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WTI and Brent futures pricing structure
13 references·4 citing·39 second hop
WTI and Brent futures pricing structure (2018)WTI and Brent futures pricing structureThe Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (2016)The Impact of the Shale Oil R…Physical Markets, Paper Markets and the WTI-Brent Spread (2013)Physical Markets, Paper Marke…The dynamics of crude oil price differentials (2009)The dynamics of crude oil pri…Residual-based tests for cointegration in models with regime shifts (1996)Residual-based tests for coin…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Competitive Storage and Commodity Price Dynamics (1996)Competitive Storage and Commo…On the Behaviour of Commodity Prices (1992)On the Behaviour of Commodity…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Optimal Stockpiling of Grain (1980)Optimal Stockpiling of GrainDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Supply of Storage (1976)The Supply of StorageCarryover levels for grains: A method for determining amounts that are optimal under specified conditions (1958)Carryover levels for grains: …Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict (2024)Unveiling the critical nexus:…How does energy finance promote energy transition? Evidence from Shanghai crude oil futures (2023)How does energy finance promo…Crude oil price prediction using deep reinforcement learning (2023)Crude oil price prediction us…Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective (2020)Identifying the comovement of…Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Further evidence on breaking trend functions in macroeconomic variables (1997)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Threshold Cointegration Analysis of Crude Oil Benchmarks (2008)Evolution of the world crude oil market integration: A graph theory analysis (2014)Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach (2023)Rational Expectations and the Theory of Price Movements (1961)How Big Is the Random Walk in GNP? (1988)Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Facts and Fantasies about Commodity Futures (2006)Financialization of Commodity Markets (2013)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. (1983)Storage and Commodity Markets. (1992)Equilibrium Forward Curves for Commodities (2000)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)The Economics of Grain Price Volatility (2011)Speculation and Economic Stability (1939)Business Cycles and the Behavior of Metals Prices (1988)Pricing Carbon: The European Union Emissions Trading Scheme (2010)Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of the Oil Shock of 2007–08 (2009)Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Lower Oil Prices and the U.S. Economy: Is This Time Different? (2016)Oil price shocks and U.S. economic activity (2019)Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective (2020)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
  • 1992On the Behaviour of Commodity Prices1,154 cited
  • 1976The Supply of Storage533 cited
  • 1996Competitive Storage and Commodity Price Dynamics524 cited
  • 2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices221 cited
  • 2009The dynamics of crude oil price differentials192 cited
  • 1980Optimal Stockpiling of Grain96 cited
  • 2013Physical Markets, Paper Markets and the WTI-Brent Spread83 cited
  • 1958Carryover levels for grains: A method for determining amounts that are optimal under specified conditions47 cited

Cited by

  • 2020Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective73 cited
  • 2023Crude oil price prediction using deep reinforcement learning

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38 cited
  • 2023How does energy finance promote energy transition? Evidence from Shanghai crude oil futures22 cited
  • 2024Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict18 cited