1. What Makes the Oil Pricing Center? The Impact of Futures Markets and Production. (2025). Nagayasu, Jun ; Gong, Junlian.
   In: TUPD Discussion Papers.
   RePEc:toh:tupdaa:71.

   Full description at Econpapers || Download paper

2. Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618.

   Full description at Econpapers || Download paper

3. Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

   Full description at Econpapers || Download paper

4. Impact of geopolitical risks on crude oil security: A copula-based assessment framework. (2025). Wang, Shuang ; Li, Jing.
   In: Energy.
   RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005043.

   Full description at Econpapers || Download paper

5. Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold!. (2024). Nasir, Muhammad Ali ; Huynh, Luu Duc Toan ; Ghabri, Yosra ; Toan, Luu Duc.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1318-1344.

   Full description at Econpapers || Download paper

6. Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach. (2024). le Roux, Sara ; Raheem, Ibrahim D ; Ur, Mobeen.
   In: International Economics.
   RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000829.

   Full description at Econpapers || Download paper

7. Uncertainties and oil price volatility: Can lasso help?. (2024). Li, Xinyu ; Zhong, Ronghao ; Yu, Miao ; Xiao, Meng ; Wu, Meng ; Yuan, Luqi.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013351.

   Full description at Econpapers || Download paper

8. Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan.
   In: Energy.
   RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246.

   Full description at Econpapers || Download paper

9. Detecting the horizontal/vertical price relationship patterns in the global oil industry chain through network analysis. (2024). Feng, Sida ; Sun, Qingru ; Ma, Ning ; Li, Huajiao ; An, Haizhong ; Liu, Yanxin ; Guo, Sui.
   In: Energy.
   RePEc:eee:energy:v:296:y:2024:i:c:s0360544224008260.

   Full description at Econpapers || Download paper

10. Do geopolitical risks always harm energy security? Their non-linear effects and mechanism. (2024). Lee, Chien-Chiang ; Yuan, Zihao ; He, Zhi-Wen ; Xiao, FU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007430.

    Full description at Econpapers || Download paper

11. Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications. (2023). Ding, Zhihua ; Liu, Zhenhua ; Ji, Qiang ; Zhai, Pengxiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001654.

    Full description at Econpapers || Download paper

12. Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Chan, Ying Tung ; Qiao, Hui.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286.

    Full description at Econpapers || Download paper

13. Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

    Full description at Econpapers || Download paper

14. Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

    Full description at Econpapers || Download paper

15. Dynamic volatility spillovers and investment strategies between crude oil, new energy, and resource related sectors. (2023). Luo, Zhuang ; Dai, Zhifeng ; Liu, Chang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003926.

    Full description at Econpapers || Download paper

16. Time-varying jumps in China crude oil futures market impacted by COVID-19 pandemic. (2023). Jiang, Haifeng ; Hu, Genhua.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002180.

    Full description at Econpapers || Download paper

17. Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Zhou, Hegang ; Xu, Chao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

    Full description at Econpapers || Download paper

18. Oil in crisis: What can we learn. (2023). Hassan, M. Kabir ; Kayani, Umar Nawaz ; Hossain, Gazi Farid ; Moussa, Faten.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

    Full description at Econpapers || Download paper

19. Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

    Full description at Econpapers || Download paper

20. Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Duan, Kun ; Chen, Jinyu ; Wen, Fenghua.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

    Full description at Econpapers || Download paper

21. Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

    Full description at Econpapers || Download paper

22. International and Chinese energy markets: Dynamic spillover effects. (2023). Wang, Xiaoyu ; Zhang, Shuquan.
    In: Energy.
    RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021187.

    Full description at Econpapers || Download paper

23. Early warning of critical transitions in crude oil price. (2023). Gao, Xiangyun ; An, Sufang ; Wang, Anjian.
    In: Energy.
    RePEc:eee:energy:v:280:y:2023:i:c:s0360544223014834.

    Full description at Econpapers || Download paper

24. The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel.
    In: Energy.
    RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

    Full description at Econpapers || Download paper

25. Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei ; Bouri, Elie.
    In: Energy.
    RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

    Full description at Econpapers || Download paper

26. How do energy price shocks affect global economic stability? Reflection on geopolitical conflicts. (2023). Shahbaz, Muhammad ; Dong, Kangyin ; Zhao, Jun ; Ni, Guohua ; Wang, BO.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005121.

