1. An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading. (2024). de la Torre-Torres, Oscar V ; de la Cruz, Maria ; Alvarez-Garcia, Jose.
   In: Mathematics.
   RePEc:gam:jmathe:v:12:y:2024:i:3:p:485-:d:1332374.

   Full description at Econpapers || Download paper

2. Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado. (2024). Jose, Alvarez-Garcia ; de la Cruz, Maria ; de la Torre-Torres, Oscar V.
   In: Agriculture.
   RePEc:gam:jagris:v:14:y:2024:i:10:p:1692-:d:1486977.

   Full description at Econpapers || Download paper

3. Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Liu, Yanqiong ; Feng, Yanhong ; Wang, Xiaolei ; Chen, Shuanglian.
   In: Energies.
   RePEc:gam:jeners:v:15:y:2022:i:12:p:4294-:d:836743.

   Full description at Econpapers || Download paper

4. Optimal quantile hedging under Markov regime switching. (2021). Wang, Ziling ; Yu, Xiaojian ; Lien, Donald.
   In: Empirical Economics.
   RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01831-5.

   Full description at Econpapers || Download paper

5. Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

   Full description at Econpapers || Download paper

6. The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Niu, Tianjiao ; Wang, LU ; Ma, Feng ; Liang, Chao.
   In: Energy Economics.
   RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

   Full description at Econpapers || Download paper

7. Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Ma, YU ; Zhang, Yang.
   In: Energy Economics.
   RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712.

   Full description at Econpapers || Download paper

8. Macroeconomic uncertainty and natural gas prices: Revisiting the Asian Premium. (2021). Shen, Yifan ; Shi, Xunpeng.
   In: Energy Economics.
   RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304217.

   Full description at Econpapers || Download paper

9. Investor trading behavior on agricultural future prices. (2019). Zhang, Rixin ; Zhou, Liyun ; Huang, Jialiang.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

   Full description at Econpapers || Download paper

10. Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets. (2018). Fizaine, Florian.
    In: Post-Print.
    RePEc:hal:journl:halshs-01957410.

    Full description at Econpapers || Download paper

11. Multi-step-ahead crude oil price forecasting using a hybrid grey wave model. (2018). Chen, Yanhui ; Zhang, Chuan ; Zheng, Aibing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:501:y:2018:i:c:p:98-110.

    Full description at Econpapers || Download paper

12. Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets. (2018). Fizaine, Florian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:59:y:2018:i:c:p:379-388.

    Full description at Econpapers || Download paper

13. Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Shi, Xunpeng ; Wang, Tiantian ; Liu, Jia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

    Full description at Econpapers || Download paper

14. What drives long-term oil market volatility? Fundamentals versus speculation. (2016). Yin, Libo ; Zhou, Yimin.
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:201620.

    Full description at Econpapers || Download paper

15. What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20162.

    Full description at Econpapers || Download paper

16. The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach. (2016). Razafindrabe, Tovonony ; HACHE, Emmanuel ; Bremond, Vincent.
    In: European Journal of Comparative Economics.
    RePEc:liu:liucej:v:13:y:2016:i:1:p:97-131.

    Full description at Econpapers || Download paper

17. Energy expenditure, economic growth, and the minimum EROI of society. (2016). Fizaine, Florian ; Court, Victor.
    In: Energy Policy.
    RePEc:eee:enepol:v:95:y:2016:i:c:p:172-186.

    Full description at Econpapers || Download paper

18. Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Wang, Yudong ; Liu, LI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

    Full description at Econpapers || Download paper

19. Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. (2016). Mikropoulou, Christina ; KYRTSOU, Catherine ; Papana, Angeliki.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246.

    Full description at Econpapers || Download paper

20. Psychological barriers in oil futures markets. (2016). lucey, brian ; Dowling, Michael ; Cummins, Mark.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:293-304.

