Co-movements of Alaska North Slope and UK Brent crude oil prices
In order to study the inter-relationships of international crude oil markets, empirical analyses are used to investigate univariate and multivariate relationships between Alaska North Slope and UK Brent oil prices. Using monthly data from the period 1974-1996, the results show that both price series follow a random walk and that these oil markets share a long-run common trend. The empirical results suggest that the two markets are 'unified'. That is, they are competitive, and there is price convergence in the markets.
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Volume (Year): 7 (2000)
Issue (Month): 8 ()
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