Matches in SemOpenAlex for { <https://semopenalex.org/work/W77979073> ?p ?o ?g. }
- W77979073 abstract "Based on the existent possible explanations of oil futures term structure, this study provides a more fundamental view, which has a theoretical support from the theory of storage and well-suited intuitions in correspondence with reality. By using structural econometrical models, it divides oil net demand into two components: one is contributed by permanent shocks and the other is contributed by transitory shocks, and finds that only transitory component in oil net demand has a significant and robust impact on the term structure of oil futures prices. Positive transitory shocks push oil futures curve from contango to backwardation and negative transitory shocks pull oil futures curve back to contango from backwardation. This study also applies the analysis framework to OECD and Non OECD countries, respectively, to address the rising importance of emerging markets in the dynamics of world oil prices and futures term structure. Finally, this study also tests rich implications for investing, hedging and arbitraging on oil futures from several practical perspectives." @default.
- W77979073 created "2016-06-24" @default.
- W77979073 creator A5050584003 @default.
- W77979073 creator A5089000883 @default.
- W77979073 date "2012-01-01" @default.
- W77979073 modified "2023-09-26" @default.
- W77979073 title "Permanent and Transitory Demand Shocks and the Term Structure of Oil Futures Prices" @default.
- W77979073 cites W1481514646 @default.
- W77979073 cites W1482197296 @default.
- W77979073 cites W1482241473 @default.
- W77979073 cites W1514841237 @default.
- W77979073 cites W1562009056 @default.
- W77979073 cites W1579184776 @default.
- W77979073 cites W1590844819 @default.
- W77979073 cites W1969122823 @default.
- W77979073 cites W1969759089 @default.
- W77979073 cites W1971745482 @default.
- W77979073 cites W1972172802 @default.
- W77979073 cites W1977300082 @default.
- W77979073 cites W1977455269 @default.
- W77979073 cites W1979858378 @default.
- W77979073 cites W1996303293 @default.
- W77979073 cites W1998820822 @default.
- W77979073 cites W2001658296 @default.
- W77979073 cites W2012660885 @default.
- W77979073 cites W2013346514 @default.
- W77979073 cites W2014933671 @default.
- W77979073 cites W2020735020 @default.
- W77979073 cites W2023695648 @default.
- W77979073 cites W2027978701 @default.
- W77979073 cites W2035036652 @default.
- W77979073 cites W2036582000 @default.
- W77979073 cites W2039677901 @default.
- W77979073 cites W2042506560 @default.
- W77979073 cites W2072781559 @default.
- W77979073 cites W2083211490 @default.
- W77979073 cites W2086714066 @default.
- W77979073 cites W2088563154 @default.
- W77979073 cites W2089240053 @default.
- W77979073 cites W2091102941 @default.
- W77979073 cites W2093229330 @default.
- W77979073 cites W2098052145 @default.
- W77979073 cites W2101330368 @default.
- W77979073 cites W2107592233 @default.
- W77979073 cites W2110641059 @default.
- W77979073 cites W2120022262 @default.
- W77979073 cites W2122709922 @default.
- W77979073 cites W2123608073 @default.
- W77979073 cites W2126258480 @default.
- W77979073 cites W2134177432 @default.
- W77979073 cites W2134227402 @default.
- W77979073 cites W2138200678 @default.
- W77979073 cites W2139849622 @default.
- W77979073 cites W2141186877 @default.
- W77979073 cites W2145224101 @default.
- W77979073 cites W2149485917 @default.
- W77979073 cites W2150181906 @default.
- W77979073 cites W2157910496 @default.
- W77979073 cites W2160391594 @default.
- W77979073 cites W2168414936 @default.
- W77979073 cites W2333836031 @default.
- W77979073 cites W2486801256 @default.
- W77979073 cites W2499558369 @default.
- W77979073 cites W2615190415 @default.
- W77979073 cites W2795715425 @default.
- W77979073 cites W2907536858 @default.
- W77979073 cites W3122245239 @default.
- W77979073 cites W3122400581 @default.
- W77979073 cites W3123586953 @default.
- W77979073 cites W3125889078 @default.
- W77979073 doi "https://doi.org/10.2139/ssrn.2021687" @default.
- W77979073 hasPublicationYear "2012" @default.
- W77979073 type Work @default.
- W77979073 sameAs 77979073 @default.
- W77979073 citedByCount "0" @default.
- W77979073 crossrefType "journal-article" @default.
- W77979073 hasAuthorship W77979073A5050584003 @default.
- W77979073 hasAuthorship W77979073A5089000883 @default.
- W77979073 hasConcept C106159729 @default.
- W77979073 hasConcept C106306483 @default.
- W77979073 hasConcept C121332964 @default.
- W77979073 hasConcept C149782125 @default.
- W77979073 hasConcept C150566966 @default.
- W77979073 hasConcept C162324750 @default.
- W77979073 hasConcept C2984556133 @default.
- W77979073 hasConcept C556758197 @default.
- W77979073 hasConcept C61797465 @default.
- W77979073 hasConcept C62520636 @default.
- W77979073 hasConceptScore W77979073C106159729 @default.
- W77979073 hasConceptScore W77979073C106306483 @default.
- W77979073 hasConceptScore W77979073C121332964 @default.
- W77979073 hasConceptScore W77979073C149782125 @default.
- W77979073 hasConceptScore W77979073C150566966 @default.
- W77979073 hasConceptScore W77979073C162324750 @default.
- W77979073 hasConceptScore W77979073C2984556133 @default.
- W77979073 hasConceptScore W77979073C556758197 @default.
- W77979073 hasConceptScore W77979073C61797465 @default.
- W77979073 hasConceptScore W77979073C62520636 @default.
- W77979073 hasLocation W779790731 @default.
- W77979073 hasOpenAccess W77979073 @default.