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Modelling the World Oil Market: Assessment of a Quarterly Econometric Model

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  • DEES Stéphane
  • KARADELOGLOU Pavlos
  • KAUFMANN Robert
  • SANCHEZ Marcelo

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  • DEES Stéphane & KARADELOGLOU Pavlos & KAUFMANN Robert & SANCHEZ Marcelo, 2010. "Modelling the World Oil Market: Assessment of a Quarterly Econometric Model," EcoMod2003 330700040, EcoMod.
    • Handle: RePEc:ekd:003307:330700040
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    References listed on IDEAS

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    1. repec:aen:journl:2005v26-01-a03 is not listed on IDEAS
    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. repec:aen:journl:1995v16-03-a01 is not listed on IDEAS
    6. 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.
    7. repec:aen:journl:1993v14-01-a05 is not listed on IDEAS
    8. Gately, Dermo & Kyle, John F. & Fischer, Dietrich, 1977. "Strategies for Opes's pricing dicisions," European Economic Review, Elsevier, vol. 10(2), pages 209-230.
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    10. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    12. 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.
    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.
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    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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