Forecasting oil prices over 150 years: The role of tail risks

2022 ◽  
Vol 75 ◽  
pp. 102508
Author(s):  
Afees A. Salisu ◽  
Rangan Gupta ◽  
Qiang Ji
Keyword(s):  
2021 ◽  
Vol 13 (9) ◽  
pp. 5024
Author(s):  
 Vítor Manuel de Sousa Gabriel ◽  
María Mar Miralles-Quirós ◽  
José Luis Miralles-Quirós

This paper analyses the links established between environmental indices and the oil price adopting a double perspective, long-term and short-term relationships. For that purpose, we employ the Bounds Test and bivariate conditional heteroscedasticity models. In the long run, the pattern of behaviour of environmental indices clearly differed from that of the oil prices, and it was not possible to identify cointegrating vectors. In the short-term, it was possible to conclude that, in contemporaneous terms, the variables studied tended to follow similar paths. When the lag of the oil price variable was considered, the impacts produced on the stock market sectors were partially of a negative nature, which allows us to suppose that this variable plays the role of a risk factor for environmental investment.


2021 ◽  
Vol 70 ◽  
pp. 148-158
Author(s):  
Bo Sui ◽  
Chun-Ping Chang ◽  
Chyi-Lu Jang ◽  
Qiang Gong
Keyword(s):  

Economies ◽  
2017 ◽  
Vol 5 (2) ◽  
pp. 13 ◽  
Author(s):  
Fakhri Hasanov ◽  
Jeyhun Mikayilov ◽  
Cihan Bulut ◽  
Elchin Suleymanov ◽  
Fuzuli Aliyev

1979 ◽  
Vol 8 (2) ◽  
pp. 17-26
Author(s):  
Emery N. Castle

On April 5 of this year President Jimmy Carter addressed the Nation on energy. After a brief introduction the President said:“Federal government price controls now hold down our own production and encourage waste and increase dependence on foreign oil.”The President then went on to say:“–I have decided that phased decontrol of oil prices will begin on June 1 and continue at a fairly uniform rate over the next 18 months. The immediate effect of this action will be to increase the production of oil and gas in our own country.”


1992 ◽  
Vol 3 (1) ◽  
pp. 93-100
Author(s):  
Peter M. Oppenheimer

Strategic issues facing oil majors in the 1990s are very diffuse — in contrast with both the 1970s (when strategy meant the response to high oil prices) and the 1980s (when it meant anticipating and exploiting a drop in prices). Mainly upstream issues include the future of price management by OPEC or a successor, the speed of development of new markets for natural gas in power generation and the role of Russia in world energy markets. Other issues include the impact of environmental regulations and taxes on the product mix and on marketing. Human-resource management will continue to face the task of reconciling career opportunities with static or declining manpower requirements; and corporate cash mountains may periodically recur.


2020 ◽  
Vol 68 ◽  
pp. 47-58 ◽  
Author(s):  
Saban Nazlioglu ◽  
Rangan Gupta ◽  
Elie Bouri
Keyword(s):  

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