Cited By
2024Energy Economics: Vol. 130Measuring world oil market integration with a Thick PenMarc Gronwald, Xin Jinhttp://dx.doi.org/10.1016/j.eneco.2024.107315
2024The Energy Journal: Vol. 45, Issue 2Evaluating Oil Price Forecasts: A Meta-analysisMichail Filippidis, George Filis, Georgios Magkonishttp://dx.doi.org/10.5547/01956574.45.2.mfil
2023SSRN Electronic JournalWhen Benchmarks Fail: The Causes and Consequences of Negative Oil PricesErik Gilje, Robert C. Ready, Nikolai L. Roussanov, Jérôme Taillardhttp://dx.doi.org/10.2139/ssrn.4666143
2023Journal of Commodity Markets: Vol. 30The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?Xin Gao, Bingxin Li, Rui Liuhttp://dx.doi.org/10.1016/j.jcomm.2022.100274
2023Resources Policy: Vol. 80Crude oil pipeline constraints: A tale of two shalesPhat V. Luonghttp://dx.doi.org/10.1016/j.resourpol.2022.103203
2023Energy Policy: Vol. 179How to ‘Trump’ the energy market: Evidence from the WTI-Brent spreadCatalin Dragomirescu-Gaina, Dionisis Philippas, Stéphane Gouttehttp://dx.doi.org/10.1016/j.enpol.2023.113654
2023Resources Policy: Vol. 84Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approachIoannis Chatziantoniou, David Gabauer, Rangan Guptahttp://dx.doi.org/10.1016/j.resourpol.2023.103729
2023Energy Strategy Reviews: Vol. 50Revisiting WTI–Brent spread and its driversImtiaz Sifat, Alireza Zarei, Abdollah Ah Mandhttp://dx.doi.org/10.1016/j.esr.2023.101206
2023Journal of Futures Markets: Vol. 43, Issue 6Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysisMichail Filippidis, George Filis, Georgios Magkonis, Panagiotis Tzouvanashttp://dx.doi.org/10.1002/fut.22414
2022Resources Policy: Vol. 76Arbitrage breakdown in WTI crude oil futures: An analysis of the events on April 20, 2020Christopher B. Burns, Stephen Kanehttp://dx.doi.org/10.1016/j.resourpol.2022.102605
2022Energy Economics: Vol. 111Do airfares respond asymmetrically to fuel price changes? A multiple threshold nonlinear ARDL modelDebdatta Pal, Subrata K. Mitrahttp://dx.doi.org/10.1016/j.eneco.2022.106113
2021Resources Policy: Vol. 72Saudi Arabia's currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil marketNoha H.A. Razek, Brian McQuinnhttp://dx.doi.org/10.1016/j.resourpol.2021.102057
2021Atlantic Economic Journal: Vol. 49, Issue 1How the Removal of a Market Barrier Enhanced Market Efficiency: The Case of WTI and Brent Crude Oil PricesJennifer Rushlow, Paul Bauerhttp://dx.doi.org/10.1007/s11293-021-09707-4
2021Energy Economics: Vol. 94Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patternsLoretta Mastroeni, Alessandro Mazzoccoli, Greta Quaresima, Pierluigi Velluccihttp://dx.doi.org/10.1016/j.eneco.2020.105036
2021Research in International Business and Finance: Vol. 56Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over timeErdal Atukeren, Emrah İsmail Çevik, Turhan Korkmazhttp://dx.doi.org/10.1016/j.ribaf.2021.101385
2021Energy Economics: Vol. 102The Russia-Saudi Arabia oil price war during the COVID-19 pandemicRichie Ruchuan Ma, Tao Xiong, Yukun Baohttp://dx.doi.org/10.1016/j.eneco.2021.105517
2021Journal of Futures Markets: Vol. 41, Issue 5Determinants of the WTI‐Brent price spread revisitedJerome Geyer‐Klingeberg, Andreas W. Rathgeberhttp://dx.doi.org/10.1002/fut.22184
2021The Energy Journal: Vol. 42, Issue 2Closer to One Great Pool? Evidence from Structural Breaks inOil Price DifferentialsMichael Plante, Grant Stricklerhttp://dx.doi.org/10.5547/01956574.42.2.mpla
2020Frontiers in Physics: Vol. 8The Time-Dependent Lead-Lag Relationship Between WTI and Brent Crude Oil Spot MarketsYanhong Yang, Yinghui Shao, Haolin Shao, Xin Songhttp://dx.doi.org/10.3389/fphy.2020.00132
2020The Energy Journal: Vol. 41, Issue 6International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied EvidenceMarie-Hélène Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.5547/01956574.41.6.mgag
2020The Energy Journal: Vol. 41, Issue 1The Impact of U.S. Supply Shocks on the Global Oil PriceThomas S. Gundersenhttp://dx.doi.org/10.5547/01956574.41.1.tgun
2020Energy Economics: Vol. 87Mild explosivity in recent crude oil pricesIsabel Figuerola-Ferretti, J. Roderick McCrorie, Ioannis Paraskevopouloshttp://dx.doi.org/10.1016/j.eneco.2019.05.002
2020Energy Economics: Vol. 85A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.José Manuel Bravo Caro, Antonio A. Golpe, Jesús Iglesias, José Carlos Videshttp://dx.doi.org/10.1016/j.eneco.2019.104546
