THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL

Cited by (1,477)

Items 401–500 of 1,477

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3. Speculative behaviour and oil price predictability
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4. Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting
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9. Does speculation impact what factors determine oil futures prices?
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12. Total, Asymmetric and Frequency Connectedness between Oil and Forex Markets
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18. Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR
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19. Dynamics of Arbitrage
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20. The Econometrics of Oil Market VAR Models
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21. Study of a Novel Self-Thickening Polymer for Improved Oil Recovery
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22. The Grey Paradox: How fossil-fuel owners can benefit from carbon taxation
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23. Regularized Two-Stage Stochastic Variational Inequalities for Cournot-Nash Equilibrium Under Uncertainty
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24. The effects of futures markets on oil spot price volatility in regional US markets
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25. Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model
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26. Monerary Policy Response to Oil Price Shocks
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27. Financials Threaten To Undermine the Functioning of Emissions Markets
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28. Monetary Policy Transmission through Commodity Prices
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29. Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
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30. Forecasting Commodity Prices: Looking for a Benchmark
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32. Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems
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33. OIL PRICE FORECASTS FOR THE LONG TERM: EXPERT OUTLOOKS, MODELS, OR BOTH?
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34. The Coupled Cycles of Geopolitics and Oil Prices
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35. Speculation, planning, and resilience: Case studies from resource-based communities in Western Canada
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36. Analyzing the economic sources of oil price volatility: An out-of-sample perspective
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37. Government spending and heterogeneous consumption dynamics
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38. Global sourcing in oil markets
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39. Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices
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40. Spillover effects of geopolitical risks on global energy markets: Evidence from CoVaR and CAViaR-EGARCH model
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41. Neural network prediction of crude oil futures using B-splines
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42. Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility
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43. Forecasting oil commodity spot price in a data-rich environment
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44. Commodity Price Shocks: Order within Chaos?
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45. The Price of Oil Risk
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46. Macroeconomic impacts on commodity prices: China vs. the United States
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47. Herding and Speculation in the Crude Oil Market
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48. Price volatility and demand for oil: A comparative analysis of developed and developing countries
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49. Predictability of structural co-movement in commodity prices: the role of technical indicators
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50. Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity
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51. The balance sheet effects of oil market shocks: An industry level analysis
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52. The investment-uncertainty relationship in the oil and gas industry
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53. In-situ oil presence sensor using simple-structured upward open-channel microbial fuel cell (UOC-MFC)
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54. Uncertainty-dependent and sign-dependent effects of oil market shocks
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55. Energy price shocks: sweet and sour consequences in developing countries
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56. Why Trade Over-the-Counter? When Investors Want Price Discrimination
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57. Fuel Subsidies, the Oil Market and the World Economy
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58. Speculation and informational efficiency in commodity futures markets
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59. Forecasting interval-valued crude oil prices using asymmetric interval models
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60. Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets
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61. The Illusion of Oil Return Predictability: The Choice of Data Matters!
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62. Speculation in the Oil Market
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63. A World Equilibrium Model of the Oil Market
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64. MACROECONOMIC EFFECTS OF ENERGY PRICE SHOCKS ON THE BUSINESS CYCLE
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65. New estimates of the security costs of U.S. oil consumption
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66. Characteristics of Petroleum Product Prices: A Survey
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67. Which risk factors drive oil futures price curves?
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68. Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach
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69. Identifying money and inflation expectation shocks to real oil prices
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70. How to construct monthly VAR proxies based on daily surprises in futures markets
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71. Taxing fossil fuels under speculative storage
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72. Causes and Implications of Shifts in Financial Participation in Commodity Markets
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73. The Impact of U.S. Supply Shocks on the Global Oil Price
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74. The macroeconomic impact of oil earnings uncertainty: New evidence from analyst forecasts
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75. Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model
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76. The Econometrics of Oil Market VAR Models
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77. Oil Prices, Exchange Rates and Interest Rates
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78. Energy price transmissions during extreme movements
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79. Oil price volatility and interdependency of GCC economies and North East Asian economies
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80. Do structural shocks in the crude oil market affect biofuel prices?
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81. Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
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82. Inflationary effects of oil prices and domestic gasoline prices: Markov-switching-VAR analysis
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84. An Analysis of OPEC’s Strategic Actions, US Shale Growth and the 2014 Oil Price Crash
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85. Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods
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86. The time-varying causal relationship between oil price and unemployment: Evidence from the U.S. and China (EGY 118745)
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87. Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
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88. Commodity price volatility and U.S. monetary policy: Commodity price overshooting revisited
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89. European Systemic Risk Board
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90. The price of crude oil and (conditional) out-of-sample predictability of world industrial production
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91. Oil supply news shock and Chinese economy
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