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A monthly crude oil spot price forecasting model using relative inventories

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  • Ye, Michael
  • Zyren, John
  • Shore, Joanne

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  • Ye, Michael & Zyren, John & Shore, Joanne, 2005. "A monthly crude oil spot price forecasting model using relative inventories," International Journal of Forecasting, Elsevier, vol. 21(3), pages 491-501.
    • Handle: RePEc:eee:intfor:v:21:y:2005:i:3:p:491-501
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    References listed on IDEAS

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    1. Sargent, Thomas J, 1976. "A Classical Macroeconometric Model for the United States," Journal of Political Economy, University of Chicago Press, vol. 84(2), pages 207-237, April.
    2. Michael Ye & John Zyren & Joanne Shore, 2002. "Forecasting crude oil spot price using OECD petroleum inventory levels," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 8(4), pages 324-333, November.
    3. Pfeifer, Dietmar, 2003. "Report on the XXXIV International ASTIN Colloquium, August 24-27, 2003, Berlin," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 33(02), pages 449-452, November.
    4. A. Arize, 2000. "U.S. petroleum consumption behavior and oil price uncertainty: Tests of cointegration and parameter instability," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(4), pages 463-477, December.
    5. Lucas, Robert E, Jr, 1973. "Some International Evidence on Output-Inflation Tradeoffs," American Economic Review, American Economic Association, vol. 63(3), pages 326-334, June.
    6. Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April.
    7. Michael Ye & John Zyren & Joanne Shore, 2003. "Short-run elasticity of relative demand for petroleum inventory," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(1), pages 87-87, February.
    8. Michael Ye & John Zyren & Joanne Shore, 2003. "Elasticity of demand for relative petroleum inventory in the short run," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(1), pages 87-102, March.
    9. Husted, Steven & Kollintzas, Tryphon, 1987. "Linear Rational Expectations Equilibrium Laws of Motion for Selected U.S. Raw Material Imports," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(3), pages 651-670, October.
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