    Full description at Econpapers || Download paper

27. A new multilayer network for measuring interconnectedness among the energy firms. (2023). Dai, Zhifeng ; Zhang, Xiaotong ; Tang, Rui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

    Full description at Econpapers || Download paper

28. The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis. (2022). Fu, Jiasha ; Qiao, Hui.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:15:y:2022:i:3:d:10.1007_s12076-021-00288-z.

    Full description at Econpapers || Download paper

29. Liability Structure and Carbon Emissions Abatement: Evidence from Chinese Manufacturing Enterprises. (2022). Zhu, Zhitao ; Chen, Yufeng.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:83:y:2022:i:2:d:10.1007_s10640-022-00649-2.

    Full description at Econpapers || Download paper

30. The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains. (2022). Li, Yanbin ; Zhou, Xuejiao ; Zhang, Feng ; Nie, Dan.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:11:p:3927-:d:824614.

    Full description at Econpapers || Download paper

31. Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?. (2022). Xu, Kunliang ; Niu, Hongli.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522004887.

    Full description at Econpapers || Download paper

32. What drive carbon price dynamics in China?. (2022). Zhao, Lili ; Yin, Hua ; Wen, Fenghua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003148.

    Full description at Econpapers || Download paper

33. A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China. (2022). Qin, Zhongfeng ; Wu, Ruirui ; Liu, Bing-Yue.
    In: Energy.
    RePEc:eee:energy:v:254:y:2022:i:pa:s0360544222010799.

    Full description at Econpapers || Download paper

34. The influence of the Shanghai crude oil futures on the global and domestic oil markets. (2022). Qiu, Shushu ; Wang, Jianli ; Yick, Ho Yin.
    In: Energy.
    RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001748.

    Full description at Econpapers || Download paper

35. Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Energy.
    RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

    Full description at Econpapers || Download paper

36. Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). Tian, Tingting ; Lai, Kee-Hung.
    In: Energy Policy.
    RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153.

    Full description at Econpapers || Download paper

37. Givers never lack: Nigerian oil & gas asymmetric network analyses. (2022). Lin, Boqiang ; Okorie, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000901.

    Full description at Econpapers || Download paper

38. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers.
    RePEc:pre:wpaper:202147.

    Full description at Econpapers || Download paper

39. Economic Analysis and Generic Algorithm for Optimizing the Investments Decision-Making Process in Oil Field Development. (2021). Popescu, Catalin ; Gheorghiu, Sorin Alexandru.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:19:p:6119-:d:643331.

    Full description at Econpapers || Download paper

40. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. (2021). Liu, Yun ; Gong, XU ; Wang, Xiong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001277.

    Full description at Econpapers || Download paper

41. Examining the dynamic effect of COVID-19 pandemic on dwindling oil prices using structural vector autoregressive model. (2021). Adam, Shehu U ; Ahmed, Funmilola F ; Adedeji, Abdulkabir N.
    In: Energy.
    RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010616.

    Full description at Econpapers || Download paper

42. Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Zhang, QI ; Di, Peng ; Farnoosh, Arash.
    In: Energy.
    RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991.

    Full description at Econpapers || Download paper

43. Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patterns. (2021). Vellucci, Pierluigi ; Mastroeni, Loretta ; Quaresima, Greta ; Mazzoccoli, Alessandro.
    In: Energy Economics.
    RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303765.

    Full description at Econpapers || Download paper

44. The effects of oil price shocks on inflation in the G7 countries. (2021). Gong, XU ; Zhang, Keli ; Wen, Fenghua.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000279.

    Full description at Econpapers || Download paper

45. Brent–Dubai oil spread: Basic drivers. (2021). Sahin, Serkan ; Berument, Hakan M ; Haliloglu, Ebru Yuksel.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:492-505.

    Full description at Econpapers || Download paper

46. The Spillover Effect between Carbon Emission Trading (CET) Price and Power Company Stock Price in China. (2020). Li, Yanbin ; Nie, Dan.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:16:p:6573-:d:398804.

