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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 Korkmaz
2020Journal of Commodity MarketsAsymmetric volatility in commodity marketsYu-Fu Chen, Xiaoyi Mu
2019Petroleum Science: Vol. 16, Issue 6The causes of stage expansion of WTI/Brent spreadHong-Zhi Tian, Wei-Di Lai
2019SSRN Electronic Journal Closer to One Great Pool? Evidence from Structural Breaks in Oil Price DifferentialsMichael D. Plante, Grant Strickler
2017Scientific Reports: Vol. 7, Issue 1Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time seriesMeihui Jiang, Xiangyun Gao, Haizhong An, Huajiao Li, Bowen Sun
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Power
2015Economics Letters: Vol. 129A pair-wise analysis of the law of one price: Evidence from the crude oil marketMonica Giulietti, Ana María Iregui, Jesús Otero


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