Zobrazeno 1 - 10
of 19
pro vyhledávání: '"John Zyren"'
Publikováno v:
International Advances in Economic Research. 16:257-268
This study investigates the changing relationship between price and volume traded of short- and long-maturity NYMEX light sweet crude oil futures contracts and major changes in the physical crude oil market during the last decade. Monthly series for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3048a3e4899efd333a81496146a5e59a
https://doi.org/10.1007/s11294-010-9266-z
https://doi.org/10.1007/s11294-010-9266-z
Publikováno v:
Atlantic Economic Journal. 37:37-50
From 1992 through early 2004, crude oil prices were predictable by using OECD’s relative inventories and OPEC’s excess production capacity. However, since 2004, estimated inventories and excess production capacity under-predict crude oil prices.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27709b3c3bad9a2fbd7ebe6b230f33e8
https://doi.org/10.1007/s11293-008-9158-2
https://doi.org/10.1007/s11293-008-9158-2
Autor:
Thomas K. Lee, John Zyren
Publikováno v:
Atlantic Economic Journal. 35:97-112
This paper utilizes calculated historical volatility and GARCH models to compare the historical price volatility behavior of crude oil, motor gasoline and heating oil in U.S. markets since 1990. We incorporate a shift variable in the GARCH/TARCH mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::598e7a043e698658ea935285f3266b7c
https://doi.org/10.1007/s11293-006-9051-9
https://doi.org/10.1007/s11293-006-9051-9
Publikováno v:
Energy Policy. 34:2736-2743
Since inventories have a lower bound or a minimum operating level, economic literature suggests a nonlinear relationship between inventory level and commodity prices. This was found to be the case in the short-run crude oil market. In order to explor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b381be1abe326a48cecb70517f71ce0a
https://doi.org/10.1016/j.enpol.2005.03.017
https://doi.org/10.1016/j.enpol.2005.03.017
Publikováno v:
International Advances in Economic Research. 12:390-394
This paper shows the effect that surplus crude oil production capacity has on short-term crude oil prices. A simple model using Organization for Economic Co-operation and Development (OECD) industrial inventories and Organization of the Petroleum Exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::710f2e116184b1402933d1a5ed7890ad
https://doi.org/10.1007/s11294-006-9026-2
https://doi.org/10.1007/s11294-006-9026-2
Publikováno v:
International Journal of Forecasting. 21:491-501
This paper presents a short-term forecasting model of monthly West Texas Intermediate crude oil spot prices using readily available OECD industrial petroleum inventory levels. The model provides good in-sample and out-of-sample dynamic forecasts for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c3b9b2b2e71bb5b96de979c7c798ac24
https://doi.org/10.1016/j.ijforecast.2005.01.001
https://doi.org/10.1016/j.ijforecast.2005.01.001
Publikováno v:
Atlantic Economic Journal. 33:179-192
Spot to retail price pass-through behavior of the U.S. gasoline market was investigated at the national and regional levels, using weekly wholesale and retail motor gasoline prices from January 2000 to the present. Asymmetric pass-through was found a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f75b86998e5e86a45e41641a42c6984
https://doi.org/10.1007/s11293-005-3761-2
https://doi.org/10.1007/s11293-005-3761-2
Publikováno v:
Atlantic Economic Journal. 31:87-102
To better understand petroleum markets, the authors established the importance of the deviation of inventory levels away from a normal level, where the normal level is comprised of seasonal movement and a general trend. Since supply and demand for pe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86a12819aaf6f9c87352149970c17c2f
https://doi.org/10.1007/bf02298465
https://doi.org/10.1007/bf02298465
Autor:
John Zyren, Thomas K. Lee
The central bank policy instruments have become less effective in an environment where economies are integrated with sophisticated financial products. We argue that economic stability is a function of interactions between financial and commodity mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc48e4b61854208e89592274504b8edf
https://doi.org/10.1108/s1569-3767(2009)0000010015
https://doi.org/10.1108/s1569-3767(2009)0000010015
Publikováno v:
Atlantic Economic Journal. 34:241-242
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::950ec10a9d4152dd2905009cbbe8ac81
https://doi.org/10.1007/s11293-006-9013-2
https://doi.org/10.1007/s11293-006-9013-2