    Full description at Econpapers || Download paper

21. On the link between oil price and exchange rate : A time-varying VAR parameter approach. (2015). Razafindrabe, Tovonony ; HACHE, Emmanuel ; Bremond, Vincent.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03206684.

    Full description at Econpapers || Download paper

22. Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lee, Hsiang-Tai ; Lien, Donald.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:32-44.

    Full description at Econpapers || Download paper

23. Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries. (2015). Khalifa, Ahmed ; Demirer, Riza ; Jategaonkar, Shrikant P. ; Khalifa, Ahmed A. A., .
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:132-140.

    Full description at Econpapers || Download paper

24. The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

    Full description at Econpapers || Download paper

25. Output adjusting cartels facing dynamic, convex demand under uncertainty: The case of OPEC. (2015). Wirl, Franz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:307-316.

    Full description at Econpapers || Download paper

26. Switching impacts of the output gap on inflation: Evidence from Canada, the UK and the US. (2014). Valadkhani, Abbas.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:270-285.

    Full description at Econpapers || Download paper

27. On the link between oil and commodity prices: a panel VAR approach. (2013). Joëts, Marc ; HACHE, Emmanuel ; Bremond, Vincent.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02474855.

    Full description at Econpapers || Download paper

28. Speculative trading and WTI crude oil futures price movement: An empirical analysis. (2013). Zhang, Yue-Jun.
    In: Applied Energy.
    RePEc:eee:appene:v:107:y:2013:i:c:p:394-402.

    Full description at Econpapers || Download paper

1. Chevalier, J.-M. Rapport du groupe de travail sur la volatilité des prix du pétrole, Ministère de l'Économie de l'Industrie et de l'Emploi. 2010 :

2. Chevillon, G. ; Rifflart, C. Physical market determinants of the price of crude oil and the market premium. 2009 Energ. Econ.. 31 537-549

3. Cifarelli, G. ; Paladino, G. Oil price dynamics and speculation. A multivariate financial approach. 2010 Energ. Econ.. 32 363-372

4. Fan, Y. ; Xu, J.-H. What has driven oil prices since 2000? A structural change perspective. 2011 Energ. Econ.. 33 1082-1094

5. Fattouh, B. Basis variation and the role of inventories: evidence from the crude oil market, Oxford Energy Studies, WPM n°38. 2009 :
   Paper not yet in RePEc: Add citation now
   
6. Fattouh, B. Oil market dynamics through the lens of the 2002–2009 price cycle, Oxford Energy Studies, WPM n°39. 2010 :
   Paper not yet in RePEc: Add citation now
   

7. Gregory, A.W. ; Hansen, B.E. Residual-based tests for cointegration in models with regime shifts. 1996 J. Econ.. 70 99-126

8. Gregory, A.W. ; Hansen, B.E. Tests for cointegration in models with regime and trend shifts. 1996 Oxf. Bull. Econ. Stat.. 58 555-559

9. Hamilton, J.D. Understanding crude oil prices. 2009 Energ. J.. 30 179-206

10. Henriques, I. ; Sadorsky, P. The effect of oil price volatility on strategic investment. 2011 Energ. Econ.. 33 79-87

11. Kaufman, R.K. ; Ullman, B. Oil prices, speculation, and fundamentals, interpreting causal relations among spot and future prices. 2009 Energ. Econ.. 31 550-558

12. Kaufmann, R.K. The role of market fundamentals and speculation in recent price changes for crude oil. 2011 Energ. Policy. 39 105-115

13. Kesicki, F. The third oil price surge —what's different this time?. 2010 Energ. Policy. 38 1596-1606

14. Krugman, P., 2008. The Oil Nonbubble, New York Times.
    Paper not yet in RePEc: Add citation now
    

15. Lautier, D. Term structure models of commodity prices: a review. 2005 J. Altern. Invest.. 8 42-64

16. Lescaroux, F. The petroleum market: the ongoing oil price “shock” and the next “counter-shock”. 2010 Int. Econ.. 121 99-130

