scholarly journals Non Linear Oil Price Dynamics - A Tale of Heterogeneous Speculators?

2008 ◽  
Author(s):  
Ulf D. Slopek ◽  
Stefan Reitz
Keyword(s):  
Oil Price ◽  
Price Dynamics ◽  
Non Linear

scholarly journals Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?

2009 ◽  
Vol 10 (3) ◽  
pp. 270-283 ◽  
Author(s):  
Stefan Reitz ◽  
Ulf Slopek
Keyword(s):  
Oil Prices ◽  
Oil Price ◽  
Market Model ◽  
Price Dynamics ◽  
Monthly Data ◽  
West Texas ◽  
Global Demand ◽  
Non Linear ◽  
Production Capacities ◽  
The Impact

Abstract While some of the recent surges in oil prices can be attributed to a robust global demand at a time of tight production capacities, commentators occasionally also blame the impact of speculators for part of the price pressure. We propose an empirical oil market model with heterogeneous speculators. Whereas trend-extrapolating chartists may tend to destabilize the market, fundamentalists exercise a stabilizing effect on the price dynamics. Using monthly data for West Texas Intermediate oil prices, our STR-GARCH estimates indicate that oil price cycles may indeed emerge due to the non-linear interplay between different trader types.

Crude Oil Price Dynamics With Crash Risk Under Fundamental Shocks

2020 ◽  
Author(s):  
Cho-Hoi Hui ◽  
Chi-Fai Lo ◽  
Chi-Hin Cheung ◽  
Andrew Wong
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Crash Risk ◽  
Price Dynamics ◽  
Crude Oil Price

scholarly journals Time-Varying Spot and Futures Oil Price Dynamics

2010 ◽  
Author(s):  
Guglielmo Maria Caporale ◽  
Davide Ciferri ◽  
Alessandro Girardi
Keyword(s):  
Oil Price ◽  
Price Dynamics ◽  
Time Varying

scholarly journals Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics

Entropy ◽  
2015 ◽  
Vol 17 (12) ◽  
pp. 7167-7184 ◽  
Author(s):  
Yingchao Zou ◽  
Lean Yu ◽  
Kaijian He
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Price Dynamics ◽  
Crude Oil Price ◽  
Wavelet Entropy

Oil price dynamics and speculation

2010 ◽  
Vol 32 (2) ◽  
pp. 363-372 ◽  
Author(s):  
Giulio Cifarelli ◽  
Giovanna Paladino
Keyword(s):  
Oil Price ◽  
Price Dynamics
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