Citations for "The Predictive Content of Energy Futures: An Update on Petroleum, Natural Gas, Heating Oil and Gasoline"
by Menzie D. Chinn & Michael LeBlanc & Olivier Coibion
For a complete description of this item, click here
. For a RSS feed for citations of this item, click here
- Carlos Caceres & Leandro Medina, 2012.
"Measures of Fiscal Risk in Hydrocarbon-Exporting Countries,"
IMF Working Papers
12/260, International Monetary Fund.
- Wong-Parodi, Gabrielle & Dale, Larry & Lekov, Alex, 2006.
"Comparing price forecast accuracy of natural gas models and futures markets,"
Elsevier, vol. 34(18), pages 4115-4122, December.
- Pagano, Patrizio & Pisani, Massimiliano, 2009.
"Risk-adjusted forecasts of oil prices,"
Working Paper Series
0999, European Central Bank.
- Wang, Yudong & Wu, Chongfeng, 2013.
"Are crude oil spot and futures prices cointegrated? Not always!,"
Elsevier, vol. 33(C), pages 641-650.
- Menzie D. Chinn & Olivier Coibion, 2010.
"The Predictive Content of Commodity Futures,"
89, Department of Economics, College of William and Mary.
- Tao Wu & Michele Cavallo, 2012.
"Measuring Oil-Price Shocks Using Market-Based Information,"
IMF Working Papers
12/19, International Monetary Fund.
- Frankel, Jeffrey & Rose, Andrew K., 2010.
"Determinants of Agricultural and Mineral Commodity Prices,"
Working Paper Series
rwp10-038, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel, 2013.
"Effects of Speculation and Interest Rates in a “Carry Trade” Model of Commodity Prices,"
NBER Working Papers
19463, National Bureau of Economic Research, Inc.
- James D. Hamilton, 2009.
"Understanding Crude Oil Prices,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Number 2), pages 179-206.
- Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007.
"Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting,"
2007.4, Fondazione Eni Enrico Mattei.
- Chen, Shyh-Wei & Lin, Shih-Mo, 2014.
"Non-linear dynamics in international resource markets: Evidence from regime switching approach,"
Research in International Business and Finance,
Elsevier, vol. 30(C), pages 233-247.
- Chantziara, Thalia & Skiadopoulos, George, 2008.
"Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets,"
Elsevier, vol. 30(3), pages 962-985, May.
- Stefan Reitz & Jan C. Rülke & Georg Stadtmann, 2010.
"Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price,"
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik),
Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(4), pages 454-466, August.
- Trevor A. Reeve & Robert J. Vigfusson, 2011.
"Evaluating the forecasting performance of commodity futures prices,"
International Finance Discussion Papers
1025, Board of Governors of the Federal Reserve System (U.S.).
- Ron Alquist & Lutz Kilian, 2010.
"What do we learn from the price of crude oil futures?,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(4), pages 539-573.
- Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani, 2013.
"Macroeconomic effects of precautionary demand for oil,"
Temi di discussione (Economic working papers)
918, Bank of Italy, Economic Research and International Relations Area.
- Melolinna, Marko, 2011.
"What explains risk premia in crude oil futures?,"
Research Discussion Papers
2/2011, Bank of Finland.
- Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009.
"Econometric Models for Oil Price Forecasting: A Critical Survey,"
Ifo Institute for Economic Research at the University of Munich, vol. 10(1), pages 29-44, 04.
- Timothy Dunne & Xiaoyi Mu, 2008.
"Investment spikes and uncertainty in the petroleum refining industry,"
0805, Federal Reserve Bank of Cleveland.
- Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011.
"Oil Price Forecast Evaluation with Flexible Loss Functions,"
2011.91, Fondazione Eni Enrico Mattei.
- repec:wyi:wpaper:002040 is not listed on IDEAS
- Tonn, Victor Lux & Li, H.C. & McCarthy, Joseph, 2010.
"Wavelet domain correlation between the futures prices of natural gas and oil,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 50(4), pages 408-414, November.
- Ashima Goyal & Shruti Tripathi, 2012.
"Regulations and price discovery: oil spot and futures markets,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2012-016, Indira Gandhi Institute of Development Research, Mumbai, India.