[PDF] Top 20 Determinants of Oil Futures Prices

... of oil prices on demand and supply shocks found that both predictable and unanticipated price reductions ...crude oil prices reflected the slowing of the global economy due to known reasons ... See full document

... mineral oil, but also agricultural commodities. Agro-futures were bought expecting continuing increasing prices, so that they could be sold later at a ...the futures market thereby pushing the ... See full document

... energy prices where returns are only affected by Gaussian shocks only, but constrain volatility to be ...and futures prices, es- timating the standard deviation of their first ...to futures on ... See full document

... Crude Oil and Gold were involved in the analysis of ...and futures prices volatility behave in a similar ...and futures prices was ... See full document

... competitive prices and the speed with which an asset’s price reflects changes in ...securities prices in that market reflect all that is known about the ...of prices to new information and prevent ... See full document

... The prices of the 25 commodities that make up key market indexes have increased by an average of 183 percent in the same ...in futures contracts which are agreements to buy or sell a specific amount of a ... See full document

... Heating oil is a low viscosity, liquid petroleum product used as a fuel for furnaces or boilers in both residential and commercial ...Heating oil contracts take delivery in New York Harbor. Just as in crude ... See full document

... commodity prices increases and decreases on the price of the commodity and how media coverage in other commodities affects ...the prices or ...commodity prices tends to have lower ... See full document

... show futures prices are unbiased for efficient forecasting of spot ...spot prices, commodity future contracts, production and inventory levels are interrelated, and are determined via equilibrium in ... See full document

... the prices of WTI and Brent futures over the time period 1990 – ...in oil futures, given the aforementioned overlap between clustering and psychologi- cal ...energy futures markets, ... See full document

... the oil sector is providing over 80 percent of foreign exchange ...crude oil, thereby unfavorable foreign exchange situation and thus reduce imports of intermediate and capital imports and decreasing the ... See full document

... in oil prices and movement of exchange rates, there are studies that found other causes for food price ...rising prices beside rising crude oil prices and the depreciation of the United ... See full document

... the futures prices of non-energy commodities in the US have become significantly more correlated with oil futures ...crude oil futures market; however, their analysis finds ... See full document

... After tting both models to the data we measure the predictive accuracy of each class of factors. We can see from the RMSE and MAE measures in Table 1 that the performance of the PC and Macro factors are almost identical ... See full document

... high oil prices are the result of market forces--limited supply meets endless demand, which makes barrels of crude more ...“The Oil Bubble: Set to Burst?” it was argued that oil prices, ... See full document

... for futures contracts maturing in different months, they are constants that do not change with ...crude oil contracts which pass the tests at 5% signifi- cance ... See full document

... Indeed, the three basic processes that collectively determine prices continue to be a central part ofthe functioning ofthe oil industry: in the short term, prices are determined by the e[r] ... See full document

... Crude oil prices for the 1-month, 2-month and 3-month futures contracts, as well as, spot prices of Brent Crude Oil (ICE Futures ...on oil price realized volatility, as ... See full document

... gas oil and Brent crude oil using ICE ...energy futures prices, both crude oil related and otherwise are strongly correlated, but that during volatile periods corresponding to financial ... See full document

... commodity prices may influence stock market prices of commodity-based ...or oil, and there still persists a lack of consensus in the ...Palm oil is the largest produced vegetable oil in ... See full document