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Volumn 21, Issue 6, 1999, Pages 517-527

Risk management in the oil industry: Can information on long-run equilibrium prices be utilized?

Author keywords

Error correction models; Oil prices; Risk management

Indexed keywords

COSTS; CRUDE PETROLEUM; ERROR CORRECTION; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; RISK MANAGEMENT;

EID: 0033400477     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0140-9883(99)00023-7     Document Type: Article
Times cited : (64)

References (6)
  • 2
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle R.F., Granger C.W.J. Co-integration and error correction: representation, estimation and testing. Econometrica. 55:1987;251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 4
    • 0030075615 scopus 로고    scopus 로고
    • Price dynamics in refined petroleum spot and futures markets
    • Ng V.K., Pirrong S.C. Price dynamics in refined petroleum spot and futures markets. J. Empirical Fin. 2:1996;359-388.
    • (1996) J. Empirical Fin. , vol.2 , pp. 359-388
    • Ng, V.K.1    Pirrong, S.C.2
  • 5
    • 84978565228 scopus 로고
    • Two-step testing procedure for price discovery role of futures prices
    • Quan J. Two-step testing procedure for price discovery role of futures prices. J. Futures Markets. 12(2):1992;139-149.
    • (1992) J. Futures Markets , vol.12 , Issue.2 , pp. 139-149
    • Quan, J.1
  • 6
    • 84978574509 scopus 로고
    • Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval analysis
    • Schwarz T.V., Szakmary A.C. Price discovery in petroleum markets: arbitrage, cointegration, and the time interval analysis. J. Futures Markets. 14(2):1994;147-167.
    • (1994) J. Futures Markets , vol.14 , Issue.2 , pp. 147-167
    • Schwarz, T.V.1    Szakmary, A.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.