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Price Responses to High and Low Inventories in the Crude Oil Market

✍ Scribed by Michael Ye; John Zyren; Joanne Shore

Publisher
Springer US
Year
2005
Tongue
English
Weight
93 KB
Volume
11
Category
Article
ISSN
1083-0898

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πŸ“œ SIMILAR VOLUMES

Forecasting short-run crude oil price us
Forecasting short-run crude oil price using high- and low-inventory variables
✍ Michael Ye; John Zyren; Joanne Shore πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 211 KB

Since inventories have a lower bound or a minimum operating level, economic literature suggests a nonlinear relationship between inventory level and commodity prices. This was found to be the case in the short-run crude oil market. In order to explore this inventory-price relationship, two nonlinear

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## Abstract In this study, a three‐factor model of crude oil prices is estimated, which incorporates a time‐varying market price of risk. The model is able to accurately capture the term structure of futures prices with evidence suggesting that risk premiums in the crude oil market are time‐varying

03/02179 Price relationships in the petr
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πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science βš– 193 KB

02 Liquid fuels (derived liquid fuels) determining wholesale prices. These results suggest that movements in gasoline prices are largely the result of input price fluctuations rather than local market structure. 03/02177 Implementing a stochastic model for oil futures prices Cortazar, G. and Schwar