Dynamic Characteristics of Oil Attributes and Their Market Effects

Dynamic Characteristics of Oil Attributes and Their Market Effects

The commercial and financial attributes of oil have significantly changed the evolution characteristics of prices and returns of the international crude oil market. Using monthly data from April 2003 to October 2020, this paper identifies dynamic characteristics of oil’s commercial and financial att...

Full description

Bibliographic Details
Main Authors:	Qingqing Hu, Tinghui Li, Xue Li, Hao Dong
Format:	Article
Language:	English
Published:	MDPI AG 2021-06-01
Series:	Energies
Subjects:	commercial attribute of oil financial attribute of oil dynamic characteristics international crude oil market market effect
Online Access:	https://www.mdpi.com/1996-1073/14/13/3927

Similar Items

Asymmetric Risk Spillover of the International Crude Oil Market in the Perspective of Crude Oil Dual Attributes
by: Shuaishuai Jia, et al.
Published: (2021-08-01)

Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes
by: Shangkun Deng, et al.
Published: (2014-04-01)

Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model
by: Chuang, O.-C, et al.
Published: (2022)

Impact of the global financial crisis on the crude oil market
by: Kyohun Joo, et al.
Published: (2020-07-01)

Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil
by: Yanqiong Liu, et al.
Published: (2021-07-01)

Crude oil pricing : the role of speculation in the futures market
by: Yan, Michael Hall
Published: (2012)

Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets
by: Yuki Toyoshima, et al.
Published: (2018-10-01)

The roles of inter-fuel substitution and inter-market contagion in driving energy prices: Evidences from China's coal market
by: Li, J., et al.
Published: (2019)

Oil Market and Prices Prospects for 2014
by: Mariana Papatulica
Published: (2013-10-01)

Activity of oil companies of Iraq and their role in the world economy
by: I. M. M. Mohammed, et al.
Published: (2019-09-01)

The Effects of Oil Supply Shocks on U.S. Stock Market Returns
by: Varghese, Matthew Joseph
Published: (2012)

The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets
by: Zhan-Ming Chen, et al.
Published: (2019-04-01)

Impact of Structural Oil Price Shock Factors on the Gasoline Market and Macroeconomy in South Korea
by: Jihoon Lee, et al.
Published: (2021-02-01)

Preference for olive oil consumption in the Spanish local market
by: Rodolfo Bernabéu, et al.
Published: (2016-12-01)

Oil Price Pass-Through Into Consumer and Producer Prices With Monetary Policy in China: Are There Non-linear and Mediating Effects
by: Shuanglian Chen, et al.
Published: (2020-03-01)

Supply-side perspective for carbon pricing
by: Takashi Kanamura
Published: (2019-03-01)

“Shale Revolution” in the United States as the Main Driver of the World Oil Market Transformation
by: S. A. Zolina, et al.
Published: (2019-12-01)

Cottonseeds and Crude Peanuts Oils Production Technology and the Edible Oils Sale Conditions in Ouagadougou and Bobo Dioulasso Markets
by: Zio Souleymane, et al.
Published: (2020-08-01)

Segmenting Olive Oil Consumers Based on Consumption and Preferences toward Extrinsic, Intrinsic and Sensorial Attributes of Olive Oil
by: Anita Silvana Ilak Peršurić
Published: (2020-08-01)

Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China
by: Chia-Lin Chang, et al.
Published: (2019-04-01)

Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management
by: Xiaojing Cai, et al.
Published: (2020-01-01)

Investigating the risk spillover from crude oil market to BRICS stock markets based on Copula-POT-CoVaR models
by: Ke Liu, et al.
Published: (2019-01-01)

ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI IMPOR MINYAK MENTAH DI INDONESIA
by: Edwin Ramandhika Utama
Published: (2014-03-01)

Forecasting crude oil market volatility in the context of economic slowdown in emerging markets
by: Bernard MORARD, et al.
Published: (2014-05-01)

Physico-chemical characteristics and nutraceutical distribution of crude palm oil and its fractions
by: P. K. Prasanth Kumar, et al.
Published: (2014-06-01)

AN INVESTIGATION OF SOME HEDGING STRATEGIES FOR CRUDE OIL MARKET
by: Andre Assis de Salles
Published: (2013-01-01)

An Investigation of Some Hedging Strategies for Crude Oil Market
by: Andre Assis de Salles
Published: (2013-03-01)

Oil price shocks against stock return of oil- and gas-related firms in the economic depression: A new evidence from a copula approach
by: Thu Thuy Nguyen, et al.
Published: (2020-01-01)

La rivoluzione dello shale oil e i mercati finanziari (The Shale Oil Revolution and Financial Markets)
by: Alessandro Roncaglia
Published: (2017-06-01)

La rivoluzione dello shale oil e i mercati finanziari (The Shale Oil Revolution and Financial Markets)
by: Alessandro Roncaglia
Published: (2017-07-01)

How the Price of Crude Oil Affects the Swedish Stock Market
by: Hamilton, Gustaf, et al.
Published: (2007)

ТНЕ WORLD OIL MARKET: THE SEARCH FOR BALANCE IN THE NEW "OIL" REALITY
by: T. A. Malova, et al.
Published: (2016-12-01)

Oil & Gas producers’ financial performance : International Oil Companies’ financial performance and Crude oil prices in the Eurozone from 2004 to 2013
by: Guillermet, Charles, et al.
Published: (2014)

RELATIVITY OF INDIAN STOCK MARKET WITH EXCHANGE RATE, GOLD AND CRUDE OIL
by: A.N. Vijayakumar
Published: (2021-06-01)

The Physicochemical Characteristics of Residual Oil and Fibers from Oil Palm Empty Fruit Bunches
by: Noor Seribainun Hidayah Md Yunos, et al.
Published: (2014-11-01)

Evaluation of a simple and sensitive sensory method for measuring rancidity in soybean oils
by: J. R. López-Aguilar, et al.
Published: (2006-06-01)

The impact of oil price uncertainty on GCC stock markets
by: Alqahtani, A., et al.
Published: (2019)

Risk spillover effects of international crude oil market on China’s major markets
by: Siming Liu, et al.
Published: (2019-11-01)

Oil Market Factors as a Source of Commonality in Liquidity in International Equity Markets
by: Abdulrahman Alhassan, et al.
Published: (2021-08-01)

The Effect of Financial Markets Volatilities on Oil Market; An Emphasis on 2008 Financial Crisis
by: abbas shakeri, et al.
Published: (2019-11-01)