Facebook LinkedIn Instagram Twitter
Cited By
2019Applied Economics: Vol. 51, Issue 5Covariance breakdowns and connectedness of crude oil futures markets with non-synchronous dataJiawen Luo, Langnan Chen, Weiguo Zhanghttp://dx.doi.org/10.1016/j.energy.2015.12.028
2019Energy: Vol. 175Dynamic transmission mechanisms in global crude oil prices: Estimation and implicationsDayong Zhang, Qiang Ji, Ali M. Kutanhttp://dx.doi.org/10.1016/j.eneco.2012.07.026
2019International Review of Economics & Finance: Vol. 62Are Chinese and international oil markets integrated?Bing Zhanghttp://dx.doi.org/10.1016/j.iref.2019.02.015
2019SSRN Electronic Journal Closer to One Great Pool? Evidence from Structural Breaks in Oil Price DifferentialsMichael D. Plante, Grant Stricklerhttp://dx.doi.org/10.1080/00036846.2015.1030566
2019Journal of Commodity MarketsAre crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot pricesGregory Galayhttp://dx.doi.org/10.1016/j.jcomm.2019.02.003
2018Energy Economics: Vol. 69The impact of spatial price differences on oil sands investmentsGregory Galayhttp://dx.doi.org/10.1111/exsy.12174
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
2017Journal of Commodity Markets: Vol. 6A Markov regime-switching model of crude oil market integrationKonstantin Kuck, Karsten Schweikerthttp://dx.doi.org/10.1016/j.jcomm.2016.04.002
2017Energy Sources, Part B: Economics, Planning, and Policy: Vol. 12, Issue 9Well service rigs, operating rigs, and commodity pricesNicholas Apergis, Bradley T. Ewing, James E. Paynehttp://dx.doi.org/10.1080/00036846.2018.1489510
2017Expert Systems: Vol. 34, Issue 1Ramex-Forum: a tool for displaying and analysing complex sequential patterns of financial productsPedro Tiple, Luis Cavique, Nuno Cavalheiro Marqueshttp://dx.doi.org/10.1016/j.enpol.2010.03.065
2017OPEC Energy Review: Vol. 41, Issue 3The causal relationship in North American energy productionNeil A. Wilmot, Ariuna Taivanhttp://dx.doi.org/10.1111/opec.12104
2016Journal of Commodity Markets: Vol. 2, Issue 1Global relationships across crude oil benchmarksJanelle Mann, Peter Sephtonhttp://dx.doi.org/10.1016/j.energy.2019.03.162
2016SSRN Electronic JournalMore than Prices: Brent-WTI Cointegration in Option-Implied MomentsMarie-HHllne Gagnon, Gabriel J. Powerhttp://dx.doi.org/10.1016/j.egypro.2015.07.296
2016Energy: Vol. 97A time series analysis of oil production, rig count and crude oil price: Evidence from six U.S. oil producing regionsNicholas Apergis, Bradley T. Ewing, James E. Paynehttp://dx.doi.org/10.2139/ssrn.3334609
2015Energy Economics: Vol. 49How do correlations of crude oil prices co-move? A grey correlation-based wavelet perspectiveXiaoliang Jia, Haizhong An, Wei Fang, Xiaoqi Sun, Xuan Huanghttp://dx.doi.org/10.1080/15567249.2017.1283549
2015Applied Energy: Vol. 155Dynamic integration of world oil prices: A reinvestigation of globalisation vs. regionalisationQiang Ji, Ying Fanhttp://dx.doi.org/10.1016/j.apenergy.2015.05.117
2015Energy Procedia: Vol. 75Finding the Interdependence Among Various Crude Oil Prices: A Grey Relation Network AnalysisXiaoliang Jia, Haizhong Anhttp://dx.doi.org/10.1016/j.eneco.2015.03.008
2015Applied Economics: Vol. 47, Issue 41Responses of international stock markets to oil price surges: a regime-switching perspectiveRania Jammazi, Duc Khuong Nguyenhttp://dx.doi.org/10.1016/j.eneco.2017.11.008
2012Energy Economics: Vol. 34, Issue 1Price discount, inventories and the distortion of WTI benchmarkChung-Wei Kao, Jer-Yuh Wanhttp://dx.doi.org/10.2139/ssrn.2116194
2012Energy Economics: Vol. 34, Issue 6Asymmetric adjustments in the ethanol and grains marketsChia-Lin Chang, Li-Hsueh Chen, Shawkat Hammoudeh, Michael McAleerhttp://dx.doi.org/10.2139/ssrn.2840958
2012SSRN Electronic JournalPrice Discovery in European Energy MarketsJohn Swieringahttp://dx.doi.org/10.1016/j.jcomm.2017.03.001
2012Energy Policy: Vol. 40Explaining crude oil prices using fundamental measuresLes Colemanhttp://dx.doi.org/10.1016/j.enpol.2011.10.012
2011Energy Policy: Vol. 39, Issue 1The role of market fundamentals and speculation in recent price changes for crude oilRobert K. Kaufmannhttp://dx.doi.org/10.1016/bs.host.2019.01.008
2010Energy Policy: Vol. 38, Issue 8Time-varying predictability in crude-oil markets: the case of GCC countriesMohamed El Hedi Arouri, Thanh Huong Dinh, Duc Khuong Nguyenhttp://dx.doi.org/10.1007/978-3-319-23485-4_58
2009Energy Economics: Vol. 31, Issue 4Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures pricesRobert K. Kaufmann, Ben Ullmanhttp://dx.doi.org/10.1016/j.eneco.2011.03.004