Brent vs. West Texas Intermediate in the US petro derivatives price formation

  1. Almeida, Alejandro
  2. Golpe, Antonio A.
  3. Martín-Alvarez, Juan Manuel
  4. Vides, Jose Carlos
Revue:
Petroleum Science

ISSN: 1995-8226

Année de publication: 2024

Volumen: 21

Número: 1

Pages: 729-739

Type: Article

DOI: 10.1016/J.PETSCI.2023.09.007 GOOGLE SCHOLAR lock_openAccès ouvert editor

D'autres publications dans: Petroleum Science

Références bibliographiques

  • Afkhami, (2017), SSRN Elecronic J, 10.2139/ssrn.2991633
  • Ahundjanov, (2020), Entropy, 22, pp. 791, 10.3390/e22070791
  • Al-Gudhea, (2007), J. Econ. Bus., 59, pp. 560, 10.1016/j.jeconbus.2006.10.002
  • Albulescu, (2020), SSRN Elecronic J, 10.2139/ssrn.3553452
  • Asche, (2003), Energy Econ., 25, pp. 289, 10.1016/S0140-9883(02)00110-X
  • Bagnai, (2018), Energy Econ., 69, pp. 250, 10.1016/j.eneco.2017.11.014
  • Bai, (1998), Econometrica, 66, pp. 47, 10.2307/2998540
  • Bai, (2003), J. Appl. Econom., 18, pp. 1, 10.1002/jae.659
  • Bailey, (2016), J. Appl. Econom., 31, pp. 249, 10.1002/jae.2468
  • Bakas, (2020), Econ. Lett., 193, 10.1016/j.econlet.2020.109283
  • Bakhat, (2022), Energy Econ., 106, 10.1016/j.eneco.2021.105766
  • Barros, (2011), Energy Pol., 39, pp. 442, 10.1016/j.enpol.2010.10.024
  • Baumeister, (2017), J. Appl. Econom., 32, pp. 275, 10.1002/jae.2510
  • Beck, (2006), Int. Stud. Q., 50, pp. 27, 10.1111/j.1468-2478.2006.00391.x
  • Billio, (2020)
  • Borenstein, (1997), Q. J. Econ., 112, pp. 305, 10.1162/003355397555118
  • Caporin, (2019), Energy Econ., 79, pp. 21, 10.1016/j.eneco.2018.08.022
  • Caro, (2020), Energy Econ., 85
  • Chesnes, (2015), Energy Econ., 50, pp. 324, 10.1016/j.eneco.2015.05.008
  • Dahlhaus, (2021)
  • Douglas, (2010), Energy Econ., 32, pp. 918, 10.1016/j.eneco.2009.12.002
  • Ederington, (2019), J. Commod. Mark., 14, pp. 1, 10.1016/j.jcomm.2018.09.001
  • Ederington, (2019), J. Commod. Mark., 13, pp. 1, 10.1016/j.jcomm.2018.09.002
  • Ederington, (2021), Energy Econ., 94, 10.1016/j.eneco.2020.105079
  • (2014)
  • (2014)
  • Elhorst, (2010), Spatial Econ. Anal., 5, pp. 9, 10.1080/17421770903541772
  • Elhorst, (2014), pp. 37
  • Elhorst, (2021), Rev. Reg. Res., pp. 1
  • Fattouh, (2011)
  • Fernandez, (2011), Quant. Finance, 11, pp. 237, 10.1080/14697680903127403
  • Fousekis, (2017), J. Commod. Mark., 7, pp. 57, 10.1016/j.jcomm.2017.08.003
  • Frees, (1995), J. Econom., 69, pp. 393, 10.1016/0304-4076(94)01658-M
  • Galeotti, (2003), Energy Econ., 25, pp. 175, 10.1016/S0140-9883(02)00102-0
  • Ghoddusi, (2021)
  • Gil-Alana, (2021), Energy Research Letters, 1, pp. 1
  • Gil-Alana, (2014), Energy Econ., 45, pp. 511, 10.1016/j.eneco.2014.08.018
