نتایج جستجو برای: crude oil price
تعداد نتایج: 248552 فیلتر نتایج به سال:
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, the autoregressive distributed lag (ARDL) model, and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, an...
The crude oil is both a commodity and a financial asset. As there are many factors affecting the crude oil spot and futures markets, the analysis of the relationship between major factors of these markets is complicated. The main objective of this paper is to investigate the relationship between the price of crude oil in spot and futures market and identify the effect of the crude oil inventory...
this study uses vector error correction model to examine the effects of oilseeds, crude oil and vegetable oil tariffs on vegetable oil consumer price. monthly data sets for the years 2004-2013 and var and vecm models were applied for this study. research findings indicates only a long term equilibrium relation between the study variables .the effect of vegetable oil tariffs on consumer and prod...
In recent decades, the increase of pollution from consumption of oil and petroleum products has led to development of many environmental laws. It is important for Iranian policy makers to be informed about the impact of such laws on oil prices, given the dependence of the country’s budget on oil revenues. Under a new International Maritime Organization regulation passed in mid-2016, ships are r...
â â â â â â â this paper proposes a new forecasting model for investigating relationship between the price of crude oil, as an important energy source and gdp of the us, as the largest oil consumer, and the uk, as the oil producer. gmdh neural network and mlff neural network approaches, which are both non-linear models, are employed to forecast gdp responses to the oil price changes. the resul...
The main purpose of this study is to investigate the relationship between Iran’s heavy crude oil price returns and volatility dependence using the Copula-based quantile model (CQM). CQM is an efficient tool for analyzing nonlinear time series models as it has no need for initial assumptions. We use monthly data from January 1990 to December 2019. We use the Hadrick-Prescott filter to calculate...
We use high-frequency intra-day realized volatility to evaluate the relative forecasting performance of several models for the volatility of crude oil daily spot returns. Our objective is to evaluate the predictive ability of time-invariant and Markov switching GARCH models over different horizons. Using Carasco, Hu and Ploberger (2014) test for regime switching in the mean and variance of the ...
Oil is the lifeblood of the industrial economy, oil prices are affected by many factors. China is a major industrial country, changes in the price of oil will affect many aspects of economic development, and therefore the price of crude oil research is extremely important. In this paper, monthly average prices of crude oil in Daqing from January 2000 to December 2010 are utilized to do the rese...
The characteristics of crude oil and the factors affecting the price of this energy carrier have caused its price forecast to always be considered by researchers, oil market activists, governments and policy makers. Since the price of crude oil is affected by many factors, therefore, continuous studies should be done in this way so that the estimates made over time, the results are more accurat...
Crude oil pricing is commonly expressed as a formula referenced to Brent or WTI crude oil. The final price of these two qualities and the spread between WTI and Brent can drive the decision when the purchase of a crude oil cargo is evaluated. A crude oil price-forecasting model is presented. It is based on past data, inventory level and volatility index and it is derived with a neuro fuzzy infe...
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