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Original Articles

Causality in crude oil prices

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Pages 3337-3347 | Published online: 14 Oct 2010

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Ruya Karci, Nukhet Dogan & M. Hakan Berument. Co-movements of crude oil prices. Spatial Economic Analysis 0:0, pages 1-19.
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Mohammed H. Hakimi, Atif N. Abass, Afikah Rahim, Mikhail A. Varfolomeev, S. M. Talha Qadri, Aref Lashin, Danish Zahir, Rzger A. Abdula & Aliia N. Khamieva. (2023) Geochemical characteristics and genetic types of crude oils from a variety of geological reservoir rocks (Cretaceous–Palaeogene) in the Melut Basin, southern Sudan based on biomarker and carbon isotope composition. Geological Journal 58:11, pages 4015-4034.
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Duygu Ekin AyasliYeliz YalcinSerkan SahinM. Hakan Berument. (2023) Turkish Straits and an Important Oil Price Benchmark: Urals. The Energy Journal 44:4, pages 277-300.
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Abdullah Hussein. 2023. Essentials of Flow Assurance Solids in Oil and Gas Operations. Essentials of Flow Assurance Solids in Oil and Gas Operations 1 52 .
Sangram Keshari Jena, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah & Shawkat Hammoudeh. (2022) The connectedness in the world petroleum futures markets using a Quantile VAR approach. Journal of Commodity Markets 27, pages 100222.
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Christopher F. Baum, Stan Hurn & Jesús Otero. (2022) Testing for time-varying Granger causality. The Stata Journal: Promoting communications on statistics and Stata 22:2, pages 355-378.
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Dan Zhang, Arash Farnoosh & Frédéric Lantz. (2022) Does something change in the oil market with the COVID-19 crisis?. International Economics 169, pages 252-268.
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Yu Song, Bo Chen, Na Hou & Yi Yang. (2022) Terrorist attacks and oil prices: A time-varying causal relationship analysis. Energy 246, pages 123340.
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Niyati Bhanja, Samia Nasreen, Arif Billah Dar & Aviral Kumar Tiwari. (2021) Connectedness in International Crude Oil Markets. Computational Economics 59:1, pages 227-262.
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Manuel Monge & Luis Alberiko Gil-Alana. (2021) Spatial crude oil production divergence and crude oil price behaviour in the United States. Energy 232, pages 121034.
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Christopher F. Baum, Stan Hurn & Jesús Otero. (2021) The dynamics of U.S. industrial production: A time-varying Granger causality perspective. Econometrics and Statistics.
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Zhi-Yi Ouyang, Zheng Qin, Hong Cao, Tian-Yu Xie, Xing-Yu Dai & Qun-Wei Wang. (2021) A spillover network analysis of the global crude oil market: Evidence from the post-financial crisis era. Petroleum Science 18:4, pages 1256-1269.
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Qi Zhang, Peng Di & Arash Farnoosh. (2021) Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. Energy 223, pages 120050.
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Dayong Zhang, Qiang Ji & Ali M. Kutan. (2019) Dynamic transmission mechanisms in global crude oil prices: Estimation and implications. Energy 175, pages 1181-1193.
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Dejan Živkov, Jovan Njegić & Suzana Balaban. (2018) Revealing the nexus between oil and exchange rate in the major emerging markets—The timescale analysis. International Journal of Finance & Economics 24:2, pages 685-697.
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Roy Cerqueti, Viviana Fanelli & Giulia Rotundo. (2019) Long run analysis of crude oil portfolios. Energy Economics 79, pages 183-205.
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Niyati Bhanja, Arif Billah Dar & Aviral Kumar Tiwari. (2018) Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis. Journal of Business Cycle Research 14:2, pages 219-241.
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Xiaoyong Xiao & Jing Huang. (2018) Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach. Sustainability 10:9, pages 3298.
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Jesús Otero, Ricardo Argüello, Juan Daniel Oviedo & Manuel Ramírez. (2018) Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach. Economic Modelling 72, pages 190-201.
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James Fenske & Igor Zurimendi. (2017) Oil and ethnic inequality in Nigeria. Journal of Economic Growth 22:4, pages 397-420.
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Konstantin Kuck & Karsten Schweikert. (2017) A Markov regime-switching model of crude oil market integration. Journal of Commodity Markets 6, pages 16-31.
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Shupei Huang, Haizhong An, Xiangyun Gao, Shaobo Wen & Xiaoliang Jia. (2016) The global interdependence among oil-equity nexuses. Energy 107, pages 259-271.
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Vitaly Pershin, Juan Carlos Molero & Fernando Perez de Gracia. (2016) Exploring the oil prices and exchange rates nexus in some African economies. Journal of Policy Modeling 38:1, pages 166-180.
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Qiang Ji & Ying Fan. (2016) Evolution of the world crude oil market integration: A graph theory analysis. Energy Economics 53, pages 90-100.
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Haesun Park & Sangjik Lee. (2015) A Study on Nonlinear Dynamic Adjustment of Spot Prices of Major Crude Oils. Environmental and Resource Economics Review 24:4, pages 657-677.
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Monica Giulietti, Ana Mar?a Iregui & Jes?s Otero. (2015) A pair-wise analysis of the law of one price: Evidence from the crude oil market. Economics Letters 129, pages 39-41.
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Monica Giulietti, Ana Mar?a Iregui & Jes?s Otero. (2014) Crude oil price differentials, product heterogeneity and institutional arrangements. Energy Economics 46, pages S28-S32.
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Bertrand Candelon, Marc Joëts & Sessi Tokpavi. (2013) Testing for Granger causality in distribution tails: An application to oil markets integration. Economic Modelling 31, pages 276-285.
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