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The impact of fundamental and financial traders on the term structure of oil

Heidorn, Thomas; Mokinski, Frieder; Rühl, Christoph; … - 2014

We study how the exposure of fundamental and financial traders affects the futures curve of WTI oil and the market … integration between WTI and Brent as measured by their price spread. To obtain a parsimonious representation of the futures curve … sub-periods of a sharp WTI-price rise as well as a diverging Brent-WTI-spread. Our contribution is threefold: First, we …

Persistent link: https://www.econbiz.de/10010340137

The impact of fundamental and financial traders on the term structure of oil

Heidorn, Thomas; Mokinski, Frieder; Rühl, Christoph; … - In: Energy economics 48 (2015), pp. 276-287

Persistent link: https://www.econbiz.de/10011533818

Testing the diversifying asset hypothesis between clean energy stock indices and oil price

Dias, Rui; Galvão, Rosa Morgado; Cruz, Sandra; Irfan, … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 6, pp. 295-302

Persistent link: https://www.econbiz.de/10015135718

Shock propagation across the futures term structure : evidence from crude oil prices

Lautier, Delphine H.; Raynaud, Franck; Robe, Michel A. - In: The energy journal 40 (2019) 3, pp. 125-153

Persistent link: https://www.econbiz.de/10012053253

The extent of European power markets

Böckers, Veit; Heimeshoff, Ulrich - 2012

This paper analyzes the convergence process of Central-West European wholesale electricity markets from 2004 to the beginning of 2011. Jevon's law of price indifference is scrutinized using price correlation, parametric and nonparametric tests of price-differences and cointegration analysis. As...

Persistent link: https://www.econbiz.de/10009530099

Rechtliche Instrumente zur Vollendung des europäischen Energiebinnenmarktes

Gerig, Martin; Helbig, Eike - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 94 (2014) 12, pp. 887-891

Die EU wollte den europäischen Energiebinnenmarkt noch im Jahr 2014 vollenden. Doch dürfte dieses Ziel deutlich verfehlt werden. Die Energiemärkte der Mitgliedstaaten bleiben insbesondere wegen unterschiedlicher mitgliedstaatlicher Regulierungseingriffe sehr heterogen. Für eine stärkere...

Persistent link: https://www.econbiz.de/10010464114

The law of one price in global natural gas markets : a threshold cointegration analysis

Nick, Sebastian; Tischler, Benjamin - 2014

The US and UK markets for natural gas are connected by arbitrage activity in the form of shifting trade volumes of liquefied natural gas (LNG). We empirically investigate the degree of integration between the US and the UK gas markets by using a threshold cointegration approach that is in...

Persistent link: https://www.econbiz.de/10010489124

Are Energy Market Integrations a Green Light for FDI?

Costa-Campi, M. - 2015

This paper studies the effect of energy market integration (EMI) on foreign direct investment (FDI). EMIs diminish energy uncertainty and price volatility in the host country and affect FDI through two channels: first, by harmonizing energy prices and, second, by reducing price dispersion. FDI...

Persistent link: https://www.econbiz.de/10013014868

European Energy Market Integration : Efficiency Improvements in Electricity Producing Firms

Armada, Ferran - 2015

In this paper, we review and use different methods to measure and compare efficiency scores in energy producing plants. In particular, we use non-parametric and parametric techniques. We focus our attention in electricity producing power plants on eighteen European countries, as well as in...

Persistent link: https://www.econbiz.de/10013011018

The expansion of the Brazilian winter corn crop and its impact on price transmission

Mattos, Fabio; Silveira, Rodrigo Lanna Franco da - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17

The purpose of this study is to analyze the impact of the growth of the Brazilian winter corn crop on the dynamics between domestic Brazilian prices and international prices as well as spot and futures prices in Brazil. Econometric time-series methods tests were applied using Brazilian spot and...

Persistent link: https://www.econbiz.de/10011883271