17. Masters, M.W. Testimony before the Committee on Homeland Security and Governmental Affairs. 2008 United States Senate:
    Paper not yet in RePEc: Add citation now
    
18. Masters, M.W. ; White, A.K. The accidental hunt brothers — act 2: index speculators have been a major cause of the recent drop in oil prices. 2008 En : Special Report September 10. :
    Paper not yet in RePEc: Add citation now
    
19. Masters, M.W. ; White, A.K. The accidental hunt brothers: how institutional investors are driving up food and energy prices. 2008 En : Special Report July 31. :
    Paper not yet in RePEc: Add citation now
    
20. Medlock, K.B. ; Jaffe, A.M. Who is in the oil futures markets and how has it changed?. 2009 En : James A. Baker III, Institute for Public Policy. Rice University:
    Paper not yet in RePEc: Add citation now
    

21. Mignon, V. Les liens entre les fluctuations du prix du pétrole et du taux de change du dollar. 2009 Revue Econ. Finance. 94 187-195

22. Perron, P. Further evidence on breaking trend functions in macroeconomic variables. 1997 J. Econ.. 80 355-385

23. Perron, P. ; Vogelsang, J. Non stationarity and level shifts with an application to purchasing power parity. 1992 J. Bus. Econ. Stat.. 10 301-320

24. Perron, P. ; Vogelsang, J. Testing for a unit root in a time series with a changing mean: corrections and extensions. 1992 J. Bus. Econ. Stat.. 10 467-470

25. Pierru, A. ; Babusiaux, D. Speculation without Oil Stockpiling as a Signature: a Dynamic Perspective. 2010 MIT-CEEPR:

26. Regnier, E. Oil and energy price volatility. 2007 Energ. Econ.. 29 405-427

27. Robles, M. ; Torero, M. ; Von Braun, J. When speculation matters. 2009 En : . :

28. Smith, J.L. World oil: market or mayhem?. 2009 J. Econ. Perspect.,Am. Econ. Assoc.. 23 145-164

29. Tokic, D. Speculation and the 2008 oil bubble: the DCOT report analysis. 2012 Energ. Policy. 45 541-550

30. Weiner, R.J. Do birds of a feather flock together? Speculator herding in the world oil market. 2006 En : Discussion Papers dp-06-31, Resources For the Future. :

31. Weiner, R.J. Do crises tear the fabric of oil trade?. 2006 En : Discussion Papers dp-06-16, Resources For the Future. :

32. Weiner, R.J. Speculation in international crises: report from the Gulf. 2005 J. Int. Bus. Stud.. 36 576-587

33. Zivot, E. ; Andrews, D. Further evidence on the great crash, the oil price shock and the unit root test hypothesis. 1992 J. Bus. Econ. Stat.. 10 251-270

1. Early Warning Systems for World Energy Crises. (2024). Yoku, Turgut.
   In: Sustainability.
   RePEc:gam:jsusta:v:16:y:2024:i:6:p:2284-:d:1354110.

   Full description at Econpapers || Download paper

2. Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

   Full description at Econpapers || Download paper

3. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408.

   Full description at Econpapers || Download paper

4. Social and environmental events disrupt the relation between motor gasoline prices and market fundamentals. (2023). Kaufmann, Robert ; Schroer, Colter.
   In: Energy Economics.
   RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004127.

   Full description at Econpapers || Download paper

5. On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). PARK, DONGHYUN ; LE, Thai-Ha ; Boubaker, Sabri ; Bui, Manh Tien.
   In: Energy Economics.
   RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

   Full description at Econpapers || Download paper

6. The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Siddiqui, Taufeeque Ahmad ; Naushad, Mohammad ; Ahmed, Haseen.
   In: International Journal of Energy Economics and Policy.
   RePEc:eco:journ2:2023-03-63.

   Full description at Econpapers || Download paper

7. Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A ; Alola, Andrew A.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004974.

   Full description at Econpapers || Download paper

8. Assessing Dynamism of Crude Oil Demand in Middle-Income Countries of South Asia: A Panel Data Investigation. (2021). Sharma, Rajesh ; Kumar, Suresh D ; Kautish, Pradeep.
   In: Global Business Review.
   RePEc:sae:globus:v:22:y:2021:i:1:p:169-183.

   Full description at Econpapers || Download paper

9. Oil and the U.S. Stock Market: Implications for Low Carbon Policies. (2021). Panagiotidis, Theodore ; Kaufmann, Robert ; Dergiades, Theologos ; Arampatzidis, Ioannis.
   In: Working Paper series.
   RePEc:rim:rimwps:21-19.

   Full description at Econpapers || Download paper

10. Oil and the U.S. stock market: Implications for low carbon policies. (2021). Panagiotidis, Theodore ; Kaufmann, Robert ; Dergiades, Theologos ; Arampatzidis, Ioannis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004564.

    Full description at Econpapers || Download paper

11. Using four different online media sources to forecast the crude oil price. (2021). Gloor, P A ; Elshendy, M ; Colladon, Fronzetti A ; Battistoni, E.
    In: Papers.
    RePEc:arx:papers:2105.09154.

    Full description at Econpapers || Download paper

12. The role of temporal dependence in factor selection and forecasting oil prices. (2020). Pourahmadi, Mohsen ; Binder, Kyle E ; Mjelde, James W.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1574-9.

    Full description at Econpapers || Download paper

13. Financial liquidity, geopolitics, and oil prices. (2020). Abdel-Latif, Hany ; El-Gamal, Mahmoud.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302634.

    Full description at Econpapers || Download paper

14. Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267.

    Full description at Econpapers || Download paper

15. Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Wdowiński, Piotr ; Socha, Robert ; Wdowiski, Piotr.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2018:i:1:p:103-135.

    Full description at Econpapers || Download paper

16. Financial Liquidity, Geopolitics, and Oil Prices. (2018). El-Gamal, Mahmoud ; Abdel-Latif, Hany.
    In: Working Papers.
    RePEc:erg:wpaper:1255.

    Full description at Econpapers || Download paper

17. Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

    Full description at Econpapers || Download paper

18. Fracking, Wars and Stock Market Crashes: The Price of Oil During the Great Recession. (2018). Hierro, Luis ; Garzon, Antonio J.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2018-02-3.

    Full description at Econpapers || Download paper

19. A Data-Driven Approach for Modeling Stochasticity in Oil Market. (2018). Aghaei, Sina.
    In: Papers.
    RePEc:arx:papers:1805.12110.

    Full description at Econpapers || Download paper

20. Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Wdowiski, Piotr ; Socha, Robert.
    In: Gospodarka Narodowa-The Polish Journal of Economics.
    RePEc:ags:polgne:359151.

    Full description at Econpapers || Download paper

21. Comparative evidence on the value relevance of IFRS-based accounting information in Germany and the UK. (2017). Nwachukwu, Jacinta ; Elshandidy, Tamer ; Abdou, Hussein A ; Elbakry, Ashraf E.
    In: Journal of International Accounting, Auditing and Taxation.
    RePEc:eee:jiaata:v:28:y:2017:i:c:p:10-30.

    Full description at Econpapers || Download paper

22. Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. (2016). Hong, Yongmiao ; Yang, Wei ; Wang, Shouyang ; Han, AI.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:12:p:1917-1928.

    Full description at Econpapers || Download paper

23. EVALUATING THE SHORT RUN EFFECTS OF U.S. CRUDE OIL INVENTORY LEVELS ON WTI CRUDE OIL PRICE FROM 1993 - 2013. (2016). Olasojiand, Tobi ; Acquah-Andoh, Elijah.
    In: Eurasian Journal of Economics and Finance.
    RePEc:ejn:ejefjr:v:4:y:2016:i:3:p:64-84.

    Full description at Econpapers || Download paper

24. Scrutinizing the causality relationships between prices, production and consumption of fossil fuels: A panel data approach. (2016). Yelkenci, Tezer ; Biresselioglu, Mehmet Efe.
    In: Energy.
    RePEc:eee:energy:v:102:y:2016:i:c:p:44-53.

    Full description at Econpapers || Download paper

25. Price differences among crude oils: The private costs of supply disruptions. (2016). Kaufmann, Robert.
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:1-8.

    Full description at Econpapers || Download paper

26. Beta Clustering of Impact of Crude-Oil Prices on the Indian Economy. (2015). Ghosh, Sumit ; Sivakumar, N..
    In: Journal of Applied Management and Investments.
    RePEc:ods:journl:v:4:y:2015:i:1:p:24-34.

    Full description at Econpapers || Download paper

27. What do market-calibrated stochastic processes indicate about the long-term price of crude oil?. (2014). Hahn, Warren J. ; Dyer, James S. ; DiLellio, James A..
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:212-221.

    Full description at Econpapers || Download paper

28. Oil demand shocks reconsidered: A cointegrated vector autoregression. (2014). Kaufmann, Robert ; Kolodzeij, Marek ; Kaufmann, Robert. K., .
    In: Energy Economics.
    RePEc:eee:eneeco:v:41:y:2014:i:c:p:33-40.

    Full description at Econpapers || Download paper

29. Regime-dependent adjustment in energy spot and futures markets. (2014). Czudaj, Robert ; Beckmann, Joscha ; Belke, Ansgar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:400-409.

    Full description at Econpapers || Download paper

30. China’s oil security from the supply chain perspective: A review. (2014). Zhao, Chunfu ; Chen, Bin.
    In: Applied Energy.
    RePEc:eee:appene:v:136:y:2014:i:c:p:269-279.

    Full description at Econpapers || Download paper

31. Forecasting Interval-valued Crude Oil Prices via Autoregressive Conditional Interval Models. (2013). Hong, Yongmiao ; He, Yanan ; Wang, Shouyang ; Han, AI.
    In: Working Papers.
    RePEc:wyi:wpaper:002040.

    Full description at Econpapers || Download paper

32. The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps. (2013). Bernales, Alejandro ; Arrata, William.
    In: Post-Print.
    RePEc:hal:journl:hal-01410748.

    Full description at Econpapers || Download paper

33. The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps. (2013). Arrata, William ; Coudert, Virginie ; Bernales, Alejandro.
    In: SUERF 50th Anniversary Volume Chapters.
    RePEc:erf:erfftc:1-13.

    Full description at Econpapers || Download paper

34. 50 Years of Money and Finance: Lessons and Challenges. (2013). Blanco, Roberto ; de Haan, Jakob ; McCauley, Robert N. ; Ma, Guonan ; Molyneux, Philip ; Gnan, Ernest ; Atkinson, Paul ; Masciandaro, Donato ; Jackson, Patricia ; Llewellyn, David T. ; Thygesen, Niels C. ; Pattipeilohy, Christiaan ; Tabbae, Mostafa ; Goodhart, Charles ; White, William R. ; Balling, Morten ; Roulet, Caroline ; Arrata, William ; Quintyn, Marc ; Bernales, Alejandro ; van den End, Willem ; Ayuso, Juan ; Blundell-Wignall, Adrian ; Coudert, Virginie ; Frost, Jon.
    In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges.
    RePEc:erf:erffft:1.

    Full description at Econpapers || Download paper

35. Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

    Full description at Econpapers || Download paper

36. Speculative trading and oil price dynamic: A study of the WTI market. (2013). HACHE, Emmanuel ; Lantz, Frederic.
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:334-340.

    Full description at Econpapers || Download paper

37. Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181.

    Full description at Econpapers || Download paper

38. Abrupt Changes of Global Oil Price. (2013). Hao, Xiao ; Shubin, Wang ; Jian, Chai.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:1:y:2013:i:1:p:38-59:n:3.

