The present paper presents three different short-term oil models on a weekly basis. With these models we try to … forecast oil prices out-of-sample up to three months. Two of the models are based on the VAR methodology and consider … fundamental factors like the net long position and oil inventories. The third variant is a pure futures model. It is shown that …

A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating … veteran rules derived from the empirical oil literature to filter oil supply, global demand, and oil demand shocks into … for systemic risk assessment in countries vulnerable to oil market shocks. We illustrate the procedure using the dynamic …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the … correlations between oil and stock markets returns during turbulent phases in the oil market, for all countries in our sample. Our …

The present paper presents three different short-term oil models on a weekly basis. With these models we try to … forecast oil prices out-of-sample up to three months. Two of the models are based on the VAR methodology and consider … fundamental factors like the net long position and oil inventories. The third variant is a pure futures model. It is shown that …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …