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2024Studies in Economics and Finance: Vol. 41, Issue 1Testing for sign and size symmetry between futures prices and spot prices in the markets of energy commodities: risk diversification and policy implicationsDimitrios Panagiotou, Filio Naka
2022Annals of Operations Research: Vol. 313, Issue 1Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approachJorge Antunes, Luis Alberiko Gil-Alana, Rossana Riccardi, Yong Tan, Peter Wanke
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
2020Energy Economics: Vol. 92Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approachDominik P. Storhas, Lurion De Mello, Abhay Kumar Singh
2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linn
2019Physica A: Statistical Mechanics and its ApplicationsWITHDRAWN: Dynamic price discovery in the onshore and offshore Renminbi exchange ratesYan Qian, Zijun Wang
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linn
2018Journal of Futures Markets: Vol. 38, Issue 12Asymmetric spot‐futures price adjustments in grain marketsZhige Wu, Alex Maynard, Alfons Weersink, Getu Hailu
2017Oil & Gas Science and Technology – Revue d’IFP Energies nouvelles: Vol. 72, Issue 1The Effects of Commodities and Financial Markets on Crude OilGeorgios Galyfianakis, Alexandros Garefalakis, Georgios Mantalis
2016SSRN Electronic Journal Chain of Cointegration in the Refined Products Market: From Crude Oil Spot to Gasoline FuturesHamed Ghoddusi
2016Economic Modelling: Vol. 52Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysisXiao Qin, Chunyang Zhou, Chongfeng Wu
2016Applied Energy: Vol. 169Long run dynamic volatilities between OPEC and non-OPEC crude oil pricesHassan Belkacem Ghassan, Hassan Rafdan AlHajhoj
2015Studies in Nonlinear Dynamics & Econometrics: Vol. 19, Issue 5Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear testsSami Saafi, Abdeljelil Farhat, Meriem Bel Haj Mohamed
2015Energy Economics: Vol. 52Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics marketsJingze Jiang, Thomas L. Marsh, Peter R. Tozer
2015Revista de Economia e Sociologia Rural: Vol. 53, Issue 2Análise de Cointegração com Threshold nos Mercados Exportadores de Mel Natural no BrasilManoel Pedro da Costa Júnior, Ahmad Saeed Khan, Eliane Pinheiro de Sousa, Patrícia Verônica Pinheiro Sales Lima
2010The Energy Journal: Vol. 31, Issue 4Asymmetric Adjustments in Oil and Metals MarketsShawkat Hammoudeh, Li-Hsueh Chen, Bassam Fattouh
2009SSRN Electronic JournalDynamics of the Forward Curve and Volatility of Energy Futures PricesAmir H. Alizadeh, Wayne K. Talley
2009Energy Economics: Vol. 31, Issue 1Forecasting volatility of crude oil marketsSang Hoon Kang, Sang-Mok Kang, Seong-Min Yoon
2008Energy Economics: Vol. 30, Issue 5Disaggregated energy consumption and GDP in Taiwan: A threshold co-integration analysisJin-Li Hu, Cheng-Hsun Lin
2008The Energy Journal: Vol. 29, Issue 4Threshold Cointegration Analysis of Crude Oil BenchmarksShawkat M. Hammoudeh, Bradley T. Ewing, Mark A. Thompson
2007Economic Systems: Vol. 31, Issue 3All time cheaters versus cheaters in distress: An examination of cheating and oil prices in OPECSel Dibooglu, Salim N. AlGudhea


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