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Implementing a stochastic model for oil futures prices
(ELSEVIER SCIENCE BV, 2003)
This paper develops a parsimonious three-factor model of the term structure of oil futures prices that can be easily estimated from available futures price data. In addition, it proposes a new simple spreadsheet implementation ...
A utilização do método wavelets na análise da volatilidade dos preços do petróleo
(Universidade Federal de Santa MariaBRAdministraçãoUFSMPrograma de Pós-Graduação em Administração, 2013-11-27)
This work seeks to analyze at different frequencies, the transmission of volatility in the prices of crude oil produced by OPEC members and other producing and exporting countries that are not part of this organization and ...
Re-examining the movements of crude oil spot and futures prices over time
We carry out a (partial) replication exercise of Chang and Lee (2015) unit root and cointegration analyses of crude oil spot and futures prices. In doing so, we offer an updated and expanded analysis based on a much wider ...
Integración entre mercados de petróleo de diferente calidad con base en las correlaciones condicionales dinámicas.
(Universidad Católica de Colombia, 2019-07-01)
Este artículo prueba el grado de integración de México en los mercados internacionales del petróleo a través de la evolución de las correlaciones dinámicas en periodos estables, de crisis e inestables. Las estimaciones del ...
Oil price shocks and policy implications the emergence of U.S. tight oil production: a case study
(2015-10-26)
How have shocks to supply and demand affected global oil prices; and what are key policy implications following the resurgence of oil production in the United States? Highlights: − The recent collapse in global oil prices ...
Integración entre mercados de petróleo de diferente calidad con base en las correlaciones condicionales dinámicas
(Universidad Católica de Colombia. Facultad de Ciencias Económicas y AdministrativasBogotá, 2019-07)
Este artículo prueba el grado de integración de México en los mercados internacionales del petróleo a través de la evolución de las correlaciones dinámicas en periodos estables, de crisis e inestables. Las estimaciones del ...
Advanced exergetic analysis of preheat train of a crude oil distillation unit
(Cartagena de Indias, 2021-11-01)
In this investigation, the conventional and advanced exergy analysis is used to obtain information about the conditions of the heat exchangers belonging to a crude oil distillation unit, previously to future studies to ...