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Regionalization in the World Crude Oil Market: Further Evidence
7 references·16 citing·34 second hop
Regionalization in the World Crude Oil Market: Further Evidence (1999)Regionalization in the World Crude Oil Ma…Testing for cointegration (1993)Testing for cointegrationIs the World Oil Market “One Great Pool†?* (1991)Is the World Oil Market “On…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The connectedness in the world petroleum futures markets using a Quantile VAR approach (2021)The connectedness in the worl…Commodities and monetary policy: Implications for inflation and price level targeting (2021)Commodities and monetary poli…Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective (2020)Identifying the comovement of…OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics (2017)OPEC, Saudi Arabia, and the s…Oil volatility risk and stock market volatility predictability: Evidence from G7 countries (2017)Oil volatility risk and stock…How do correlations of crude oil prices co-move? A grey correlation-based wavelet perspective (2015)How do correlations of crude …OPEC and non-OPEC oil production and the global economy (2014)OPEC and non-OPEC oil product…Trends in world energy prices (2010)Trends in world energy pricesMarket Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach (2010)Market Efficiency of Oil Spot…Threshold Cointegration Analysis of Crude Oil Benchmarks (2008)Threshold Cointegration Analy…Estimating the Degree of Market Integration (2007)Estimating the Degree of Mark…Does OPEC influence crude oil prices? Testing for co-movements and causality between regional crude oil prices (2007)Does OPEC influence crude oil…Modeling dynamic conditional correlations in WTI oil forward and futures returns (2006)Modeling dynamic conditional …Modelling Dynamic Conditional Correlations in Wti Oil Forward and Futures Returns (2004)Modelling Dynamic Conditional…Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations (2003)Causality and volatility spil…Are Regional Oil Markets Growing Closer Together?: An Arbitrage Cost Approach (2001)Are Regional Oil Markets Grow…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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Efficient Tests for an Autoregressive Unit Root (1992)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Efficient Tests for an Autoregressive Unit Root (1996)Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach (2011)Dynamic transmission mechanisms in global crude oil prices: Estimation and implications (2019)Testing for a Unit Root in Time Series Regression (1988)Price discovery in crude oil futures (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Volatility Spillovers Across Petroleum Markets (2015)Dynamic frequency connectedness between oil and natural gas volatilities (2019)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)The Extent of the Market (1985)On the Extent of the Market: Wholesale Gasoline in the Northeastern United States (1986)Regionalization in the World Crude Oil Market (1997)Portfolio Selection (1952)Liquidity Preference as Behavior Towards Risk (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficiency of crude oil markets: Evidences from informational entropy analysis (2011)The relationship between spot and futures oil prices: Do structural breaks matter? (2014)Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality (2019)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1991Is the World Oil Market “One Great Pool†?*137 cited
  • 1993Testing for cointegration70 cited

Cited by

  • 2003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations124 cited
  • 2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach121 cited
  • 2008Threshold Cointegration Analysis of Crude Oil Benchmarks109 cited
  • 2007Does OPEC influence crude oil prices? Testing for co-movements and causality between regional crude oil prices100 cited
  • 2021The connectedness in the world petroleum futures markets using a Quantile VAR approach88 cited
  • 2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries77 cited
  • 2007Estimating the Degree of Market Integration

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74 cited
  • 2020Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective73 cited
  • 2001Are Regional Oil Markets Growing Closer Together?: An Arbitrage Cost Approach73 cited
  • 2014OPEC and non-OPEC oil production and the global economy72 cited
  • 2017OPEC, Saudi Arabia, and the shale revolution: Insights from equilibrium modelling and oil politics70 cited
  • 2015How do correlations of crude oil prices co-move? A grey correlation-based wavelet perspective69 cited
  • 2010Trends in world energy prices65 cited
  • 2006Modeling dynamic conditional correlations in WTI oil forward and futures returns53 cited
  • 2004Modelling Dynamic Conditional Correlations in Wti Oil Forward and Futures Returns30 cited
  • 2021Commodities and monetary policy: Implications for inflation and price level targeting16 cited