    Full description at Econpapers || Download paper

47. Are ethanol markets globalized or regionalized?. (2020). Uddin, Gazi ; Kang, Sang Hoon ; Hernandez, Jose Areola ; Dutta, Anupam ; Ahmed, Ali.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437119322617.

    Full description at Econpapers || Download paper

48. Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Liu, Zhenhua ; Wu, Jy S ; Tseng, Hui-Kuan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153.

    Full description at Econpapers || Download paper

49. The European wood pellets for heating market - Price developments, trade and market efficiency. (2020). Lamers, Patrick ; Olsson, Olle ; Kranzl, Lukas ; Schipfer, Fabian.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317448.

    Full description at Econpapers || Download paper

50. Self-similar behaviors in the crude oil market. (2020). Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao ; Wen, Shaobo.
    In: Energy.
    RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

    Full description at Econpapers || Download paper

51. Energy market prediction with novel long short-term memory network: Case study of energy futures index volatility. (2020). Zhang, Lihong ; Wang, Jun.
    In: Energy.
    RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317424.

    Full description at Econpapers || Download paper

52. Windowed volatility spillover effects among crude oil prices. (2020). Gao, Xiangyun ; An, Sufang ; Liu, Siyao ; Sun, Qingru.
    In: Energy.
    RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306289.

    Full description at Econpapers || Download paper

53. On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Ji, Qiang ; Klein, Tony ; Todorova, Neda ; Luo, Jiawen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

    Full description at Econpapers || Download paper

54. Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Robertson, John ; Of, Dundee University.
    In: Asian Journal of Economics and Empirical Research.
    RePEc:aoj:ajeaer:2020:p:217-223.

    Full description at Econpapers || Download paper

55. How does the Chinese economy react to uncertainty in international crude oil prices?. (2019). Zhang, Dayong ; Shi, Xunpeng ; Cheng, Dong ; Yu, Jian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:147-164.

    Full description at Econpapers || Download paper

56. Measuring the connectedness of European electricity markets using the network topology of variance decompositions. (2019). Yang, YE ; Peng, Xuerong ; Fang, Libing ; Xiao, Binqing.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313172.

    Full description at Econpapers || Download paper

57. Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Tao, Ran ; Nicoleta-Claudia, Moldovan ; Khan, Khalid ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

    Full description at Econpapers || Download paper

58. Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi.
    In: Energy.
    RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

    Full description at Econpapers || Download paper

59. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ji, Qiang ; Ma, Yan-Ran ; Pan, Jiaofeng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

    Full description at Econpapers || Download paper

60. Information interdependence among energy, cryptocurrency and major commodity markets. (2019). Roubaud, David ; Krištoufek, Ladislav ; Ji, Qiang ; Bouri, Elie ; Kristoufek, Ladislav.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055.

    Full description at Econpapers || Download paper

1. Adelman, M.A. International oil agreements. 1984 Energy J. 5 1-9

2. Antonakakis, N. ; Chatziantoniou, I. ; Filis, G. Dynamic spillovers of oil price shocks and economic policy uncertainty. 2014 Energy Econ. 44 433-447

3. Awartani, B. ; Maghyereh, A.I. Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council countries. 2013 Energy Econ. 36 28-42

4. Bentzen, J. Does OPEC influence crude oil prices? Testing for co-movements and causality between regional crude oil prices. 2007 Appl Econ. 39 1375-1385

5. Chang, C.L. ; McAleer, M. ; Tansuchat, R. Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets. 2010 Energy Econ. 32 1445-1455

6. Chen, K.C. ; Chen, S. ; Wu, L. Price causal relations between China and the world oil markets. 2009 Glob Financ J. 20 107-118

7. Chen, W. ; Huang, Z. ; Yi, Y. Is there a structural change in the persistence of WTI-Brent oil price spreads in the post-2010 period?. 2015 Econ. Model. 50 64-71

8. Chow, H.K. Volatility spillovers and linkages in Asian stock markets. 2017 Emerg Mark Finance Trade. 53 2770-2781

9. Diebold, F.X. ; Yilmaz, K. Financial and macroeconomic connectedness: a network approach to measurement and monitoring. 2015 Oxford University Press:

10. Diebold, F.X. ; Yilmaz, K. Measuring financial asset return and volatility spillovers, with application to global equity markets. 2009 Econ J. 119 158-171

11. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J Econom. 182 119-134

12. Dong, Y. ; Li, K.W. ; Zhang, D. Determinants of Chinese and American outward investment. 2011 Chin Econ. 44 58-78

13. Hammoudeh, S. ; Thompson, M. ; Ewing, B. Threshold cointegration analysis of crude oil benchmarks. 2008 Energy J. 29 79-95

14. Ji, Q. ; Bouri, E. ; Roubaud, D. Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. 2018 Int Rev Financ Anal. 57 1-12

15. Ji, Q. ; Fan, Y. Dynamic integration of world oil prices: a reinvestigation of globalization vs. regionalization. 2015 Appl Energy. 155 171-180
    Paper not yet in RePEc: Add citation now
    

16. Ji, Q. ; Fan, Y. Evolution of the world crude oil market integration: a graph theory analysis. 2016 Energy Econ. 53 90-100

17. Ji, Q. ; Fan, Y. How do China’s oil markets affect other commodity markets both domestically and internationally?. 2016 Financ Res Lett. 19 247-254

18. Ji, Q. ; Geng, J. ; Tiwari, A.K. Information spillovers and connectedness networks in the oil and gas markets. 2018 Energy Econ. 75 71-84

19. Ji, Q. ; Liu, B. ; Fan, Y. Risk dependence of CoVaR and structural change between oil prices and exchange rates: a time-varying copula model. 2018 Energy Econ. -
    Paper not yet in RePEc: Add citation now
    

20. Ji, Q. ; Liu, B. ; Nehler, H. ; Uddin, G.S. Uncertainties and extreme risk spillover in the energy markets: a time-varying copula-based CoVaR approach. 2018 Energy Econ. 76 115-126

21. Ji, Q. ; Xia, T. ; Liu, F. ; Xu, J. The information spillover between carbon price and power sector returns: evidence from the major European electricity companies. 2019 J Clean Prod. 208 1178-1187
    Paper not yet in RePEc: Add citation now
    
22. Ji, Q. ; Zhang, D. China’s crude oil futures: introduction and some stylized facts. 2018 Financ Res Lett. -
    Paper not yet in RePEc: Add citation now
    

23. Ji, Q. ; Zhang, D. How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?. 2019 Energy Policy. 128 114-124

24. Ji, Q. ; Zhang, D. ; Geng, J. Information linkage, dynamic spillovers in prices and volatility between the carbon and energy markets. 2018 J Clean Prod. 198 972-978
    Paper not yet in RePEc: Add citation now
    

25. Ji, Q. ; Zhang, H. ; Zhang, D. The impact of OPEC on East Asian oil import security: a multi-dimensional analysis. 2019 Energy Policy. 126 99-107

26. Kaufmann, R. Price differences among crude oils: the private costs of supply disruptions. 2016 Energy Econ. 56 1-8

27. Kaufmann, R. ; Banerjee, S. A unified world oil market: regions in physical, economic, geographic, and political space. 2014 Energy Policy. 74 235-242

28. Kleit, A.N. Are regional oil markets growing closer together? An arbitrage cost approach. 2001 Energy J J. 22 1-15

29. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J Econom. 74 119-147

30. Li, R. ; Leung, G.C.K. The integration of China into the world crude oil market since 1998. 2011 Energy Policy. 39 5159-5166

31. Lin, B. ; Zheng, Q. Has petroleum pricing reform in China achieved its objective? An empirical study. 2016 Emerg Mark Finance Trade. 52 2837-2845

32. Lin, S.X. ; Tamvakis, M.N. Spillover effects in energy futures markets. 2001 Energy Econ. 23 43-56

33. Liu, L. ; Chen, C. ; Wan, J. Is world oil market “one great pool”? An example from China’s and international oil markets. 2013 Econ Modell. 35 364-373

34. Lu, F. ; Hong, Y. ; Wang, S. ; Lai, K. ; Liu, J. Time-varying Granger tests for applications in global crude oil markets. 2014 Energy Econ. 42 289-298

35. Luo, J. ; Ji, Q. High-frequency volatility connectedness between the US crude oil market and China’s agricultural commodity markets. 2018 Energy Econ. 76 424-438