2019SSRN Electronic Journal Closer to One Great Pool? Evidence from Structural Breaks in Oil Price DifferentialsMichael D. Plante, Grant Stricklerhttp://dx.doi.org/10.2139/ssrn.3334609
2019Quantitative Finance: Vol. 19, Issue 8The impact of investor sentiment on crude oil market risks: evidence from the wavelet approachYue-Jun Zhang, Shu-Hui Lihttp://dx.doi.org/10.1080/14697688.2019.1581368
2019Petroleum Science: Vol. 16, Issue 6The causes of stage expansion of WTI/Brent spreadHong-Zhi Tian, Wei-Di Laihttp://dx.doi.org/10.1007/s12182-019-00379-z
2019Energy Economics: Vol. 79Testing persistence of WTI and Brent long-run relationship after the shale oil supply shockMassimiliano Caporin, Fulvio Fontini, Elham Talebbeydokhtihttp://dx.doi.org/10.1016/j.eneco.2018.08.022
2019The Energy Journal: Vol. 40, Issue 2_supplLocation Basis Differentials in Crude Oil PricesPhat V. Luong, Bruce Mizrach, Yoichi Otsubohttp://dx.doi.org/10.5547/01956574.40.SI2.pluo
2019The Energy Journal: Vol. 40, Issue 3Shock Propagation Across the Futures Term Structure: Evidence from Crude Oil PricesDelphine H. Lautier, Franck Raynaud, Michel A. Robehttp://dx.doi.org/10.5547/01956574.40.3.dlau
2019The Energy Journal: Vol. 40, Issue 3Decomposing Crude Price Differentials: Domestic Shipping Constraints or the Crude Oil Export Ban?Mark Agerton, Gregory B. Uptonhttp://dx.doi.org/10.5547/01956574.40.3.mage
2018OPEC Energy Review: Vol. 42, Issue 3The globalisation‐regionalisation debate in international crude oil markets: old wine in new bottlesArif Billah Darhttp://dx.doi.org/10.1111/opec.12136
2018Journal of Business Cycle Research: Vol. 14, Issue 2Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical AnalysisNiyati Bhanja, Arif Billah Dar, Aviral Kumar Tiwarihttp://dx.doi.org/10.1007/s41549-018-0028-y
2018Energy Economics: Vol. 72WTI and Brent futures pricing structureDaniel P. Scheitrum, Colin A. Carter, Cesar Revoredo-Gihahttp://dx.doi.org/10.1016/j.eneco.2018.04.039
2018The Energy Journal: Vol. 39, Issue 1Asian Spot Prices for LNG and other Energy CommoditiesAbdullahi Alim, Peter R. Hartley, Yihui Lanhttp://dx.doi.org/10.5547/01956574.39.1.aali
2018OPEC Energy Review: Vol. 42, Issue 1The physical market and the WTI/Brent price spreadPan Liu, Reid B. Stevens, Dmitry Vedenovhttp://dx.doi.org/10.1111/opec.12117
2017Journal of Economic Dynamics and Control: Vol. 75On the behavior of commodity prices when speculative storage is boundedAtle Oglend, Tore Selland Kleppehttp://dx.doi.org/10.1016/j.jedc.2016.11.007
2017Annual Review of Financial Economics: Vol. 9, Issue 1The Fundamentals Underlying Oil and Natural Gas Derivative MarketsJohn E. Parsonshttp://dx.doi.org/10.1146/annurev-financial-110716-032610
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.2139/ssrn.2840958
2016Journal of Futures Markets: Vol. 36, Issue 4Fundamentals, Derivatives Market Information and Oil Price VolatilityMichel A. Robe, Jonathan Wallenhttp://dx.doi.org/10.1002/fut.21732
2016Energy Economics: Vol. 58Oil price volatility forecast with mixture memory GARCHTony Klein, Thomas Waltherhttp://dx.doi.org/10.1016/j.eneco.2016.06.004
2016Energy Economics: Vol. 56Does the S&P500 index lead the crude oil dynamics? A complexity-based approachCatherine Kyrtsou, Christina Mikropoulou, Angeliki Papanahttp://dx.doi.org/10.1016/j.eneco.2016.02.001
2015SSRN Electronic JournalOil Price Volatility Forecast with Mixture Memory GARCHTony Klein, Thomas Waltherhttp://dx.doi.org/10.2139/ssrn.2576875
2015Economic Modelling: Vol. 50Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?Wei Chen, Zhuo Huang, Yanping Yihttp://dx.doi.org/10.1016/j.econmod.2015.06.007
2014Energy Economics: Vol. 46Forecasting the oil–gasoline price relationship: Do asymmetries help?Andrea Bastianin, Marzio Galeotti, Matteo Manerahttp://dx.doi.org/10.1016/j.eneco.2014.08.006
2014SSRN Electronic JournalU.S. Private Oil and Natural Gas Royalties: Estimates and Policy ConsiderationsTimothy Fitzgerald, Randal R. Ruckerhttp://dx.doi.org/10.2139/ssrn.2442819
2011SSRN Electronic JournalDoes 'Paper Oil' Matter? Energy Markets’ Financialization and Equity-Commodity Co-MovementsBahattin Buyuksahin, Michel A. Robehttp://dx.doi.org/10.2139/ssrn.1855264

 

© 2024 International Association for Energy Economics | Privacy Policy | Return Policy