SSRN Electronic Journal · 2011 · 58 citations · 12 references
Social SciencesEconomicsFinanceCommodity MarketsEconometricsFinancial EconomicsAsset Pricing EmpiricsCommodity Price RiskFutures MarketsOil EconomicsVolatility ModelingCrude Oil PricingOil DemandOil Futures MarketsOil Market StabilizationOil Price ShocksOil Price VolatilityOil PricesSign Restrictions
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What do we learn from the price of crude oil futures?
Ron Alquist, Lutz Kilian · Journal of Applied Econometrics · 2010 · 734 citations · Full text
Crude oil and stock markets: Stability, instability, and bubbles
J. Isaac Miller, Ronald A. Ratti · Energy Economics · 2009 · 660 citations · Full text
Agriculture, Economics, Finance +14