The extant literature suggests that oil price, stock price and economic activity are all
endogenous and the linkages between these variables are nonlinear. Against this backdrop …

Oil market volatility affects macroeconomic conditions and can unduly affect the economies
of oil-producing countries. Large price swings can be detrimental to producers and …

This paper deals with the analysis of two observed features in historical oil price data; in
particular, persistence and cyclicity. Using monthly data from September 1859 to October …

Abstract Nationally Determined Contributions (NDCs) submitted so far under the Paris
Agreement are not in line with its long-term temperature goal. To bridge this gap, countries …

This study, attempts to estimate and compare four different models of jump-diffusion class
combined with stochastic volatility that are based on stochastic differential equations, and …

We study the interactions between fuel efficiency improvements in the transport sector and
the oil market, where the efficiency improvements are policy-induced in certain regions of …

The research is focused on the development of an approach to modeling and forecasting
market good prices based on information changes. The process is described by the first …

Current oil modeling techniques lack a comprehensive approach, as long-term oil prices are
qualitatively modeled based on first principles, while short-term price transients are modeled …

This study aims to analyze two important features of crude oil price data, namely,
persistence and parameter instability. We apply an autoregressive fractionally integrated …

On April 20, 2020, for the first time in history, the US oil prices plummeted below zero. That
means oil producers were willing to pay buyers to take the commodity off their hands over …