메뉴 건너뛰기




Volumn 34, Issue 17, 2006, Pages 2736-2743

Forecasting short-run crude oil price using high- and low-inventory variables

Author keywords

Forecast; Petroleum; Price

Indexed keywords

COSTS; CURVE FITTING; FORECASTING; INVENTORY CONTROL; MATHEMATICAL MODELS;

EID: 33747178344     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2005.03.017     Document Type: Article
Times cited : (98)

References (20)
  • 1
    • 0347091090 scopus 로고    scopus 로고
    • US petroleum consumption behavior and oil price uncertainty: tests of cointegration and parameter instability
    • Arize A.C. US petroleum consumption behavior and oil price uncertainty: tests of cointegration and parameter instability. Atlantic Economic Journal 28 4 (2000)
    • (2000) Atlantic Economic Journal , vol.28 , Issue.4
    • Arize, A.C.1
  • 2
    • 0030545897 scopus 로고    scopus 로고
    • On the estimation of short- and long-rum elasticities in US petroleum consumption: comment
    • Bentzen J., and Engsted T. On the estimation of short- and long-rum elasticities in US petroleum consumption: comment. Southern Economic Journal 62 3 (1996)
    • (1996) Southern Economic Journal , vol.62 , Issue.3
    • Bentzen, J.1    Engsted, T.2
  • 3
  • 5
    • 0035581616 scopus 로고    scopus 로고
    • Risk premiums on inventory assets: the case of crude oil and natural gas
    • Considine T.J., and Larson D. Risk premiums on inventory assets: the case of crude oil and natural gas. The Journal of Futures Markets 21 2 (2001)
    • (2001) The Journal of Futures Markets , vol.21 , Issue.2
    • Considine, T.J.1    Larson, D.2
  • 6
    • 33747165558 scopus 로고    scopus 로고
    • Dale, C., Zyren, J., 1997. Petroleum futures markets: volatile prices, controversial functions, stagnant volumes. In: Petroleum 1996: Issues and Trends. DOE/EIA-0615, Washington, DC (Chapter 6).
  • 8
    • 0011003363 scopus 로고
    • Linear rational expectations equilibrium laws of motion for selected US raw material imports
    • Husted S., and Kollintzas T. Linear rational expectations equilibrium laws of motion for selected US raw material imports. International Economics Review 28 3 (1987)
    • (1987) International Economics Review , vol.28 , Issue.3
    • Husted, S.1    Kollintzas, T.2
  • 9
    • 21144463753 scopus 로고
    • A single equation study of US petroleum consumption: the role of model specification
    • Jones C.T. A single equation study of US petroleum consumption: the role of model specification. Southern Economic Journal 59 4 (1993)
    • (1993) Southern Economic Journal , vol.59 , Issue.4
    • Jones, C.T.1
  • 10
    • 0000632793 scopus 로고    scopus 로고
    • Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
    • Michaelides A., and Ng S. Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators. Journal of Econometrics 96 (2000)
    • (2000) Journal of Econometrics , vol.96
    • Michaelides, A.1    Ng, S.2
  • 11
    • 21344484286 scopus 로고
    • Estimation of dynamic nonlinear rational expectations models of primary commodity markets with private and government stockholding
    • Miranda M.J., and Glauber J.W. Estimation of dynamic nonlinear rational expectations models of primary commodity markets with private and government stockholding. Review of Economics and Statistics 75 3 (1993)
    • (1993) Review of Economics and Statistics , vol.75 , Issue.3
    • Miranda, M.J.1    Glauber, J.W.2
  • 12
    • 0000899296 scopus 로고
    • The great crash, the oil price shock, and the unit root hypothesis
    • Perron P. The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57 6 (1989) 1361-1401
    • (1989) Econometrica , vol.57 , Issue.6 , pp. 1361-1401
    • Perron, P.1
  • 13
    • 85077374580 scopus 로고
    • Inventories and the short-run Dynamics of commodity prices
    • Pindyck R.S. Inventories and the short-run Dynamics of commodity prices. Rand Journal of Economics 25 1 (1994)
    • (1994) Rand Journal of Economics , vol.25 , Issue.1
    • Pindyck, R.S.1
  • 14
    • 0035728667 scopus 로고    scopus 로고
    • The dynamics of commodity spot and futures markets: a primer
    • Pindyck R.S. The dynamics of commodity spot and futures markets: a primer. The Energy Journal 22 3 (2001)
    • (2001) The Energy Journal , vol.22 , Issue.3
    • Pindyck, R.S.1
  • 15
    • 33747160131 scopus 로고    scopus 로고
    • Rothman, M., Pfeifer, S., 2003. They Came, they met, and they will come again .... OPEC Update: Energy Commodities-Oil, Merrill Lynch, 11 June 2003.
  • 17
    • 0003250717 scopus 로고
    • Speculative carryover: an empirical examination of the US refined copper market
    • Thurman W.N. Speculative carryover: an empirical examination of the US refined copper market. RAND Journal of Economics 19 3 (1988)
    • (1988) RAND Journal of Economics , vol.19 , Issue.3
    • Thurman, W.N.1
  • 19
    • 21644448071 scopus 로고    scopus 로고
    • Elasticity of demand for relative petroleum inventory in the short run
    • Ye M., Zyren J., and Shore J. Elasticity of demand for relative petroleum inventory in the short run. Atlantic Economic Journal 31 1 (2003)
    • (2003) Atlantic Economic Journal , vol.31 , Issue.1
    • Ye, M.1    Zyren, J.2    Shore, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.