scholarly journals Speculation, futures prices, and the US real price of crude oil

2010 ◽  
Vol 1 (1) ◽  
pp. 13-23 ◽  
Author(s):  
Lonnie Stevans ◽  
David Sessions
Keyword(s):  
Crude Oil ◽  
Futures Prices ◽  
Real Price ◽  
The Us

An empirical analysis of the dynamic interactions among ethanol, crude oil and corn prices in the US market

2018 ◽  
Vol 294 (1-2) ◽  
pp. 47-57 ◽  
Author(s):  
Dimitrios Dimitriadis ◽  
Constantinos Katrakilidis
Keyword(s):  
Crude Oil ◽  
Empirical Analysis ◽  
Dynamic Interactions ◽  
The Us ◽  
Corn Prices

scholarly journals Risk premia in crude oil futures prices

2014 ◽  
Vol 42 ◽  
pp. 9-37 ◽  
Author(s):  
James D. Hamilton ◽  
Jing Cynthia Wu
Keyword(s):  
Crude Oil ◽  
Risk Premia ◽  
Futures Prices ◽  
Oil Futures ◽  
Crude Oil Futures

The Impact of Energy on the Adoption of Conservation Tillage in the United States

1998 ◽  
Vol 9 (5) ◽  
pp. 549-568
Author(s):  
Noel D. Uri
Keyword(s):  
United States ◽  
Crude Oil ◽  
Conservation Tillage ◽  
The United States ◽  
Structural Instability ◽  
Special Importance ◽  
The Real ◽  
Real Price ◽  
The Impact ◽  
The Relationship

The impact of energy on the adoption of conservation tillage is of special importance in addressing concerns about the effect of agricultural production on the environment in the United States. It is the subject of this paper. After establishing that a relationship exists between the price of energy and the adoption of conservation tillage via cointegration techniques, the relationship is quantified. It is shown that while the real price of crude oil, the proxy used for the price of energy, does not affect the rate of adoption of conservation tillage, it does impact the extent to which it is used. Finally, there is no structural instability in the relationship between the relative use of conservation tillage and the real price of crude oil over the period 1963 to 1997.

scholarly journals Risk Premia in Crude Oil Futures Prices

2013 ◽  
Author(s):  
James Hamilton ◽  
Jing Cynthia Wu
Keyword(s):  
Crude Oil ◽  
Risk Premia ◽  
Futures Prices ◽  
Oil Futures ◽  
Crude Oil Futures

scholarly journals Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis

2019 ◽  
Vol 11 (5) ◽  
pp. 1359
Author(s):  
Xianfang Su ◽  
Huiming Zhu ◽  
Xinxia Yang
Keyword(s):  
Crude Oil ◽  
Oil Prices ◽  
Causal Relationships ◽  
Causality Analysis ◽  
Futures Prices ◽  
Spot Prices ◽  
Oil Market ◽  
Crude Oil Prices ◽  
Heterogeneous Effects ◽  
Quantile Causality

The causal relationships between spot and futures crude oil prices have attracted the attention of many researchers in the past several decades. Most of the studies, however, do not distinguish among the various oil market situations in analyses of linear and nonlinear causalities. In light of the fact that a booming or depressing oil market produces heterogeneous investment behaviors, this study applied a quantile causality framework to capture different causalities across various quantile levels and found that the causal relationships between crude oil spot and futures prices significantly derive from tail quantile intervals and appear as heterogeneous effects. Before the Iraq War, crude oil spot and futures prices were mutually Granger-caused at lower quantile levels, and only futures prices led spot prices at upper quantile levels. Since the war, a clear bidirectional causality has existed at the upper quantile levels, but only in lower quantile levels have futures prices led spot prices. These results provide useful information to investors using crude spot or futures prices to hedge or manage downside or upside risks in their portfolios.

Persistence in crude oil spot and futures prices

Energy ◽  
2013 ◽  
Vol 59 ◽  
pp. 29-37 ◽  
Author(s):  
Zeynel Abidin Ozdemir ◽  
Korhan Gokmenoglu ◽  
Cagdas Ekinci
Keyword(s):  
Crude Oil ◽  
Futures Prices
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