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Modelling the world oil market: Assessment of a quarterly econometric model

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  • Dees, Stephane
  • Karadeloglou, Pavlos
  • Kaufmann, Robert K.
  • Sanchez, Marcelo

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  • Dees, Stephane & Karadeloglou, Pavlos & Kaufmann, Robert K. & Sanchez, Marcelo, 2007. "Modelling the world oil market: Assessment of a quarterly econometric model," Energy Policy, Elsevier, vol. 35(1), pages 178-191, January.
    • Handle: RePEc:eee:enepol:v:35:y:2007:i:1:p:178-191
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    References listed on IDEAS

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    1. James L. Smith, 2005. "Inscrutable OPEC? Behavioral Tests of the Cartel Hypothesis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 51-82.
    2. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    3. Kaufmann, Robert K., 1991. "Oil production in the lower 48 states : Reconciling curve fitting and econometric models," Resources and Energy, Elsevier, vol. 13(1), pages 111-127, April.
    4. Balabanoff, Stefan, 1995. "Oil futures prices and stock management A cointegration analysis," Energy Economics, Elsevier, vol. 17(3), pages 205-210, July.
    5. Stock, James H & Watson, Mark W, 1993. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica, Econometric Society, vol. 61(4), pages 783-820, July.
    6. Dermot Gately, 1995. "Strategies for OPEC's Pricing and Output Decisions," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 1-38.
    7. Kaufmann, Robert K., 1995. "A model of the world oil market for project LINK Integrating economics, geology and politics," Economic Modelling, Elsevier, vol. 12(2), pages 165-178, April.
    8. James M. Griffin, 1993. "Methodological Advances in Energy Modelling: 1970-1990," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 111-124.
    9. Gately, Dermo & Kyle, John F. & Fischer, Dietrich, 1977. "Strategies for Opes's pricing dicisions," European Economic Review, Elsevier, vol. 10(2), pages 209-230.
    10. Cutter J. Cleveland & Robert K. Kaufmann, 1991. "Forecasting Ultimate Oil Recovery and Its Rate of Production: Incorporating Economic Forces into the Models of M. King Hubbert," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 17-46.
    11. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    12. Hillard G. Huntington, 1994. "Oil Price Forecasting in the 1980s: What Went Wrong?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 1-22.
    13. Krichene, Noureddine, 2002. "World crude oil and natural gas: a demand and supply model," Energy Economics, Elsevier, vol. 24(6), pages 557-576, November.
    14. Robert K. Kaufmann & Cutler J. Cleveland, 2001. "Oil Production in the Lower 48 States: Economic, Geological, and Institutional Determinants," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 27-49.
    15. Robert K. Kaufmann, Stephane Dees, Pavlos Karadeloglou and Marcelo Sanchez, 2004. "Does OPEC Matter? An Econometric Analysis of Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4), pages 67-90.
    16. Griffin, James M, 1985. "OPEC Behavior: A Test of Alternative Hypotheses," American Economic Review, American Economic Association, vol. 75(5), pages 954-963, December.
    17. Bacon, Robert W, 1991. "Modelling the Price of Oil," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 7(2), pages 17-34, Summer.
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