Forecasting crude oil spot price using OECD petroleum inventory levels
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Robert S. Pindyck, 1994.
"Inventories and the Short-Run Dynamics of Commodity Prices,"
RAND Journal of Economics,
The RAND Corporation, vol. 25(1), pages 141-159, Spring.
- Robert S. Pindyck, 1990. "Inventories and the Short-Run Dynamics of Commodity Prices," NBER Working Papers 3295, National Bureau of Economic Research, Inc.
- Pindyck, Robert S., 1990. "Inventories and the short-run dynamics of commodity prices," Working papers 3133-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Maccini, Louis J & Rossana, Robert J, 1984. "Joint Production, Quasi-Fixed Factors of Production, and Investement in Finished Goods Inventories," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(2), pages 218-236, May.
- Nicholas Kaldor, 1939. "Speculation and Economic Stability," Review of Economic Studies, Oxford University Press, vol. 7(1), pages 1-27.
- Gustafson, Robert L., 1958. "Carryover levels for grains: A method for determining amounts that are optimal under specified conditions," Technical Bulletins 157231, United States Department of Agriculture, Economic Research Service.
- Eichenbaum, Martin, 1989.
"Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment,"
American Economic Review,
American Economic Association, vol. 79(4), pages 853-864, September.
- Martin S. Eichenbaum, 1988. "Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment," NBER Working Papers 2523, National Bureau of Economic Research, Inc.
- Timothy J. Considine & Donald F. Larson, 2001. "Risk premiums on inventory assets: the case of crude oil and natural gas," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 21(2), pages 109-126, February.
- Lester G. Telser, 1958. "Futures Trading and the Storage of Cotton and Wheat," Journal of Political Economy, University of Chicago Press, vol. 66, pages 233-233.
- Ramey, Valerie A, 1989. "Inventories as Factors of Production and Economic Fluctuations," American Economic Review, American Economic Association, vol. 79(3), pages 338-354, June.
- Robert Mabro, 1992. "OPEC and the Price of Oil," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Walter N. Thurman, 1988. "Speculative Carryover: An Empirical Examination of the U.S. Refined Copper Market," RAND Journal of Economics, The RAND Corporation, vol. 19(3), pages 420-437, Autumn.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mehdi Asali, 2008. "Dynamics of petroleum markets in OECD countries in a monthly VAR-VEC model (1995-2007)," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 32(1), pages 54-87, March.
- repec:eee:glofin:v:35:y:2018:i:c:p:177-201 is not listed on IDEAS
- Karali, Berna & Ramirez, Octavio A., 2014. "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, vol. 46(C), pages 413-421.
- Sung Je Byun, 2017.
"Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Number 5).
- Byun, Sung Je, 2016. "Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil," Occasional Papers 16-3, Federal Reserve Bank of Dallas.
- Frankel, Jeffrey A., 2014.
"Effects of speculation and interest rates in a “carry trade” model of commodity prices,"
Journal of International Money and Finance,
Elsevier, vol. 42(C), pages 88-112.
- Frankel, Jeffrey A., 2013. "Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices," Working Paper Series rwp13-022, 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.
- repec:eee:energy:v:155:y:2018:i:c:p:578-591 is not listed on IDEAS
- Owen Q. Wu & Hong Chen, 2010. "Optimal Control and Equilibrium Behavior of Production-Inventory Systems," Management Science, INFORMS, vol. 56(8), pages 1362-1379, August.
- Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:iaecre:v:8:y:2002:i:4:p:324-333:10.1007/bf02295507. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.