36. Maghyereh, A.I. ; Awartani, B. ; Bouri, E. The directional volatility connectedness between crude oil and equity markets: new evidence from implied volatility indexes. 2016 Energy Econ. 57 78-93

37. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Econ Lett. 58 17-29

38. Reboredo, J.C. How do crude oil prices co-move? A copula approach. 2011 Energy Econ. 33 948-955

39. Shen, Y. ; Shi, X. ; Variam, H.M.P. Risk transmission mechanism between energy markets: a VAR for VaR approach. 2018 Energy Econ. 75 377-388

40. Shi, X. ; Variam, H.M.P. East Asia’s gas-market failure and distinctive economics—a case study of low oil prices. 2017 Appl Energy. 195 800-809

41. Sims, C.A. Macroeconomics and reality. 1980 Econometrica. 48 1-48

42. Weiner, R.J. Is the world oil market one great pool?. 1991 Energy J. 12 95-107

43. Wlazlowski, S. ; Hagströmer, B. ; Giulietti, M. Causality in crude oil prices. 2011 Appl Econ. 43 3337-3347

44. Wu, G. ; Wei, Y.M. ; Fan, Y. ; Liu, L.C. An empirical analysis of the risk of crude oil imports in China using improved portfolio approach. 2007 Energy Policy. 35 4190-4199

45. Zhang, D. Oil shocks and stock markets revisited: measuring connectedness from a global perspective. 2017 Energy Econ. 62 323-333

46. Zhang, D. ; Broadstock, D. Global financial crisis and rising connectedness in the international commodity markets. 2018 Int Rev Financ Anal. -
    Paper not yet in RePEc: Add citation now
    

47. Zhang, D. ; Ji, Q. Further evidence on the debate of oil-gas price decoupling: a long memory approach. 2018 Energy Policy. 113 68-75

48. Zhang, D. ; Lei, L. ; Ji, Q. ; Kutan, A.M. Economic policy uncertainty in the US and China and their impact on the global markets. 2018 Econ Modell. -
    Paper not yet in RePEc: Add citation now
    

49. Zhang, D. ; Shi, M. ; Shi, X. Oil indexation, market fundamentals, and natural gas prices: an investigation of the Asian premium in natural gas trade. 2018 Energy Econ. 69 33-41

50. Zhou, X. ; Zhang, W. ; Zhang, J. Volatility spillovers between the Chinese and world equity markets. 2012 Pac Basin Finance J. 20 247-270

1. Determinants of the WTI‐Brent price spread revisited. (2021). Geyerklingeberg, Jerome ; Rathgeber, Andreas W.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:5:p:736-757.

   Full description at Econpapers || Download paper

2. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis.
   In: Working Papers.
   RePEc:pre:wpaper:202147.

   Full description at Econpapers || Download paper

3. Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Zhang, QI ; Di, Peng ; Farnoosh, Arash.
   In: Energy.
   RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991.

   Full description at Econpapers || Download paper

4. Windowed volatility spillover effects among crude oil prices. (2020). Gao, Xiangyun ; An, Sufang ; Liu, Siyao ; Sun, Qingru.
   In: Energy.
   RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306289.

   Full description at Econpapers || Download paper

5. Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices. (2019). Galay, Gregory.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317302015.

   Full description at Econpapers || Download paper

6. Dynamic transmission mechanisms in global crude oil prices: Estimation and implications. (2019). Zhang, Dayong ; Kutan, Ali ; Ji, Qiang.
   In: Energy.
   RePEc:eee:energy:v:175:y:2019:i:c:p:1181-1193.

   Full description at Econpapers || Download paper

7. Integración entre mercados de petróleo de diferente calidad con base en las correlaciones condicionales dinámicas. (2019). de Jesus-Gutierrez, Raul.
   In: Revista Finanzas y Politica Economica.
   RePEc:col:000443:018462.

   Full description at Econpapers || Download paper

8. Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis. (2018). Tiwari, Aviral ; Dar, Arif ; Bhanja, Niyati.
   In: Journal of Business Cycle Research.
   RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0028-y.

   Full description at Econpapers || Download paper

9. Early warning model based on correlated networks in global crude oil markets. (2018). Jiang, Zhi-Qiang ; Xie, Wen-Jie ; Yu, Jia-Wei.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:490:y:2018:i:c:p:1335-1343.

