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2020Energy Economics: Vol. 87Mild explosivity in recent crude oil pricesIsabel Figuerola-Ferretti, J. Roderick McCrorie, Ioannis Paraskevopoulos
2020Frontiers in Physics: Vol. 8The Time-Dependent Lead-Lag Relationship Between WTI and Brent Crude Oil Spot MarketsYanhong Yang, Yinghui Shao, Haolin Shao, Xin Song
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 Vides
2019Quantitative Finance: Vol. 19, Issue 8The impact of investor sentiment on crude oil market risks: evidence from the wavelet approachYue-Jun Zhang, Shu-Hui Li
2019Petroleum Science: Vol. 16, Issue 6The causes of stage expansion of WTI/Brent spreadHong-Zhi Tian, Wei-Di Lai
2019Energy Economics: Vol. 79Testing persistence of WTI and Brent long-run relationship after the shale oil supply shockMassimiliano Caporin, Fulvio Fontini, Elham Talebbeydokhti
2019SSRN Electronic Journal Closer to One Great Pool? Evidence from Structural Breaks in Oil Price DifferentialsMichael D. Plante, Grant Strickler
2018OPEC Energy Review: Vol. 42, Issue 3The globalisation-regionalisation debate in international crude oil markets: old wine in new bottlesArif Billah Dar
2018OPEC Energy Review: Vol. 42, Issue 1The physical market and the WTI/Brent price spreadPan Liu, Reid B. Stevens, Dmitry Vedenov
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 Tiwari
2018The Energy Journal: Vol. 39, Issue 1Asian Spot Prices for LNG and other Energy CommoditiesAbdullahi Alim, Peter R. Hartley, Yihui Lan
2018Energy Economics: Vol. 72WTI and Brent futures pricing structureDaniel P. Scheitrum, Colin A. Carter, Cesar Revoredo-Giha
2017Journal of Economic Dynamics and Control: Vol. 75On the behavior of commodity prices when speculative storage is boundedAtle Oglend, Tore Selland Kleppe
2017Annual Review of Financial Economics: Vol. 9, Issue 1The Fundamentals Underlying Oil and Natural Gas Derivative MarketsJohn E. Parsons
2016Energy Economics: Vol. 56Does the S&P500 index lead the crude oil dynamics? A complexity-based approachCatherine Kyrtsou, Christina Mikropoulou, Angeliki Papana
2016Journal of Futures Markets: Vol. 36, Issue 4Fundamentals, Derivatives Market Information and Oil Price VolatilityMichel A. Robe, Jonathan Wallen
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Power
2016Energy Economics: Vol. 58Oil price volatility forecast with mixture memory GARCHTony Klein, Thomas Walther
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 Yi
2015SSRN Electronic JournalOil Price Volatility Forecast with Mixture Memory GARCHTony Klein, Thomas Walther
2014SSRN Electronic JournalU.S. Private Oil and Natural Gas Royalties: Estimates and Policy ConsiderationsTimothy Fitzgerald, Randal R. Rucker


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