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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:1993v14-01-a05 is not listed on IDEAS
    2. Krichene, Noureddine, 2002. "World crude oil and natural gas: a demand and supply model," Energy Economics, Elsevier, vol. 24(6), pages 557-576, November.
    3. repec:aen:journl:1995v16-03-a01 is not listed on IDEAS
    4. Griffin, James M, 1985. "OPEC Behavior: A Test of Alternative Hypotheses," American Economic Review, American Economic Association, vol. 75(5), pages 954-963, December.
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    7. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    8. repec:aen:journl:2005v26-01-a03 is not listed on IDEAS
    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. 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.
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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.
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    14. 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.
    15. 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.
    16. Balabanoff, Stefan, 1995. "Oil futures prices and stock management A cointegration analysis," Energy Economics, Elsevier, vol. 17(3), pages 205-210, July.
    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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