Search Results

Volatility persistence in crude oil markets,
Amelie Charles and Olivier Darné, from HAL (2014)
Keywords: Crude oil,Volatility persistence,Structural breaks

Volatility persistence in crude oil markets,
Amelie Charles and Olivier Darné, in Energy Policy (2014)
Keywords: Crude oil; Volatility persistence; Structural breaks;

Jumps in the convenience yield of crude oil,
Charles Mason and Neil Wilmot, in Resource and Energy Economics (2020)
Keywords: Crude oil; Convenience yield; Jumps; GARCH;

The Dynamics of Global Crude Oil Production,
Aleksandar Zaklan, Georg Zachmann and Anne Neumann, from DIW Berlin, German Institute for Economic Research (2010)
Keywords: Crude oil, prices and production, dynamic time series

Crude Oil Resource Appraisal in the United States,
Noel D. Uri, in The Energy Journal (1980)
Keywords: Crude oil; Resource appraisal; US; Oil supply

World Crude Oil Markets: Monetary Policy and the Recent Oil Shock,
Noureddine Krichene, from International Monetary Fund (2006)
Keywords: WP;oil price;crude oil;policy equation

Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes,
Shangkun Deng and Akito Sakurai, in Energies (2014)
Keywords: crude oil forecasting; multiple kernel learning; MACD indicator; crude oil futures trade; crude oil markets

ENERGY AND FUELS CRUDE OIL,
Mariana Papatulica, in Conjunctura economiei mondiale / World Economic Studies (2013)
Keywords: Crude oil price, fragile economies, „Arab spring†, shale oil revolution

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

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 Futures as an Indicator of Market Changes: A Graphical Analysis,
Michael Ye, John Zyren, Joanne Shore and Thomas Lee, in International Advances in Economic Research (2010)
Keywords: Crude oil prices, Crude oil futures, Q400, Energy,

Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis,
Niyati Bhanja, Arif Dar and Aviral Tiwari, in Journal of Business Cycle Research (2018)
Keywords: Crude oil, Globalization, Regionalization

Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution,
Szabolcs Blazsek and Adrian Licht, from Universidad Carlos III de Madrid. Departamento de Economía (2020)
Keywords: Global Crude Oil Market

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 Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters,
Elie Bouri, in Risks (2019)
Keywords: jumps; sovereign risks of oil-exporters; crude oil; oil implied volatility

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;

Forecasting the density of returns in crude oil futures markets,
Julien Chevallier, in International Journal of Global Energy Issues (2015)
Keywords: WTI crude oil market; density forecasting; bivariate modelling; market returns; crude oil futures; futures markets; crude oil markets; volatility.

Asymmetric Price Transmission between Crude Oil and the US Gasoline Market,
Najmeh Kamyabi and Benaissa Chidmi, in JRFM (2023)
Keywords: gasoline; crude oil; asymmetric pricing

Do Global Crude Oil Markets Behave as One Great Pool?,
Niyati Bhanja, from International Institute of Social and Economic Sciences (2019)
Keywords: Crude Oil, Globalization, Regionalization, Wavelet

Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010,
Jose Alvarez-Ramirez, Eduardo Rodriguez, Esteban Martina and Carlos Ibarra-Valdez, in Technological Forecasting and Social Change (2012)
Keywords: Crude oil; 4.5-year cycles; Recessions;

Brent crude oil prices volatility during major crises,
Miroslava Zavadska, Lucía Morales and Joseph Coughlan, in Finance Research Letters (2020)
Keywords: Crude oil; Volatility; Energy; Crises;

Import demand of crude oil and economic growth: Evidence from India,
Sajal Ghosh, in Energy Policy (2009)
Keywords: Crude oil import India ARDL

Crude oil pricing and statecraft: Surprising lessons from US economic sanctions,
Ayman Omar and Brendan John Lambe, in International Review of Financial Analysis (2022)
Keywords: Sanctions; Crude oil; Disruptions; Macroeconomy;

Can OPEC Cartel Reverse Crude Oil Price Downfall?,
Ibrahim Onour, in International Journal of World Policy and Development Studies (2016)
Keywords: OPEC; Crude oil; Price downfall.

