-
1
-
-
70349400695
-
Futures versus Univariate Forecast of Crude Oil Prices
-
Abosedra, S. (2005), "Futures versus Univariate Forecast of Crude Oil Prices", OPEC Review 29, 231-241.
-
(2005)
OPEC Review
, vol.29
, pp. 231-241
-
-
Abosedra, S.1
-
2
-
-
0005091662
-
Don't Look Back
-
Barone-Adesi, G., F. Bourgoin and K. Giannopoulos (1998), "Don't Look Back", Risk 11, 100-104.
-
(1998)
Risk
, vol.11
, pp. 100-104
-
-
Barone-Adesi, G.1
Bourgoin, F.2
Giannopoulos, K.3
-
3
-
-
0040074923
-
A Comparison of Petroleum Futures versus Spot Prices as Predictors of Prices in the Future
-
Bopp, A. E., and G. M. Lady (1991), "A Comparison of Petroleum Futures versus Spot Prices as Predictors of Prices in the Future", Energy Economics 13, 274-282.
-
(1991)
Energy Economics
, vol.13
, pp. 274-282
-
-
Bopp, A.E.1
Lady, G.M.2
-
5
-
-
33750030534
-
-
NBER Working Paper 11033
-
Chin, M. D., M. LeBlanch and O. Coibion (2005), The Predictive Content of Energy Futures: An Update on Petroluem, Natural Gas, Heating Oil and Gasoline, NBER Working Paper 11033.
-
(2005)
The Predictive Content of Energy Futures: An Update on Petroluem, Natural Gas, Heating Oil and Gasoline
-
-
Chin, M.D.1
LeBlanch, M.2
Coibion, O.3
-
6
-
-
0038630917
-
Implementing a Stochastic Model for Oil Futures Prices
-
Cortazar, G. and E. S. Schwartz (2005), "Implementing a Stochastic Model for Oil Futures Prices", Energy Economics 25, 215-238.
-
(2005)
Energy Economics
, vol.25
, pp. 215-238
-
-
Cortazar, G.1
Schwartz, E.S.2
-
7
-
-
33750177884
-
Modelling the World Oil Market: Assessment of a Quarterly Econometric Model
-
Dees, S., P. Karadeloglou, R. K. Kaufmann and M. Sanchez (2007), "Modelling the World Oil Market: Assessment of a Quarterly Econometric Model", Energy Policy 35, 178-191.
-
(2007)
Energy Policy
, vol.35
, pp. 178-191
-
-
Dees, S.1
Karadeloglou, P.2
Kaufmann, R.K.3
Sanchez, M.4
-
8
-
-
0002344794
-
Bootstrap Methods: Another Look at the Jackknife
-
Efron, B. (1979), "Bootstrap Methods: Another Look at the Jackknife", Annals of Statistics 7, 1-26.
-
(1979)
Annals of Statistics
, vol.7
, pp. 1-26
-
-
Efron, B.1
-
9
-
-
70349391338
-
-
EIA, Energy Information Administration, Washington DC
-
Energy Information Administration (EIA, 2008), International Energy Outlook,Washington DC
-
(2008)
International Energy Outlook
-
-
-
10
-
-
33744787265
-
-
Energy Information Administration, EIA, Washington DC
-
Energy Information Administration (EIA, 2009), Short-term Energy Outlook,Washington DC
-
(2009)
Short-term Energy Outlook
-
-
-
11
-
-
0000013567
-
Co-integration and Error Correction: Representation, Estimation and Testing
-
Engle, R. F. and C.W. J. Granger (1987), "Co-integration and Error Correction: Representation, Estimation and Testing", Econometrica 55, 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
12
-
-
0001652452
-
The Behaviour of Stock Market Prices
-
Fama, E. F. (1965),"The Behaviour of Stock Market Prices", Journal of Business 38, 420-429.
-
(1965)
Journal of Business
, vol.38
, pp. 420-429
-
-
Fama, E.F.1
-
13
-
-
0002753132
-
Commodity Future Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
-
Fama, E. F. and K. R. French (1987), "Commodity Future Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage", The Journal of Business 60, 55-73.
-
(1987)
The Journal of Business
, vol.60
, pp. 55-73
-
-
Fama, E.F.1
French, K.R.2
-
17
-
-
0012898787
-
A Model of the World Oil Market for Project LINK: Integrating Economics, Geology, and Politics
-
Kaufmann, R. K. (1995), "A Model of the World Oil Market for Project LINK: Integrating Economics, Geology, and Politics", Economic Modelling 12, 165-178.
-
(1995)
Economic Modelling
, vol.12
, pp. 165-178
-
-
Kaufmann, R.K.1
-
18
-
-
14044279859
-
Does OPEC Matter? An Econometric Analysis of Oil Prices
-
Kaufmann, R. K. (2004), Does OPEC Matter? An Econometric Analysis of Oil Prices", The Energy Journal 25, 67-91.
-
(2004)
The Energy Journal
, vol.25
, pp. 67-91
-
-
Kaufmann, R.K.1
-
20
-
-
67349138355
-
Explaining the So-called 'Price Premium' in Oil Markets
-
Merino, A. and A. Ortiz (2005), "Explaining the So-called 'Price Premium' in Oil Markets", OPEC Review 29, 133-152.
-
(2005)
OPEC Review
, vol.29
, pp. 133-152
-
-
Merino, A.1
Ortiz, A.2
-
21
-
-
38149148505
-
Unbiasedness and Time Varying Risk Premia in the Crude Oil Futures Market
-
Moosa, I. A., and N. E. Al-Loughani (1994), "Unbiasedness and Time Varying Risk Premia in the Crude Oil Futures Market", Energy Economics 16, 99-105.
