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2019Natural Hazards: Vol. 95, Issue 1-2Financial factors affecting oil price change and oil-stock interactions: a review and future perspectivesZhenhua Liu, Zhihua Ding, Tao Lv, Jy S. Wu, Wei Qianghttp://dx.doi.org/10.1007/s11069-018-3473-y
2019Energy Economics: Vol. 80Agreement matters: OPEC announcement effects on WTI term structureSimon Spencer, Don Bredinhttp://dx.doi.org/10.1016/j.eneco.2019.01.018
2019Energy Economics: Vol. 80OPEC in the newsMichael Plantehttp://dx.doi.org/10.1016/j.eneco.2018.12.025
2018Energy Economics: Vol. 72The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investmentsRaquel Lópezhttp://dx.doi.org/10.1016/j.eneco.2018.04.040
2018Journal of Futures Markets: Vol. 38, Issue 1The impact of crude oil inventory announcements on prices: Evidence from derivatives marketsHong Miao, Sanjay Ramchander, Tianyang Wang, Jian Yanghttp://dx.doi.org/10.1002/fut.21850
2016Energy Economics: Vol. 54Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?Istemi Berk, Jannes Rauchhttp://dx.doi.org/10.1016/j.eneco.2016.01.003
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 Policy: Vol. 90Do OPEC announcements influence oil prices?Amine Loutia, Constantin Mellios, Kostas Andriosopouloshttp://dx.doi.org/10.1016/j.enpol.2015.11.025
2015SSRN Electronic JournalOPEC in the News: The Effect of OPEC on Oil Price UncertaintyMichael Plantehttp://dx.doi.org/10.2139/ssrn.2627662
2013Annual Review of Resource Economics: Vol. 5, Issue 1OPEC: What Difference Has It Made?Bassam Fattouh, Lavan Mahadevahttp://dx.doi.org/10.1146/annurev-resource-091912-151901
2012Energy Economics: Vol. 34, Issue 5OPEC news announcements: Effects on oil price expectation and volatilityHarald Schmidbauer, Angi Röschhttp://dx.doi.org/10.1016/j.eneco.2012.01.006
2011SSRN Electronic JournalThe Role of Financial Markets in Determining Physical Oil Prices: A Survey of the LiteratureLouis H. Ederington, Chitru S. Fernando, Thomas K. Lee, Scott C. Linn, Anthony D. Mayhttp://dx.doi.org/10.2139/ssrn.2154642
2010Energy Policy: Vol. 38, Issue 2OPEC announcements and their effects on crude oil pricesSharon Xiaowen Lin, Michael Tamvakishttp://dx.doi.org/10.1016/j.enpol.2009.10.053
2007SSRN Electronic JournalRealized Volatility and Correlation in Energy Futures MarketsTao Wang, Jingtao Wu, Jian Yanghttp://dx.doi.org/10.2139/ssrn.1032322

 

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