期刊名称:Petroleum-Gas University of Ploiesti Bulletin : Economic Sciences Series
印刷版ISSN:2284-8576
电子版ISSN:2247-8582
出版年度:2010
期号:4
页码:75-82
出版社:Petroleum-Gas University of Ploiesti
摘要:The aim of the present paper is to study the relationship between international oil prices and international energy sector in the context of the current economic crisis. The research methodology consists in co-integration tests performed on daily data frequency for two of the most important spot oil prices used as a benchmark in oil pricing, mainly the West Texas Intermediate (WTI) and the Europe Brent and for theAll Country World Energy Index, an MSCI index, that tracks the performance of the energy sector
关键词:spot oil price; international capital markets; cointegration