Search Results - subject:"Crack"

Are product spreads useful for forecasting? An empirical evaluation of the Verleger hypothesis

Baumeister, Christiane; Kilian, Lutz - Center for Financial Studies - 2013

Notwithstanding a resurgence in research on out-of-sample forecasts of the price of oil in recent years, there is one important approach to forecasting the real price of oil which has not been studied systematically to date. This approach is based on the premise that demand for crude oil derives...

Persistent link: https://www.econbiz.de/10010958778

Evaluation of Structural Changes in the Coal Specimen Heating Process and UCG Model Experiments for Developing Efficient UCG Systems

Su, Faqiang; Nakanowataru, Takuya; Itakura, Ken-ichi; … - In: Energies 6 (2013) 5, pp. 2386-2406

In the underground coal gasification (UCG) process, cavity growth with crack extension inside the coal seam is an … the inherent microcracks on the coal fracture and crack extension were investigated using some heating experiments …

Persistent link: https://www.econbiz.de/10011031065

Investigation of Possible Landslide Precursor Activity in a Small-Scale Laboratory Experiment

Krokidis, Spiridon G.; Marmarokopos, Konstantinos; … - In: International Journal of Applied Geospatial Research (IJAGR) 9 (2018) 4, pp. 74-86

The aim of this article is to elucidate the identification and investigation of micro-crack evolution as a landslide … analysis in order to locate and examine micro-crack frequency range either a slide occurred and not. Finally, the signal …

Persistent link: https://www.econbiz.de/10012042853

Are product spreads useful for forecasting oil prices? : an empirical evaluation of the Verleger hypothesis

Baumeister, Christiane; Kilian, Lutz; Zhou, Xiaoqing - In: Macroeconomic dynamics 22 (2018) 3, pp. 562-580

Persistent link: https://www.econbiz.de/10011916657

Modeling the response of gasoline-crude oil price crack spread macroeconomic shocks

Ewing, Bradley T.; Thompson, Mark A. - In: Atlantic economic journal : AEJ 46 (2018) 2, pp. 203-213

Persistent link: https://www.econbiz.de/10012062633

The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread

Alexander, Carol; Prokopczuk, Marcel; Sumawon, Anannit - Henley Business School, University of Reading - 2012

models for estimating hedge ratios of crude oil, gasoline and heating oil crack spreads. Given the great variability and … produced by GARCH-based models are excessive. Therefore we encourage hedgers to use a na ¨ive hedging strategy on the crack …

Persistent link: https://www.econbiz.de/10010838053