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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
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. Linnhttp://dx.doi.org/10.1016/j.jcomm.2018.09.001
2019Physica A: Statistical Mechanics and its ApplicationsWITHDRAWN: Dynamic price discovery in the onshore and offshore Renminbi exchange ratesYan Qian, Zijun Wanghttp://dx.doi.org/10.1016/j.physa.2019.123375
2018SSRN Electronic Journal Characteristics of Petroleum Product Prices: A SurveyLouis H. Ederington, Chitru S. Fernando, Seth Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.2139/ssrn.3250476
2018Journal of Futures Markets: Vol. 38, Issue 12Asymmetric spot-futures price adjustments in grain marketsZhige Wu, Alex Maynard, Alfons Weersink, Getu Hailuhttp://dx.doi.org/10.1002/fut.21966
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 Mantalishttp://dx.doi.org/10.2516/ogst/2016024
2016Economic Modelling: Vol. 52Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysisXiao Qin, Chunyang Zhou, Chongfeng Wuhttp://dx.doi.org/10.1016/j.econmod.2015.10.003
2016Applied Energy: Vol. 169Long run dynamic volatilities between OPEC and non-OPEC crude oil pricesHassan Belkacem Ghassan, Hassan Rafdan AlHajhojhttp://dx.doi.org/10.1016/j.apenergy.2016.02.057
2016SSRN Electronic Journal Chain of Cointegration in the Refined Products Market: From Crude Oil Spot to Gasoline FuturesHamed Ghoddusihttp://dx.doi.org/10.2139/ssrn.2820227
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 Limahttp://dx.doi.org/10.1590/1234-56781806-9479005302007
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 Mohamedhttp://dx.doi.org/10.1515/snde-2014-0021
2015Energy Economics: Vol. 52Policy induced price volatility transmission: Linking the U.S. crude oil, corn and plastics marketsJingze Jiang, Thomas L. Marsh, Peter R. Tozerhttp://dx.doi.org/10.1016/j.eneco.2015.10.008
2009Energy Economics: Vol. 31, Issue 1Forecasting volatility of crude oil marketsSang Hoon Kang, Sang-Mok Kang, Seong-Min Yoonhttp://dx.doi.org/10.1016/j.eneco.2008.09.006
2009SSRN Electronic JournalDynamics of the Forward Curve and Volatility of Energy Futures PricesAmir H. Alizadeh, Wayne K. Talleyhttp://dx.doi.org/10.2139/ssrn.1698159
2008Energy Economics: Vol. 30, Issue 5Disaggregated energy consumption and GDP in Taiwan: A threshold co-integration analysisJin-Li Hu, Cheng-Hsun Linhttp://dx.doi.org/10.1016/j.eneco.2007.11.007
2007Economic Systems: Vol. 31, Issue 3All time cheaters versus cheaters in distress: An examination of cheating and oil prices in OPECSel Dibooglu, Salim N. AlGudheahttp://dx.doi.org/10.1016/j.ecosys.2007.06.001

 

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