Results 31 to 40 of about 24,672 (264)

Research on the Correlation Between WTI Crude Oil Futures Price and European Carbon Futures Price

open access: yesFrontiers in Energy Research, 2021
In recent years, the rapid increase in CO2 concentration has accelerated global warming. As a result, sea levels rise, glaciers melt, extreme weather occurs, and species become extinct.
Zhengwei Ma   +3 more
doaj   +1 more source

Do Oil Futures Prices Help Predict Future Oil Prices? [PDF]

open access: yesSSRN Electronic Journal, 2005
The price of oil has risen by about 60% since mid-2004 and by more than 40% since the beginning of 2005. Though the U.S. economy has apparently absorbed this supply shock well so far, the path of future oil prices remains a concern for monetary policymakers.
Tao Wu, Andrew H. McCallum
openaire   +2 more sources

Oil price uncertainty and IPOs

open access: yesSSRN Electronic Journal, 2021
We examine the impact of oil price uncertainty on IPO volume in the oil and gas sector. By using the implied volatility of oil options, a forward-looking uncertainty measure, we identify the effect of uncertainty on the going-public decision. Oil price uncertainty exhibits a strong negative relation to IPO volume.
Blomkvist, Magnus   +3 more
openaire   +2 more sources

The Application of a Rolling Causality Test for Analysing Dependencies between the Prices of Corn, Crude Oil and Ethanol

open access: yesZeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 2015
The objective of the paper is to analyse causality between the prices of corn, crude oil and ethanol. The analysis conducted for the paper is a dynamic one, and the data used consist of weekly futures prices of crude oil, corn, and ethanol from January 5,
Monika Papież
doaj   +1 more source

Oil Prices, Exchange Rates and Asset Prices [PDF]

open access: yesSSRN Electronic Journal, 2013
This paper takes a financial market perspective in examining the relationship between oil prices, the US dollar and asset prices, and it exploits the heteroskedasticity for the identification of causality in a multifactor model. It finds a bidirectional causality between the US dollar and oil prices since the early 2000s.
Marcel Fratzscher   +2 more
openaire   +6 more sources

Bayesian Structural Time Series for Forecasting Oil Prices

open access: yesIbn Al-Haitham Journal for Pure and Applied Sciences, 2021
There are many methods of forecasting, and these methods take data only, analyze it, make a prediction by analyzing, neglect the prior information side and do not considering the fluctuations that occur overtime.
Ali Hussein AL-Moders, Tasnim H. Kadhim
doaj   +1 more source

Oil prices in the real economy

open access: yesJournal of Applied Econometrics, 2023
SummaryThis paper presents a macro‐finance model of the US economy and the spot and futures markets for oil. The performance of the model is greatly enhanced by using the Kalman filter to model latent variables representing the inflation asymptote, the real price of oil and the slope of the futures curve. We find that these are dominated by innovations
Shu, Haicheng, Spencer, Peter
openaire   +2 more sources

The Turkish stock market integration with oil prices: Cointegration analysis with unknown regime shifts [PDF]

open access: yesPanoeconomicus, 2013
Oil prices are often considered as a vital economic factor due to the dependence of the world economy on oil. The goal of this paper is to contribute to the literature on the dynamic relationship between oil prices and stock prices under the presence ...
Halaç Umut   +2 more
doaj   +1 more source

A Review on The Relationship between Oil Prices and Stock Prices in Turkey: New Evidences from Fourier Approach

open access: yesEkonomi, Politika & Finans Araştırmaları Dergisi, 2021
Oil is one of the most important energy resources in production and consumption processes. Therefore, shocks from oil prices can affect many macroeconomic variables. One of these macroeconomic variables is stock prices, and it is important to investigate
Mehmet Songur
doaj   +1 more source

The interactions between Chinese local corn and WTI crude oil prices: an empirical analysis

open access: yesPetroleum Science, 2019
This paper investigates the relationship between China’s fuel ethanol promotion plan and food security based on the interactions between the crude oil market, the fuel ethanol market and the grain market.
Zhengwei Ma, Wenjia Hou
doaj   +1 more source

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