Investigation into the Nephrotoxicity of Nigerian Bonny Light Crude Oil in Albino Rats,
O. E. Orisakwe, A. A. Njan, O. J. Afonne, Akumka D. D, V. N. Orish and O. O. Udemezue, in IJERPH (2004)
Keywords: bonny light; crude oil; nephrotoxicity

Enhancing the predictability of crude oil markets with hybrid wavelet approaches,
Gazi Uddin, Ramazan Gencay, Stelios Bekiros and Maziar Sahamkhadam, in Economics Letters (2019)
Keywords: Wavelet decomposition; Forecasting; Crude oil;

An ARDL Approach on Crude Oil Price and Macroeconomic Variables,
Phoong Seuk Wai, from Global Academy of Training and Research (GATR) Enterprise (2019)
Keywords: ARDL; Crude Oil Price; GDP; Inflation; Unemployment.

Accurate Estimated Model of Volatility Crude Oil Price,
Toto Gunarto, Rialdi Azhar, Novita Tresiana, Supriyanto Supriyanto and Ayi Ahadiat, in International Journal of Energy Economics and Policy (2020)
Keywords: Crude Oil Price, Heteroscedasticity, Subsidy, GARCH Model

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.

Understanding crude oil import demand behaviour in Ghana,
George Marbuah, from University Library of Munich, Germany (2014)
Keywords: Crude oil demand, import, determinants, cointegration, Ghana

Asymmetric long-term autocorrelations in crude oil markets,
J. Alvarez-Ramirez, J. Alvarez and E. Rodríguez, in Physica A: Statistical Mechanics and its Applications (2015)
Keywords: Crude oil market; Asymmetric persistence; Hurst exponent;

Power-law periodicity in the 2003–2004 crude oil price dynamics,
Jose Alvarez-Ramirez, Carlos Ibarra-Valdez, Araceli Bernabe and Eduardo Rodriguez, in Physica A: Statistical Mechanics and its Applications (2005)
Keywords: Crude oil market; Instability; Power-law periodicity;

Multifractal Hurst analysis of crude oil prices,
Jose Alvarez-Ramirez, Myriam Cisneros, Carlos Ibarra-Valdez and Angel Soriano, in Physica A: Statistical Mechanics and its Applications (2002)
Keywords: Crude oil prices; Persistence; Fluctuations; Time scales;

The determinants of volatility in the American crude oil market,
Delphine Lautier and Fabrice Riva, from HAL (2004)
Keywords: Crude oil,Futures prices,Volatility,Speculation

The informational value of crude oil futures prices,
Delphine Lautier, from HAL (2003)
Keywords: Segmentation,Crude oil,Term structure,Kalman filter

The determinants of volatility in the American crude oil futures market,
Delphine Lautier and Fabrice Riva, from HAL (2008)
Keywords: Volatility,commodity,derivatives,crude oil,futures prices

Stock market and crude oil relationship: A wavelet analysis,
Shafizal Shafaai and Abul Masih, from University Library of Munich, Germany (2013)
Keywords: wavelet analysis, stock markets, crude oil

The Effect of Crude Oil Price on the Methanol price,
Majid Delavari and Nadiya Gandali Alikhani, from University Library of Munich, Germany (2012)
Keywords: Methanol Price, Crude Oil Price, FIGARCH Model

Dynamic Adjustment of Crude Oil Price Spreads,
Atanu Ghoshray and Tatiana Trifonova, in The Energy Journal (2014)
Keywords: Crude Oil; Dynamic Adjustment; Momentum Threshold Autoregression

Crude Oil Pipeline Capacity and Economic Stability,
Bradley Ewing, in Energy RESEARCH LETTERS (2021)
Keywords: economic stability, crude oil pipeline, pipeline capacity

