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Dynamic integration of world oil prices: A reinvestigation of globalisation vs. regionalisation
16 references·1 citing·45 second hop
Dynamic integration of world oil prices: A reinvestigation of globalisation vs. regionalisation (2015)Dynamic integration of world oil prices: …Interpreting the crude oil price movements: Evidence from the Markov regime switching model (2015)Interpreting the crude oil pr…Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach (2014)Research on patterns in the f…Oil price volatility and oil-related events: An Internet concern study perspective (2014)Oil price volatility and oil-…Evolution of the world crude oil market integration: A graph theory analysis (2014)Evolution of the world crude …How do crude oil prices co-move? (2011)How do crude oil prices co-mo…The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective (2010)The behavior of crude oil spo…The efficiency of the crude oil markets: Evidence from variance ratio tests (2009)The efficiency of the crude o…The dynamics of crude oil price differentials (2009)The dynamics of crude oil pri…Threshold Cointegration Analysis of Crude Oil Benchmarks (2008)Threshold Cointegration Analy…The structure of interdependence in international stock markets (2003)The structure of interdepende…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (1997)Impulse Response Functions Ba…Is 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…Measuring security price performance (1980)Measuring security price perf…Macroeconomics and Reality (1980)Macroeconomics and RealityTrends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decade (2018)Trends and contagion in WTI a…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)An Introduction to Copulas (1999)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)A time-varying copula approach to oil and stock market dependence: The case of transition economies (2013)A wavelet decomposition approach to crude oil price and exchange rate dependence (2013)The impact of energy prices on clean energy stock prices. 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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1980Measuring security price performance3,330 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 1997Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions454 cited
  • 2003The structure of interdependence in international stock markets413 cited
  • 2011How do crude oil prices co-move?259 cited
  • 2014Oil price volatility and oil-related events: An Internet concern study perspective237 cited
  • 2009The dynamics of crude oil price differentials192 cited
  • 2014Evolution of the world crude oil market integration: A graph theory analysis138 cited
  • 1991Is the World Oil Market “One Great Pool†?*137 cited
  • 2015Interpreting the crude oil price movements: Evidence from the Markov regime switching model128 cited
  • 2010The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective128 cited
  • 2008Threshold Cointegration Analysis of Crude Oil Benchmarks109 cited
  • 2009The efficiency of the crude oil markets: Evidence from variance ratio tests

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102 cited
  • 2014Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach86 cited
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    • 2018Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decade64 cited