Modeling superior predictors for crude oil prices

Lagged effects did not alter level of oil price impact from contemporary prices, but revealed that for smaller operators, oil price changes going back one month are significant

Our paper explores the implied dynamic relationship between the Carbon Futures and Brent Crude Futures prices and returns.. The identification of this

This study will investigate the long run relationship among the world oil price, four precious metal prices (gold, silver, platinum and palladium prices) and Norwegian

In particular, we find that demand for oil associated with unexpected large global economic activity shocks, such as the early millennium oil price surge of 2003-08 (Aastveit

Appendix 7.4.5: Coefficient and significance when oil price is target equation – with dummy variables The table shows that there are two significant coefficients in addition

Another explanation of impact of oil prices on economic activity is the uncertainty hypothesis, which suggests that increased volatility in the price of oil can have a

crude oil supply, OPEC production, a measure of global economic activity and the real price of oil.. The model builds on Kilian (2009) in that oil supply and demand

oil producers to both the spot price of oil and the oil spot-futures spread as Bjørnland, Nordvik, and Rohrer (2021), and control for the response to natural gas prices as