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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
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
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
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
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
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
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
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
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
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
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
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
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
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.2139/ssrn.2840958
2016Energy Economics: Vol. 58Oil price volatility forecast with mixture memory GARCHTony Klein, Thomas Waltherhttp://dx.doi.org/10.1016/j.eneco.2016.06.004
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
2015SSRN Electronic JournalOil Price Volatility Forecast with Mixture Memory GARCHTony Klein, Thomas Waltherhttp://dx.doi.org/10.2139/ssrn.2576875
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