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The impact of the Asian crisis on the behavior of US and international petroleum prices
16 references·1 citing·34 second hop
The impact of the Asian crisis on the behavior of US and international petroleum prices (2003)The impact of the Asian crisis on the beh…Spillover effects in energy futures markets (2001)Spillover effects in energy f…International Financial Contagion (2001)International Financial Conta…Explaining Cointegration Analysis: Part II (2001)Explaining Cointegration Anal…Explaining Cointegration Analysis: Part 1 (2000)Explaining Cointegration Anal…Customers' Choice Among Retail Energy Suppliers: The Willingness-to-Pay for Service Attributes (2000)Customers' Choice Among Retai…A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis (2000)A study of cointegration and …A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…The relationship between spot and futures prices: Evidence from the crude oil market (1999)The relationship between spot…The relationship between spot and futures prices: Evidence from the crude oil market (1999)The relationship between spot…Regionalization in the World Crude Oil Market: Further Evidence (1999)Regionalization in the World …Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis (1994)Price discovery in petroleum …A cointegration test for oil futures market efficiency (1993)A cointegration test for oil …Two‐step testing procedure for price discovery role of futures prices (1992)Two‐step testing procedure fo…ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS (1992)ON WEAK EXOGENEITY IN ERROR C…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices (2006)Examining Asymmetric Behavior…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Relationships among U.S. oil prices and oil industry equity indices (2003)A new statistic and practical guidelines for nonparametric Granger causality testing (2006)Forecasting: theory and practice (2022)Conditional logit analysis of qualitative choice behavior (1972)Stated choice methods analysis and applications (2000)Stated Choice Methods (2000)Public and private attitudes towards “green” electricity: the case of Swedish wind power (2004)The influence of eco‐labelling on consumer behaviour – results of a discrete choice analysis for washing machines (2006)Economic Perspectives on Corporate Social Responsibility (2012)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Empirical modelling of contagion: a review of methodologies (2005)Economic Reforms, FDI, and Economic Growth in India: A Sector Level Analysis (2008)Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries (2013)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for a Unit Root in Time Series Regression (1988)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Asset storability and price discovery in commodity futures markets: A new look (2001)Dynamic analysis between the US stock returns and the macroeconomic variables (2007)Introductory Econometrics for Finance (2008)Economic growth and pollutant emissions in Tunisia: An empirical analysis of the environmental Kuznets curve (2009)The role of energy in economic growth (2011)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 2001Explaining Cointegration Analysis: Part II552 cited
  • 2001International Financial Contagion491 cited
  • 2000Customers' Choice Among Retail Energy Suppliers: The Willingness-to-Pay for Service Attributes350 cited
  • 2000Explaining Cointegration Analysis: Part 1304 cited
  • 1992ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS303 cited
  • 1999The relationship between spot and futures prices: Evidence from the crude oil market290 cited
  • 1994Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis283 cited
  • 1999The relationship between spot and futures prices: Evidence from the crude oil market186 cited
  • 2000A study of cointegration and variance decomposition among national equity indices before and during the period of the Asian financial crisis179 cited
  • 2001Spillover effects in energy futures markets161 cited
  • 1993A cointegration test for oil futures market efficiency146 cited

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1992
Two‐step testing procedure for price discovery role of futures prices
132 cited
  • 1999Regionalization in the World Crude Oil Market: Further Evidence130 cited
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    • 2006Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices52 cited