  • Girma, (2002), J. Futures Mark.: Futures, Options, Other Deriv. Prod., 22, pp. 1083, 10.1002/fut.10047
  • Gjolberg, (1999), Energy Econ., 21, pp. 517, 10.1016/S0140-9883(99)00023-7
  • Grasso, (2007), Energy Pol., 35, pp. 156, 10.1016/j.enpol.2005.10.016
  • Hammoudeh, (2003), N. Am. J. Econ. Finance, 14, pp. 89, 10.1016/S1062-9408(02)00112-2
  • Jefferson, (2020), Energy Res. Social Sci., 68, 10.1016/j.erss.2020.101669
  • Kao, (2012), Energy Econ., 34, pp. 117, 10.1016/j.eneco.2011.03.004
  • Kaufmann, (2009), Energy Pol., 37, pp. 644, 10.1016/j.enpol.2008.09.052
  • Kaufmann, (2005), Energy Pol., 33, pp. 1587, 10.1016/j.enpol.2004.01.013
  • King, (2012), Bates White Econ. Consult., 1, pp. 53
  • Korniotis, (2010), J. Bus. Econ. Stat., 28, pp. 145, 10.1198/jbes.2009.08041
  • Kristoufek, (2015), Energy Econ., 49, pp. 1, 10.1016/j.eneco.2015.01.013
  • Lahiani, (2017), Energy Pol., 102, pp. 318, 10.1016/j.enpol.2016.12.031
  • Lanza, (2005), Energy Econ., 27, pp. 831, 10.1016/j.eneco.2005.07.001
  • Li, (2021), Appl. Soft Comput., 113, 10.1016/j.asoc.2021.108032
  • Liu, (2014), Phys. Stat. Mech. Appl., 413, pp. 284, 10.1016/j.physa.2014.07.007
  • Lu, (2020), Energy Econ., 87, 10.1016/j.eneco.2020.104721
  • Martínez, (2018), Appl. Energy, 228, pp. 1550, 10.1016/j.apenergy.2018.07.021
  • Miao, (2017), Energy Econ., 68, pp. 77, 10.1016/j.eneco.2017.09.010
  • Oladosu, (2021), J. Commod. Mark.
  • Oladunjoye, (2008), Energy Econ., 30, pp. 937, 10.1016/j.eneco.2007.09.009
  • Ozili, (2020)
  • Parent, (2010), Transp. Res. Part B Methodol., 44, pp. 633, 10.1016/j.trb.2010.01.004
  • Parent, (2011), Comput. Stat. Data Anal., 55, pp. 475, 10.1016/j.csda.2010.05.016
  • Perifanis, (2021), Energy Sources B Energy Econ. Plann., 16, pp. 787, 10.1080/15567249.2021.1922956
  • Pesaran, (2015), Econom. Rev., 34, pp. 1089, 10.1080/07474938.2014.956623
  • Pirog, (2005)
  • Población, (2016), Int. Rev. Econ. Finance, 44, pp. 169, 10.1016/j.iref.2016.04.011
  • Salisu, (2017), Energy, 125, pp. 97, 10.1016/j.energy.2017.02.128
  • Sharif, (2020), Int. Rev. Financ. Anal., 70, 10.1016/j.irfa.2020.101496
  • Tiwari, (2021), Res. Int. Bus. Finance, 57, 10.1016/j.ribaf.2021.101403
  • Tobler, (1970), Econ. Geogr., 46, pp. 234, 10.2307/143141
  • Tong, (2013), Energy Econ., 40, pp. 882, 10.1016/j.eneco.2013.10.008
  • Vega, (2016), Reg. Sci. Urban Econ., 60, pp. 85, 10.1016/j.regsciurbeco.2016.07.002
  • Vides, (2021), Energy Sources B Energy Econ. Plann., 16, pp. 951, 10.1080/15567249.2021.1986172
  • Yellen, (2011)
  • Zavaleta, (2015), Energy Econ., 47, pp. 206, 10.1016/j.eneco.2014.11.007
  • Zhang, (2015), Phys. Stat. Mech. Appl., 419, pp. 444, 10.1016/j.physa.2014.10.061