My bibliography
Save this item
Physical Markets, Paper Markets and the WTI-Brent Spread
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014.
"Forecasting the oil–gasoline price relationship: Do asymmetries help?,"
Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
- Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
- Figuerola-Ferretti, Isabel & McCrorie, J. Roderick & Paraskevopoulos, Ioannis, 2020. "Mild explosivity in recent crude oil prices," Energy Economics, Elsevier, vol. 87(C).
- Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan, 2023. "Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach," Resources Policy, Elsevier, vol. 84(C).
- Kentaka Aruga, 2015. "Testing the International Crude Oil Market Integration with Structural Breaks," Economics Bulletin, AccessEcon, vol. 35(1), pages 641-649.
- Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Goutte, Stéphane, 2023.
"How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread,"
Energy Policy, Elsevier, vol. 179(C).
- Catalin Dragomirescu-Gaina & Dionisis Philippas & Stéphane Goutte, 2022. "How to 'Trump' the energy market: evidence from the WTI-Brent spread," Working Papers halshs-03843257, HAL.
- Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016. "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, vol. 56(C), pages 239-246.
- Libo Xu, 2024. "On the WTI-WCS Oil Price Differential," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 52(2), pages 67-77, September.
- Shaun McRae, 2017. "Crude Oil Price Differentials and Pipeline Infrastructure," NBER Working Papers 24170, National Bureau of Economic Research, Inc.
- Alquist, Ron & Guénette, Justin-Damien, 2014.
"A blessing in disguise: The implications of high global oil prices for the North American market,"
Energy Policy, Elsevier, vol. 64(C), pages 49-57.
- Ron Alquist & Justin-Damien Guénette, 2013. "A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market," Staff Working Papers 13-23, Bank of Canada.
- Ye, Shiyu & Karali, Berna, 2016. "Estimating relative price impact: The case of Brent and WTI," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235728, Agricultural and Applied Economics Association.
- Michael Plante and Grant Strickler, 2021.
"Closer to One Great Pool? Evidence from Structural Breaks in Oil Price Differentials,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 1-30.
- Michael Plante & Grant Strickler, 2021. "Closer to One Great Pool? Evidence from Structural Breaks inOil Price Differentials," The Energy Journal, , vol. 42(2), pages 1-30, March.
- Michael D. Plante & Grant Strickler, 2019. "Closer to One Great Pool? Evidence from Structural Breaks in Oil Price Differentials," Working Papers 1901, Federal Reserve Bank of Dallas.
- Scheitrum, Daniel P. & Carter, Colin A. & Revoredo-Giha, Cesar, 2018. "WTI and Brent futures pricing structure," Energy Economics, Elsevier, vol. 72(C), pages 462-469.
- Cem Berk, 2016. "Indexing Oil from a Financial Point of View: A Comparison between Brent and West Texas Intermediate," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 152-158.
- Ruble, Isabella & Powell, John, 2021. "The Brent-WTI spread revisited: A novel approach," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
- Bravo Caro, José Manuel & Golpe, Antonio A. & Iglesias, Jesús & Vides, José Carlos, 2020. "A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends," Energy Economics, Elsevier, vol. 85(C).
- Gao, Xin & Li, Bingxin & Liu, Rui, 2023. "The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Jennifer Rushlow & Paul Bauer, 2021. "How the Removal of a Market Barrier Enhanced Market Efficiency: The Case of WTI and Brent Crude Oil Prices," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 49(1), pages 87-96, March.
- Luong, Phat V., 2023. "Crude oil pipeline constraints: A tale of two shales," Resources Policy, Elsevier, vol. 80(C).
- Michail Filippidis & George Filis & Georgios Magkonis & Panagiotis Tzouvanas, 2023. "Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(6), pages 807-825, June.
- Ayman Omar, 2015. "West Texas Intermediate and Brent Spread during Organization of the Petroleum Exporting Countries Supply Disruptions," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 693-703.
- Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta & Vellucci, Pierluigi, 2021. "Decoupling and recoupling in the crude oil price benchmarks: An investigation of similarity patterns," Energy Economics, Elsevier, vol. 94(C).
- Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021. "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers 202147, University of Pretoria, Department of Economics.
- Lips, Johannes, 2018. "Debt and the Oil Industry - Analysis on the Firm and Production Level," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181504, Verein für Socialpolitik / German Economic Association.
- Michel A. Robe & Jonathan Wallen, 2016. "Fundamentals, Derivatives Market Information and Oil Price Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(4), pages 317-344, April.
- Samuel D. Barrows, 2018. "Are Oil Industry Mergers Becoming Less Profitable?," International Journal of Energy Economics and Policy, Econjournals, vol. 8(2), pages 31-38.
- Jerome Geyer‐Klingeberg & Andreas W. Rathgeber, 2021. "Determinants of the WTI‐Brent price spread revisited," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(5), pages 736-757, May.
- Razek, Noha H.A. & McQuinn, Brian, 2021. "Saudi Arabia's currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market," Resources Policy, Elsevier, vol. 72(C).
- Abdullahi Alim & Peter R. Hartley & Yihui Lan, 2018.
"Asian Spot Prices for LNG and other Energy Commodities,"
The Energy Journal, , vol. 39(1), pages 123-142, January.
- Abdullahi Alim & Peter R. Hartley & Yihui Lan, 2018. "Asian Spot Prices for LNG and other Energy Commodities," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Gronwald, Marc & Jin, Xin, 2024. "Measuring world oil market integration with a Thick Pen," Energy Economics, Elsevier, vol. 130(C).
- Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023. "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, vol. 30(C).
- Pal, Debdatta & Mitra, Subrata K., 2022. "Do airfares respond asymmetrically to fuel price changes? A multiple threshold nonlinear ARDL model," Energy Economics, Elsevier, vol. 111(C).
- Klein, Tony & Walther, Thomas, 2016. "Oil price volatility forecast with mixture memory GARCH," Energy Economics, Elsevier, vol. 58(C), pages 46-58.
- Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2018. "Formation of Market Beliefs in the Oil Market," CERGE-EI Working Papers wp619, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Ma, Richie Ruchuan & Xiong, Tao & Bao, Yukun, 2021. "The Russia-Saudi Arabia oil price war during the COVID-19 pandemic," Energy Economics, Elsevier, vol. 102(C).
- Burns, Christopher B. & Kane, Stephen, 2022. "Arbitrage breakdown in WTI crude oil futures: An analysis of the events on April 20, 2020," Resources Policy, Elsevier, vol. 76(C).