Option prices and implied volatility in the crude oil market,
Vesa Soini and Sindre Lorentzen, in Energy Economics (2019)
Keywords: Implied volatility; Options; Crude oil; Hedging pressure;

Price Relationships of Crude Oil and Food Commodities,
Mohcine Bakhat and Klaas WŸrzburg, from Economics for Energy (2013)
Keywords: Linear, Threshold, Cointegration, food, biofuels, crude oil

Forecasting Crude Oil Price Using Multiple Factors,
Hind Aldabagh, Xianrong Zheng, Mohammad Najand and Ravi Mukkamala, in JRFM (2024)
Keywords: crude oil price; LSTM; CNN; dollar index

Crude Oil Prices and COVID-19 - Persistence of the Shock,
Luis Gil-Alana and Manuel Monge, in Energy RESEARCH LETTERS (2021)
Keywords: crude oil prices, covid19, persistence, long memory

Inflation Impact of the Price of Imported Crude Oil in a Large,
Richard Cebula and Stephen M. Renas, in Economia Internazionale / International Economics (2003)
Keywords: Inflation; crude; oil; prices; imported; inflation

Ex-ante Determinants of Volatility in the Crude Oil Market,
Duong T Le, in International Journal of Financial Research (2015)
Keywords: volatility, crude oil, GARCH, energy, determinant, shock

Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers,
Rangan Gupta and Christian Pierdzioch, in Energies (2021)
Keywords: uncertainty; spillovers; realized variance; crude oil; forecasting

Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers,
Rangan Gupta and Christian Pierdzioch, from University of Pretoria, Department of Economics (2021)
Keywords: Uncertainty, Spillovers, Realized variance, Crude oil, 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

Evaluation of Chemical Constituents of Crude Oil,
Chinedu Imo* and Ejim Moses Ijagem, in Journal of Biotechnology Research (2020)
Keywords: Crude oil; Chemical constituents; Fuel; Industrial; Traditional medicine.

Modeling of the Malaysian Crude Oil System,
Ahmad Yusof, Maznah Raman and Zulkifli Nopiah, in Jurnal Ekonomi Malaysia (2013)
Keywords: Crude oil, energy, energy planning, linear programming, petroleum products

Volatility Persistence in Crude Oil Markets,
Amelie Charles and Olivier Darné, from HAL (2012)
Keywords: Crude oil,volatility persistence,structural breaks,outliers,GARCH

Price discovery in crude oil futures,
John Elder, Hong Miao and Sanjay Ramchander, in Energy Economics (2014)
Keywords: Crude oil futures; WTI; Brent; Information sharing; Inventory level; Spread;

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

Crude Oil and the Libyan Economy,
Abdulrazag Etelawi, Keith A Blatner and Jill McCluskey, in International Journal of Economics and Finance (2017)
Keywords: Libya economy, production, growth theory, crude oil, economic development, Gross Domestic Product (GDP)

Analysis of Iran's crude oil export future capacity,
A. Kamran Azadi and Mohammad H. Yarmohammad, in Energy Policy (2011)
Keywords: Iranian oil and gas industry Crude oil export Buyback contract

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

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

Macroeconomic Determinants of Crude Oil Demand in Ghana,
Eric Oteng-Abayie, Prosper Awuni Ayinbilla and Maame Esi Eshun, in Global Business Review (2018)
Keywords: Crude oil demand; GDP per capita; crude oil price; VECM; Ghana

Macroeconomic determinants of crude oil demand in Ghana,
Eric Oteng-Abayie, Prosper Awuni Ayimbila and Maame Esi Eshun, from University Library of Munich, Germany (2016)
Keywords: crude oil demand, GDP per capita, crude oil price, VECM, Ghana

Morphological and anatomical effects of crude oil on Pistia stratiotes,
Akintunde Abdul-Rasaq Akapo, S. O. Omidiji and A. A. Otitoloju, in Environment Systems and Decisions (2011)
Keywords: Crude oil pollution, Pistia stratiotes, Cytotoxicity, Morphological aberrations in Pistia stratiotes, Anatomical aberrations, Crude oil pollution in Nigeria

Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production,
Szabolcs Blazsek and Adrian Licht, from Universidad Carlos III de Madrid. Departamento de Economía (2019)
Keywords: World Crude Oil Production

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

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

Crude Oil: Market Trends and Simulations Point toward Stable Equilibrium,
Aleksandar Zaklan, Dawud Ansari and Claudia Kemfert, in DIW Economic Bulletin (2017)
Keywords: Crude oil markets, equilibrium modeling, shale oil, tight oil, OPEC

Performance of Crude Palm Oil and Crude Palm Kernel Oil Futures in Malaysian Derivatives Market,
Noriza Binti Mohd Saad, Noraini Binti Ismail, Nor Edi Azhar Binti Mohamad and Normaisarah Binti Abdul Manaf, in International Journal of Academic Research in Accounting, Finance and Management Sciences (2012)
Keywords: Crude Palm Oil Futures, Crude Palm Kernel Oil futures, Trading Volume, Open Interest, Price

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;

Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework,
Debojyoti Das, Debasish Maitra, Anupam Dutta and Sankarshan Basu, in Energy Economics (2022)
Keywords: Crude oil; Crude oil implied volatility; Financial stress; Wavelet analysis;

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,

The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran,
Akbar Komijani, Nadiya Gandali Alikhani and Esmaeil Naderi, in International Journal of Energy Economics and Policy (2013)
Keywords: Crude Oil; Methanol; VECM Model

The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran,
Akbar Komijani, Nadiya Gandali Alikhani and Esmaeil Naderi, from University Library of Munich, Germany (2012)
Keywords: Crude Oil, Methanol, VECM Model

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,

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

Gas Flaring Effects and Revenue Made from Crude Oil in Nigeria,
Nasiru Yunusa, Ismail Tijjani Idris, Adamu Garba Zango and Muhammad Umar Kibiya, in International Journal of Energy Economics and Policy (2016)
Keywords: Gas Flaring, Carbon Emission, Crude Oil Revenue

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

Nexus Between Crude Oil and Stock Market Return: Case of India,
Pradip Kumar Mitra, in Asian Journal of Empirical Research (2018)
Keywords: Crude oil, Stock market indices, Causality, Cointegration

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

Modelling Crude Oil Price Volatility and the Effects of Global Financial Crisis,
Mert Ural, in Sosyoekonomi Journal (2016)
Keywords: Crude Oil, Volatility, Asymmetry, Long Memory.

New results on the predictive value of crude oil for US stock returns,
Matt Brigida, in Studies in Economics and Finance (2018)
Keywords: Crude oil, Kalman filter, Equity markets

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

Crude Oil Resources, Tax Revenue and Sustainable Social Development in Nigeria,
Cordelia Onyinyechi Omodero and Philip Olasupo Alege, in International Journal of Energy Economics and Policy (2021)
Keywords: Crude oil resources, tax revenue, social development

Do speculators drive crude oil prices? Dispersion in beliefs as a price determinant,
Jochen Möbert, from Deutsche Bank Research (2009)
Keywords: crude oil market, futures market, speculation

Dynamic OLS estimation of the U.S. import demand for Mexican crude oil,
Pablo Camacho-Gutiérrez, from University Library of Munich, Germany (2010)
Keywords: Crude Oil Demand, Unit Root, Dynamic OLS.

Box-Jenkins modelling and forecasting of Brent crude oil price,
Emmanuel Kwasi Mensah, from University Library of Munich, Germany (2015)
Keywords: Brent crude oil, ARIMA, stationarity, forecasting

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

Forecasting crude-oil market volatility: Further evidence with jumps,
Amélie Charles and Olivier Darné, from HAL (2017)
Keywords: Crude oil returns,Volatility forecasting,Jumps

Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures,
Jian Wang, Wei Shao and Junseok Kim, in Chaos, Solitons & Fractals (2020)
Keywords: Crude oil; Agricultural futures; Multifractaity; Cross-correlations;