Price dependency and spillover effects in global crude oil markets

QR Code

Price dependency and spillover effects in global crude oil markets

The content of this thesis is the result of a comprehensive study about global spot crude oil markets. Using a large data set including 32 crude varieties, this thesis analyzes price dependency, return and volatility spillover effects, and explores the driving forces behind such spillover effects....

Full description

Bibliographic Details
Main Author:	Zhang, Han
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	crude oil market integration spillover effect
Online Access:	https://eprints.nottingham.ac.uk/41171/

Similar Items

The occurrence and origins of some alkylphenols in crude oils
by: Ioppolo-Armanios, Marisa
Published: (1996)

Spillover effects from inter-governmental transfers between local jurisdictions in Brazil
by: BRAGA .DE MELO, LUCAS
Published: (2023)

Comparative Analysis of Forecasting Performance : Crude Palm Oil Futures (CPO) Prices vs Expert Opinions
by: Ahmed, Abdullahi Farah
Published: (2001)

Markers for secondary reactions of migrated crude oil on carbonaceous surfaces
by: Alexander, Robert, et al.
Published: (2012)

Return and volatility spillover eﬀects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VAR-GARCH model
by: JI, BAIHAO
Published: (2019)

The impacts of the Covid-19 pandemic on the hedging effectiveness of Malaysian crude palm oil futures
by: Lee, Qin Yu
Published: (2022)

Molecular and isotope chronostratigraphy of tertiary source rocks and crude oils
by: Eiserbeck, Christiane
Published: (2011)

Future prospects and policy implications for biodiesel production in Malaysia: a system dynamics approach
by: Mohammadi, Sahra, et al.
Published: (2016)

Climate change mitigation with technology spillovers
by: Foucart, Renaud, et al.
Published: (2017)

Factors controlling the abundance and carbon isotopic composition of land-plant derived compounds in crude oils.
by: Murray, Andrew P.
Published: (1998)

Credit constraints and spillovers from foreign firms in China
by: Agarwal, Natasha, et al.
Published: (2014)

Spillover effects from inter-governmental transfers between local jurisdictions in Brazil
by: MELO, LB
Published: (2023)

Foreign direct investment spillovers and productivity growth in Indonesian garment and electronics manufacturing
by: Suyanto, et al.
Published: (2012)

Tarcrete management in Kuwait's Burgan oilfield
by: Kirkham, Elizabeth
Published: (2016)

Crude oil price: Demand, supply, economic activity, economic policy uncertainty and wars: from the perspective of structural equation modelling (SEM)
by: Wang, Qingfeng, et al.
Published: (2017)

Foreign direct investment spillovers and technical efficiency in the Indonesian pharmaceutical sector: firm level evidence
by: Suyanto, Suyanto, et al.
Published: (2011)

Carbon catalysed hydrogen exchange in petroleum source rocks
by: Alexander, Robert, et al.
Published: (2009)

Applications of Polycyclic Aromatic Hydrocarbons to Assess the Source and Thermal Maturity of the Crude Oils from the Lower Indus Basin, Pakistan
by: Asif, M., et al.
Published: (2011)

Discriminating source of oil contamination in teleost fish, Lates calcarifer, using multivariate analysis of a suite of physiological and behavioral biomarkers
by: Spilsbury, Francis, et al.
Published: (2021)

The Estimation of Reservoir Brine Properties During Crude Oil Production Using a Simple Predictive Tool
by: Bahadori, Alireza, et al.
Published: (2013)

Does foreign direct investment lead to productivity spillovers? Firm level evidence from Indonesia
by: Suyanto, Suyanto, et al.
Published: (2009)

Estimating direct and indirect effects of foreign direct investment on firm productivity in the presence of interactions between firms
by: Girma, Sourafel, et al.
Published: (2014)

Simulation of subsea production pipeline stream to evaluate and address the flow assurance issues of waxy crude oil
by: Ahmed, Ashfaq
Published: (2009)

Shale Gas and Oil: Fundamentally Changing Global Energy Markets
by: Aguilera, Roberto F., et al.
Published: (2013)

The influence of oil extraction process of different rapeseed varieties on the ileal digestibility of crude protein and amino acids in broiler chickens
by: Kasprzak, M.M., et al.
Published: (2017)

Do crude oil prices spillover food prices? evidence for Asia and Pacific countries
by: Alom, Fardous
Published: (2015)

In vitro combinatory antimicrobial effect of crude bacteriocins from Pediococcus pentosaceus strains and selected antibiotics against Pseudomonas aeruginosa ATCC 10145
by: Suffian, Suffi Nurul Husna
Published: (2020)

Electrostatic phase separation: a review
by: Mhatre, S., et al.
Published: (2015)

Essays on international trade and stock market performance in China
by: Opartpunyasarn, Rungnapa
Published: (2017)

Organic and isotopic geochemistry of source-rocks and crude oils from the East Sirte Basin (Libya)
by: Aboglila, Salem Abdulghni-O
Published: (2010)

Which firms benefit from foreign direct investment? Empirical evidence from Indonesian manufacturing
by: Suyanto, et al.
Published: (2014)

Dynamic co-movement and spillover between the stock market and the foreign exchange market in ASEAN-5
by: Te, Kai Shuan
Published: (2022)

Pathological Effects Resulting From Bioaccumulation Of Crude Oil On Immunological Parameters In Red Snapper (Lutjanus Argentimaculatus) Forssal And Black Tiger Shrimp (Penaeus Monodon) Fabricius
by: Akbari, Sohrab
Published: (1997)

Do distributions of diamondoid hydrocarbons accumulated in oil-contaminated fish tissues help to identify the sources of oil?
by: Scarlett, Alan, et al.
Published: (2024)

Market Efficiency in Palm Oil and Cocoa Futures
by: Kaur, Bisant
Published: (1994)

International market integration and market interdependence: evidence from China's stock market in the post-WTO accession period
by: He, Hongbo
Published: (2012)

The Design of Crude Palm Oil Clarifier
by: Al-Zuhair, Sulaiman A. S.
Published: (1998)

Essays on domestic market integration, government expenditure, and strategic interactions among local governments
by: Zhang, Cheng
Published: (2017)

Occurrence and evaluation of heat generated toxicants in refined palm oils and frying of selected oils
by: Abd. Razak, Raznim Arni
Published: (2021)

Kernel functions for the support vector machine: comparing performances on crude oil price data
by: Chiroma, Haruna, et al.
Published: (2014)