   Full description at Econpapers || Download paper

10. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

    Full description at Econpapers || Download paper

11. The impact of spatial price differences on oil sands investments. (2018). Galay, Gregory.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:170-184.

    Full description at Econpapers || Download paper

12. A Markov regime-switching model of crude oil market integration. (2017). Kuck, Konstantin ; Schweikert, Karsten.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:6:y:2017:i:c:p:16-31.

    Full description at Econpapers || Download paper

13. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Wang, Yudong ; Feng, Jia Bao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

    Full description at Econpapers || Download paper

14. “Asian premium” or “North Atlantic discount”: Does geographical diversification in oil trade always impose costs?. (2017). Al-Rashed, Yazeed ; Doshi, Tilak K ; Alkathiri, Nader ; Murphy, Frederic H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:411-420.

    Full description at Econpapers || Download paper

15. Price volatility and demand for oil: A comparative analysis of developed and developing countries. (2017). Jamasb, Tooraj ; Jobling, Andrew.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:53:y:2017:i:c:p:96-113.

    Full description at Econpapers || Download paper

16. Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Huang, Xuan ; Jia, Xiaoliang ; Wang, Lijun.
    In: Applied Energy.
    RePEc:eee:appene:v:185:y:2017:i:p2:p:1788-1798.

    Full description at Econpapers || Download paper

17. The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils. (2017). Azar, Samih Antoine ; Salha, Angelic .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2017-01-05.

    Full description at Econpapers || Download paper

18. The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond.
    In: Working Papers.
    RePEc:cui:wpaper:0021.

    Full description at Econpapers || Download paper

19. Correlation structure and principal components in the global crude oil market. (2016). Zhou, Wei-Xing ; Dai, Yue-Hua ; Xie, Wen-Jie ; Jiang, George J.
    In: Empirical Economics.
    RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1057-1.

    Full description at Econpapers || Download paper

20. Forecasting crude oil market volatility: A Markov switching multifractal volatility approach. (2016). Wang, Yudong ; Yang, LI ; Wu, Chongfeng.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:1:p:1-9.

    Full description at Econpapers || Download paper

21. The global interdependence among oil-equity nexuses. (2016). Jia, Xiaoliang ; Gao, Xiangyun ; Huang, Shupei ; Wen, Shaobo.
    In: Energy.
    RePEc:eee:energy:v:107:y:2016:i:c:p:259-271.

    Full description at Econpapers || Download paper

22. Evolution of the world crude oil market integration: A graph theory analysis. (2016). Ji, Qiang ; Fan, Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:90-100.

    Full description at Econpapers || Download paper

23. The Relationship between Crude Oil and Coal Markets: A New Approach. (2016). Zamani, Narjes .
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2016-04-17.

    Full description at Econpapers || Download paper

24. Political oil import diversification by financial and commercial traders. (2015). Tsui, Kevin ; Kashcheeva, Mila.
    In: Energy Policy.
    RePEc:eee:enepol:v:82:y:2015:i:c:p:289-297.

    Full description at Econpapers || Download paper

25. How do correlations of crude oil prices co-move? A grey correlation-based wavelet perspective. (2015). Sun, Xiaoqi ; Huang, Xuan ; Jia, Xiaoliang ; Fang, Wei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:588-598.

    Full description at Econpapers || Download paper

26. Industry co-movements of American depository receipts: Evidences from the copula approaches. (2015). Lee, Chien-Chiang ; Chen, Mei-Ping ; Chang, Chi-Hung.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:301-314.

    Full description at Econpapers || Download paper

27. West Texas Intermediate and Brent Spread during Organization of the Petroleum Exporting Countries Supply Disruptions. (2015). Omar, Ayman.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-03-08.

    Full description at Econpapers || Download paper

28. Testing the International Crude Oil Market Integration with Structural Breaks. (2015). Aruga, Kentaka.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00657.

    Full description at Econpapers || Download paper

29. Price Volatility and Demand for Oil: A Comparative Analysis of Developed and Developing Countries. (2015). Jamasb, Tooraj ; Jobling, Andrew.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1512.

    Full description at Econpapers || Download paper

30. Petro-Nationalism: The Futile Search for Oil Security. (2015). Griffin, James M.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-si1-griffin.