    Full description at Econpapers || Download paper

39. The 2008 commodity price boom: did speculation play a role?. (2012). Ostensson, Olle.
    In: Mineral Economics.
    RePEc:spr:minecn:v:25:y:2012:i:1:p:17-28.

    Full description at Econpapers || Download paper

40. The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach. (2012). Scandizzo, Pasquale ; Dicembrino, Claudio.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:229.

    Full description at Econpapers || Download paper

41. Leverage vs. Feedback: Which Effect Drives the Oil Market?. (2012). Chevallier, Julien ; Aboura, Sofiane.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00720156.

    Full description at Econpapers || Download paper

42. Crude oil price analysis and forecasting using wavelet decomposed ensemble model. (2012). Yu, Lean ; Lai, Kin Keung ; He, Kaijian.
    In: Energy.
    RePEc:eee:energy:v:46:y:2012:i:1:p:564-574.

    Full description at Econpapers || Download paper

43. Explaining crude oil prices using fundamental measures. (2012). Coleman, Les.
    In: Energy Policy.
    RePEc:eee:enepol:v:40:y:2012:i:c:p:318-324.

    Full description at Econpapers || Download paper

44. Oil exploration and perceptions of scarcity: The fallacy of early success. (2012). Jakobsson, Kristofer ; Snowden, Simon ; Aleklett, Kjell ; Li, Chuan-Zhong ; Sderbergh, Bengt .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1226-1233.

    Full description at Econpapers || Download paper

45. Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test. (2012). Czudaj, Robert ; Beckmann, Joscha.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00122.

    Full description at Econpapers || Download paper

46. Oil price volatility: An Econometric Analysis of the WTI Market. (2011). HACHE, Emmanuel ; Lantz, Frederic.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02472326.

    Full description at Econpapers || Download paper

47. The role of market fundamentals and speculation in recent price changes for crude oil. (2011). Kaufmann, Robert.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:1:p:105-115.

    Full description at Econpapers || Download paper

48. Factors influencing future oil and gas prospects in the Arctic. (2011). Harsem, oistein ; Heen, Knut ; Eide, Arne.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:12:p:8037-8045.

    Full description at Econpapers || Download paper

49. What has driven oil prices since 2000? A structural change perspective. (2011). Fan, Ying ; Xu, Jin-Hua.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1082-1094.

    Full description at Econpapers || Download paper

50. The implications for households of environmental tax reform (ETR) in Europe. (2011). Pollitt, Hector ; Ekins, Paul ; Barton, Jennifer ; Blobel, Daniel .
    In: Ecological Economics.
    RePEc:eee:ecolec:v:70:y:2011:i:12:p:2472-2485.

    Full description at Econpapers || Download paper

51. What is driving oil futures prices? Fundamentals versus speculation. (2011). Vansteenkiste, isabel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111371.

    Full description at Econpapers || Download paper

52. Short-term oil models before and during the financial market crisis. (2010). Seitz, Franz ; Clostermann, Jorg ; Keis, Nikolaus.
    In: Arbeitsberichte – Working Papers.
    RePEc:zbw:thiwps:18.

    Full description at Econpapers || Download paper

53. Oil price dynamics: A behavioral finance approach with heterogeneous agents. (2010). Zwinkels, Remco ; ter Ellen, Saskia ; Zwinkels, Remco C. J., .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1427-1434.

    Full description at Econpapers || Download paper

54. An agent-based approach equipped with game theory: Strategic collaboration among learning agents during a dynamic market change in the California electricity crisis. (2010). Sueyoshi, Toshiyuki.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1009-1024.

    Full description at Econpapers || Download paper

55. Modelling risk premia in CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:3:p:717-729.

    Full description at Econpapers || Download paper

56. Too much cocited documents. This list is not complete

Report date: 2025-09-06 08:18:01 || Missing content? Let us know