoleayo Oritse-Tsemaye Daramola, Cecilia Oluwakemi Ogunwole, Sunday Festus Olasupo, Surajdeen Tunde Ajagbe and Timothy Ayomitunde Aderemi, in Acta Universitatis Danubius. OEconomica (2022)
Keywords: Covid-19; Pandemic; Crude oil price; Inflation; Nigeria

COVID-19 - Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price,
Wenli Huang and Yuqi Zheng, in Energy RESEARCH LETTERS (2021)
Keywords: covid-19, investor sentiment, crude oil futures price

The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach,
Izabela Pruchnicka-Grabias, in International Journal of Energy Economics and Policy (2021)
Keywords: VAR, gold, crude oil price, Granger causality

Crude Oil Price and Real GDP Growth: An Application of ARDL Bounds Cointegration and Toda-Yamamoto Causality Tests,
Miamo Clovis and Elvis Achuo, in Economics Bulletin (2021)
Keywords: Economic Growth, ARDL Model, Crude Oil Price

Does the price of crude oil help predict the conditional distribution of aggregate equity return?,
Nima Nonejad, in Empirical Economics (2020)
Keywords: Crude oil price, Density prediction, Stochastic volatility

Impacts of Falling Crude Oil Prices and Reduction of Energy Subsidies on the Indian Economy: A CGE Modelling Approach,
Amrita Ganguly and Koushik Das, in Vision (2016)
Keywords: CGE; ESAM; energy subsidy; crude oil price