The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution
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DOI: 10.1016/j.energy.2016.10.104
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- Wang, Zhenkun & Bouri, Elie & Ferreira, Paulo & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2022. "A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks," Finance Research Letters, Elsevier, vol. 48(C).
- Lu-Tao Zhao & Guan-Rong Zeng & Ling-Yun He & Ya Meng, 2020. "Forecasting Short-Term Oil Price with a Generalised Pattern Matching Model Based on Empirical Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1151-1169, April.
- Zhang, Qi & Di, Peng & Farnoosh, Arash, 2021. "Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models," Energy, Elsevier, vol. 223(C).
- Melike E. Bildirici & Memet Salman & Özgür Ömer Ersin, 2022. "Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method," Mathematics, MDPI, vol. 10(21), pages 1-16, October.
- Fan He & Xuansen He, 2019. "A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 729-761, August.
- Jiang, Meihui & An, Haizhong & Guan, Qing & Sun, Xiaoqi, 2018. "Global embodied mineral flow between industrial sectors: A network perspective," Resources Policy, Elsevier, vol. 58(C), pages 192-201.
- Ke Gong & Yi Peng & Yong Wang & Maozeng Xu, 2018. "Time series analysis for C2C conversion rate," Electronic Commerce Research, Springer, vol. 18(4), pages 763-789, December.
- Miljkovic, Dragan & Goetz, Cole, 2020. "The effects of futures markets on oil spot price volatility in regional US markets," Applied Energy, Elsevier, vol. 273(C).
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Keywords
Oil price; Periodic evolution; Time series; Grey relation; Wavelet;All these keywords.
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