Alaska North Slope crude oil price and the behavior of diesel prices in California

Energy Economics

Volumn 23, Issue 1, 2001, Pages 29-42

  Adrangi, Bahram ^a   Chatrath, Arjun ^a   Raffiee, Kambiz ^b   D Ripple, Ronald ^c  

^a UNIVERSITY OF PORTLAND   (United States)

^b Department of ACC CIS 026   (United States)

^c EDITH COWAN UNIVERSITY   (Australia)

Author keywords

Diesel fuel prices in California; Price of Alaska North Slope crude oil

Indexed keywords

COASTAL ZONES; DIESEL FUELS;

DIESEL PRICES;

CRUDE PETROLEUM;

CRUDE OIL; DIESEL; ENERGY MARKET; PRICE DYNAMICS;

UNITED STATES;

EID: 0035076501     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0140-9883(00)00068-2     Document Type: Article

References (32)

1. A multivariate generalized ARCH approach to modelling risk premia in forward foreign exchange rate market
2. Market statistics and technical analysis: The role of volume
3. Generalized autoregressive conditional heteroskedasticity
4. Asymmetric predictability of conditional variance
5. Volume and autocovariances in short-horizon individual security returns
6. Distribution of the estimators for autoregressive time series with a unit root
7. On cointegration and exchange rate dynamics
8. Autoregressive conditional heteroskedasticity and estimates of the variance of U.K. inflation
9. Measuring and testing the impact of news on volatility
10. Asset pricing with a factor ARCH co-variance structure: Empirical estimates or treasury bills
11. Dominant and satellite markets: A study of dually-traded securities
12. Correlations in price changes and volatility across international stock markets
13. Cointegration, error correction, and price discovery on informationally linked security markets
14. One security, many markets: Determining the contribution to price discovery
15. Testing for nonlinear dependence in exchange rate changes
16. Maximum likelihood estimation and inference on cointegration - with applications to the demand for money
17. Why do markets move together? An investigation of US-Japan stock return comovements
18. Market reactions to anticipated announcements
19. Continuous auctions and insider trading
20. A not with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
21. Alaska North Slope crude oil: When will the US west coast market reflect global market conditions
22. The value of Alaska North Slope crude oil in Asia: Will there be a premium over US market values
23. Is the world oil market 'one great pool
24. Comparing the performance of stock exchange trading systems
25. Information and volatility: The no-arbitrage approach to timing and resolution of irrelevancy
26. The volatility of long-term interest rates and expectations models of term structure
27. Expectations models of the term structure and implied variance bounds
28. Potential value of Alaska North Slope crude oil to China: A refinery modelling analysis
29. ARMA models with ARCH errors
30. On the relationship between volume reaction and consensus of investors: Implications for interpreting tests of information content