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Risk management in the oil industry: can information on long-run equilibrium prices be utilized?

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  1. Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January.
  2. Jeonghwa Cha & Kyungbo Park & Hangook Kim & Jongyi Hong, 2023. "Crisis Index Prediction Based on Momentum Theory and Earnings Downside Risk Theory: Focusing on South Korea’s Energy Industry," Energies, MDPI, vol. 16(5), pages 1-20, February.
  3. Hengyun Ma & Les Oxley & John Gibson, 2008. "Testing for Energy Market Integration in China," Working Papers in Economics 08/12, University of Canterbury, Department of Economics and Finance.
  4. Hankyeung Choi & David J. Leatham & Kunlapath Sukcharoen, 2015. "Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(1), March.
  5. Ederington, Louis H. & Fernando, Chitru S. & Hoelscher, Seth A. & Lee, Thomas K. & Linn, Scott C., 2019. "A review of the evidence on the relation between crude oil prices and petroleum product prices," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 1-15.
  6. Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2018. "Cross-commodity news transmission and volatility spillovers in the German energy markets," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 231-243.
  7. Asche, Frank & Misund, Bård & Sikveland, Marius, 2013. "The relationship between spot and contract gas prices in Europe," Energy Economics, Elsevier, vol. 38(C), pages 212-217.
  8. Monge, Manuel & Gil-Alana, Luis Alberiko, 2021. "Spatial crude oil production divergence and crude oil price behaviour in the United States," Energy, Elsevier, vol. 232(C).
  9. Población, Javier & Serna, Gregorio, 2016. "Is the refining margin stationary?," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 169-186.
  10. Liu, Qingfu & Tu, Anthony H., 2012. "Jump spillovers in energy futures markets: Implications for diversification benefits," Energy Economics, Elsevier, vol. 34(5), pages 1447-1464.
  11. Lurion M. De Mello & Ronald D. Ripple, 2017. "Polypropylene Price Dynamics: Input Costs or Downstream Demand?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  12. Mario Denni & G. Frewer, 2006. "New evidence on the relationship beetween crude oil and petroleum product prices," Departmental Working Papers of Economics - University 'Roma Tre' 0061, Department of Economics - University Roma Tre.
  13. Alessandro Lanza & Matteo Manera & Massimo Giovannini, 2003. "Oil and Product Price Dynamics in International Petroleum Markets," Working Papers 2003.81, Fondazione Eni Enrico Mattei.
  14. Ma, Hengyun & Oxley, Les & Gibson, John, 2009. "Gradual reforms and the emergence of energy market in China: Evidence from tests for convergence of energy prices," Energy Policy, Elsevier, vol. 37(11), pages 4834-4850, November.
  15. Zhang, Tao & Ma, Guofeng & Liu, Guangsheng, 2015. "Nonlinear joint dynamics between prices of crude oil and refined products," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 444-456.
  16. Xiarchos, Irene M. & Fletcher, Jerald J., 2009. "Price and volatility transmission between primary and scrap metal markets," Resources, Conservation & Recycling, Elsevier, vol. 53(12), pages 664-673.
  17. A. Lanza & M. Manera & M. Giovannini, 2003. "Oil and price dynamics in international petroleum markets," Working Paper CRENoS 200306, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  18. Storhas, Dominik P. & De Mello, Lurion & Singh, Abhay Kumar, 2020. "Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach," Energy Economics, Elsevier, vol. 92(C).
  19. Möbert, Jochen, 2007. "Crude oil price determinants," Darmstadt Discussion Papers in Economics 186, Darmstadt University of Technology, Department of Law and Economics.
  20. Adams, Zeno & Gerner, Mathias, 2012. "Cross hedging jet-fuel price exposure," Energy Economics, Elsevier, vol. 34(5), pages 1301-1309.
  21. Moutinho, Victor & Bento, João Paulo Cerdeira & Hajko, Vladimír, 2017. "Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisis," Utilities Policy, Elsevier, vol. 45(C), pages 76-83.
  22. Polanco Martínez, Josué M. & Abadie, Luis M. & Fernández-Macho, J., 2018. "A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices," Applied Energy, Elsevier, vol. 228(C), pages 1550-1560.
  23. Bakhat, Mohcine & Rosselló, Jaume & Sansó, Andreu, 2022. "Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries," Energy Economics, Elsevier, vol. 106(C).