    Full description at Econpapers || Download paper

31. A unified world oil market: Regions in physical, economic, geographic, and political space. (2014). Kaufmann, Robert ; Banerjee, Shayan .
    In: Energy Policy.
    RePEc:eee:enepol:v:74:y:2014:i:c:p:235-242.

    Full description at Econpapers || Download paper

32. Crude oil price differentials, product heterogeneity and institutional arrangements. (2014). Otero, Jesus ; Iregui, Ana ; Giulietti, Monica.
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s28-s32.

    Full description at Econpapers || Download paper

33. Correlation structure and principal components in global crude oil market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Dai, Yue-Hua ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1405.5000.

    Full description at Econpapers || Download paper

34. Dynamic Adjustment of Crude Oil Price Spreads. (2014). Ghoshray, Atanu ; Trifonova, Tatiana.
    In: The Energy Journal.
    RePEc:aen:journl:ej35-1-07.

    Full description at Econpapers || Download paper

35. Energy security implications of a national low carbon fuel standard. (2013). Rubin, Jonathan ; Leiby, Paul N..
    In: Energy Policy.
    RePEc:eee:enepol:v:56:y:2013:i:c:p:29-40.

    Full description at Econpapers || Download paper

36. Is world oil market “one great pool”?: An example from Chinas and international oil markets. (2013). Liu, LI ; Wan, Jieqiu ; Chen, Ching-Cheng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:364-373.

    Full description at Econpapers || Download paper

37. Testing for Granger causality in distribution tails: An application to oil markets integration. (2013). Tokpavi, Sessi ; Joëts, Marc ; Candelon, Bertrand ; Joets, Marc.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:276-285.

    Full description at Econpapers || Download paper

38. Cointegration in the Oil Market among Regional Blends. (2013). Wilmot, Neil.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2013-04-26.

    Full description at Econpapers || Download paper

39. Testing for crude oil markets globalization during extreme price movements. (2012). Tokpavi, Sessi ; Joëts, Marc ; Candelon, Bertrand.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-28.

    Full description at Econpapers || Download paper

40. Geopolitics, Global Patterns of Oil Trade, and China¡¦s Oil Security Quest. (2011). Tsui, Kevin ; Tang, Heiwai ; Mityakov, Sergey.
    In: Working Papers.
    RePEc:hkm:wpaper:322011.

    Full description at Econpapers || Download paper

41. The integration of China into the world crude oil market since 1998. (2011). Li, Raymond ; Leung, Guy ; Leung, Guy C. K., .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:5159-5166.

    Full description at Econpapers || Download paper

42. 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

43. How do crude oil prices co-move?: A copula approach. (2011). Reboredo, Juan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:948-955.

    Full description at Econpapers || Download paper

44. The dynamics of crude oil price differentials. (2010). Fattouh, Bassam.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:334-342.

    Full description at Econpapers || Download paper

45. Horizontal and vertical transmissions in the US oil supply chain. (2009). Kaufmann, Robert ; Dees, Stephane.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:2:p:644-650.

    Full description at Econpapers || Download paper

46. Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices. (2009). Kaufmann, Robert ; Ullman, Ben .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:4:p:550-558.

    Full description at Econpapers || Download paper

47. The Future of World Oil Prices: Some Keys to the Puzzle. (2007). Griffin, James M..
    In: 2007 NAAMIC Workshop IV: Contemporary Drivers of Integration.
    RePEc:ags:naam07:163898.

    Full description at Econpapers || Download paper

48. Transatlantic Natural Gas Price and Oil Price Relationships - An Empirical Analysis. (2006). Neumann, Anne ; Vasquez, Claudia Ines.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02468454.

    Full description at Econpapers || Download paper

49. Modeling and forecasting cointegrated relationships among heavy oil and product prices. (2005). Manera, Matteo ; Lanza, Alessandro ; Giovannini, Massimo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:27:y:2005:i:6:p:831-848.

    Full description at Econpapers || Download paper

50. Cooperative policies among the North, the South, and OPEC : an optimal control approach. (1984). Pauly, Paul ; Marquez, Jaime R..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:247.

    Full description at Econpapers || Download paper

Report date: 2025-09-07 06:33:24 || Missing content? Let us know