-
(1994)
Energy Economics
, vol.16
, pp. 99-105
-
-
Moosa, I.A.1
Al-Loughani, N.E.2
-
22
-
-
0035339792
-
A Semiparametric Approach to Short-term Oil Price Forecasting
-
Morana, C. (2001), "A Semiparametric Approach to Short-term Oil Price Forecasting", Energy Economics 23, 325-338.
-
(2001)
Energy Economics
, vol.23
, pp. 325-338
-
-
Morana, C.1
-
23
-
-
56949091216
-
Forecasting Oil Price Movements with Crack Spread Futures
-
Murat, A. and E. Tokat (2009), "Forecasting Oil Price Movements with Crack Spread Futures", Energy Economics 31, 85-90.
-
(2009)
Energy Economics
, vol.31
, pp. 85-90
-
-
Murat, A.1
Tokat, E.2
-
25
-
-
0032673708
-
The Long-run Evolution of Energy Prices
-
Pindyck, R. S. (1999), "The Long-run Evolution of Energy Prices", The Energy Journal 20, 1-27.
-
(1999)
The Energy Journal
, vol.20
, pp. 1-27
-
-
Pindyck, R.S.1
-
27
-
-
0027077113
-
Oil Futures and Spot Markets
-
Samii, M. V. (1992), "Oil Futures and Spot Markets", OPEC Review 4, 409-417.
-
(1992)
OPEC Review
, vol.4
, pp. 409-417
-
-
Samii, M.V.1
-
28
-
-
58549120744
-
Evaluating Information in Multiple Horizon Forecasts: The DOE's Energy Price Forecasts
-
Sanders, D. R., M. R. Manfredo and K. Boris (2009), "Evaluating Information in Multiple Horizon Forecasts: The DOE's Energy Price Forecasts", Energy Economics 31, 189-196.
-
(2009)
Energy Economics
, vol.31
, pp. 189-196
-
-
Sanders, D.R.1
Manfredo, M.R.2
Boris, K.3
-
29
-
-
0034229554
-
Short-term Variations and Long-term Dynamics in Commodity Prices
-
Schwartz, E. and J. E. Smith (2000); "Short-term Variations and Long-term Dynamics in Commodity Prices", Management Science 46, 893-911.
-
(2000)
Management Science
, vol.46
, pp. 893-911
-
-
Schwartz, E.1
Smith, J.E.2
-
30
-
-
0000792991
-
The Stochastic Behaviour of Commodity Prices: Implications for Valuation and Hedging
-
Schwartz, E. and J. E. Smith (1997), "The Stochastic Behaviour of Commodity Prices: Implications for Valuation and Hedging" Journal of Finance 51, 923-973.
-
(1997)
Journal of Finance
, vol.51
, pp. 923-973
-
-
Schwartz, E.1
Smith, J.E.2
-
31
-
-
0011573002
-
Rational Expectations, Risk and Efficiency in Energy Futures Markets
-
Serletis A. (1991), "Rational Expectations, Risk and Efficiency in Energy Futures Markets", Energy Economics 13, 111-115.
-
(1991)
Energy Economics
, vol.13
, pp. 111-115
-
-
Serletis, A.1
-
32
-
-
0001527764
-
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
-
Stock, H. J., and Watson M. W. (1993), "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems", Econometrica 61, 783-820.
-
(1993)
Econometrica
, vol.61
, pp. 783-820
-
-
Stock, H.J.1
Watson, M.W.2
-
33
-
-
21644480422
-
Forecasting Crude Oil Spot Price Using OECD Petroleum Inventory Levels
-
Ye, M., J. Zyren and J. Shore (2002), "Forecasting Crude Oil Spot Price Using OECD Petroleum Inventory Levels", International Advances in Economic Research 8, 324-334.
-
(2002)
International Advances in Economic Research
, vol.8
, pp. 324-334
-
-
Ye, M.1
Zyren, J.2
Shore, J.3
-
34
-
-
21644474967
-
A Monthly Crude Oil Spot Price Forecasting Model Using Relative Inventories
-
Ye, M., J. Zyren and J. Shore (2005), A Monthly Crude Oil Spot Price Forecasting Model Using Relative Inventories, International Journal of Forecasting 21, 491-501.
-
(2005)
International Journal of Forecasting
, vol.21
, pp. 491-501
-
-
Ye, M.1
Zyren, J.2
Shore, J.3
-
35
-
-
33747178344
-
Forecasting Short-run Crude Oil Price Using High and Low Inventory Variables
-
Ye, M., J. Zyren and J. Shore (2006), "Forecasting Short-run Crude Oil Price Using High and Low Inventory Variables", Energy Policy 34, 2736-2743.
-
(2006)
Energy Policy
, vol.34
, pp. 2736-2743
-
-
Ye, M.1
Zyren, J.2
Shore, J.3
-
37
-
-
13844316629
-
Predective Evaluation of Econometric Forecasting Models in Commodity Future Markets
-
Zeng, T. and N. R. Swanson (1998), "Predective Evaluation of Econometric Forecasting Models in Commodity Future Markets", Studies in Nonlinear Dynamics and Econometrics 2, 159-177.
-
(1998)
Studies in Nonlinear Dynamics and Econometrics
, vol.2
, pp. 159-177
-
-
Zeng, T.1
Swanson, N.R.2
|