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2024Atlantic Economic JournalOn the WTI-WCS Oil Price DifferentialLibo Xuhttp://dx.doi.org/10.1007/s11293-024-09801-3
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
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
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
2021Journal of Commodity Markets: Vol. 22Asymmetric volatility in commodity marketsYu-Fu Chen, Xiaoyi Muhttp://dx.doi.org/10.1016/j.jcomm.2020.100139
2021Scientific Reports: Vol. 11, Issue 1Incorporation of causality structures to complex network analysis of time-varying behaviour of multivariate time seriesLeo Carlos-Sandberg, Christopher D. Clackhttp://dx.doi.org/10.1038/s41598-021-97741-2
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
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
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
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
2017Energy: Vol. 118The influence of global benchmark oil prices on the regional oil spot market in multi-period evolutionMeihui Jiang, Haizhong An, Xiaoliang Jia, Xiaoqi Sunhttp://dx.doi.org/10.1016/j.energy.2016.10.104
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 Sunhttp://dx.doi.org/10.1038/s41598-017-10759-3
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.2139/ssrn.2840958
2015Economics Letters: Vol. 129A pair-wise analysis of the law of one price: Evidence from the crude oil marketMonica Giulietti, Ana María Iregui, Jesús Oterohttp://dx.doi.org/10.1016/j.econlet.2015.02.002

 

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