  24. Andr�s Garc�a Mirantes & Javier Población & Gregorio Serna, 2012. "Analyzing the dynamics of the refining margin: implications for valuation and hedging," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1839-1855, December.
  25. Asche, Frank & Osmundsen, Petter & Tveteras, Ragnar, 2002. "European market integration for gas? Volume flexibility and political risk," Energy Economics, Elsevier, vol. 24(3), pages 249-265, May.
  26. He, Yongxiu & Wang, Bing & Wang, Jianhui & Xiong, Wei & Xia, Tian, 2013. "Correlation between Chinese and international energy prices based on a HP filter and time difference analysis," Energy Policy, Elsevier, vol. 62(C), pages 898-909.
  27. Asche, Frank & Gjolberg, Ole & Volker, Teresa, 2003. "Price relationships in the petroleum market: an analysis of crude oil and refined product prices," Energy Economics, Elsevier, vol. 25(3), pages 289-301, May.
  28. Toan Luu Duc Huynh & Muhammad Shahbaz & Muhammad Ali Nasir & Subhan Ullah, 2022. "Financial modelling, risk management of energy instruments and the role of cryptocurrencies," Annals of Operations Research, Springer, vol. 313(1), pages 47-75, June.
  29. Frank Asche & Petter Osmundsen & Maria Sandsmark, 2005. "Is It All Oil?," CESifo Working Paper Series 1401, CESifo.
  30. Möbert, Jochen, 2007. "Crude Oil Price Determinants," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35713, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  31. Marc Joëts, 2010. "On the relationship between forward energy prices: a panel data cointegration approach," EconomiX Working Papers 2010-21, University of Paris Nanterre, EconomiX.
  32. Chuxiong Deng & Zhujun Jiang & Chuanwang Sun, 2018. "Estimating the Efficiency and Impacts of Petroleum Product Pricing Reforms in China," Sustainability, MDPI, vol. 10(4), pages 1-17, April.
  33. Slabá, Monika & Gapko, Petr & Klimešová, Andrea, 2013. "Main drivers of natural gas prices in the Czech Republic after the market liberalisation," Energy Policy, Elsevier, vol. 52(C), pages 199-212.
  34. Lanza, Alessandro & Manera, Matteo & Giovannini, Massimo, 2005. "Modeling and forecasting cointegrated relationships among heavy oil and product prices," Energy Economics, Elsevier, vol. 27(6), pages 831-848, November.
  35. Akhmedjonov, Alisher & Lau, Chi Keung, 2012. "Do energy prices converge across Russian regions?," Economic Modelling, Elsevier, vol. 29(5), pages 1623-1631.
  36. Theocharis, Dimitrios & Rodrigues, Vasco Sanchez & Pettit, Stephen & Haider, Jane, 2021. "Feasibility of the Northern Sea Route for seasonal transit navigation: The role of ship speed on ice and alternative fuel types for the oil product tanker market," Transportation Research Part A: Policy and Practice, Elsevier, vol. 151(C), pages 259-283.
  37. Li, Weiqi & Fu, Feng & Ma, Linwei & Liu, Pei & Li, Zheng & Dai, Yaping, 2013. "A process-based model for estimating the well-to-tank cost of gasoline and diesel in China," Applied Energy, Elsevier, vol. 102(C), pages 718-725.
  38. Masih, Mansur & Algahtani, Ibrahim & De Mello, Lurion, 2010. "Price dynamics of crude oil and the regional ethylene markets," Energy Economics, Elsevier, vol. 32(6), pages 1435-1444, November.
  39. Murat, Atilim & Tokat, Ekin, 2009. "Forecasting oil price movements with crack spread futures," Energy Economics, Elsevier, vol. 31(1), pages 85-90, January.
  40. Honarvar, Afshin, 2009. "Asymmetry in retail gasoline and crude oil price movements in the United States: An application of hidden cointegration technique," Energy Economics, Elsevier, vol. 31(3), pages 395-402, May.
  41. Panagiotidis, Theodore & Rutledge, Emilie, 2007. "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, vol. 29(2), pages 329-347, March.
  42. Vladimír Hajko & Jaroslav Bil, 2013. "The Relevant Markets for Meat Production and Processing in the Czech Republic: Analysis of the Price Movements," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(3), pages 178-197, November.
  43. Westgaard, Sjur & Estenstad, Maria & Seim, Maria & Frydenberg, Stein, 2011. "Co-integration of ICE Gas oil and Crude oil futures," Energy Economics, Elsevier, vol. 33(2), pages 311-320, March.
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