scispace - formally typeset
Search or ask a question
Topic

Brent Crude

About: Brent Crude is a research topic. Over the lifetime, 548 publications have been published within this topic receiving 9879 citations.


Papers
More filters
Journal ArticleDOI
TL;DR: In this article, a complex network model framework is proposed to analyze the intra-day co-movement patterns of Shanghai crude oil futures and the international benchmarks of WTI and Brent.
Abstract: Investigating the co-movements between crude oil futures helps to understand the integration of the global markets. This paper focuses on Shanghai crude oil futures (INE) and study its co-movements with the international benchmarks of WTI and Brent crude oil futures in intra-day day and night trading sessions. A complex network model framework is proposed to analyse the intra-day co-movement patterns labelled by a functional data clustering approach on intra-day return curves. Our findings indicate INE is more integrated with the global market during the night session, but it shows a regional fractional effect during the day session. Based on the revealed dynamics of co-movement patterns, we further design a pairs trading strategy between INE crude oil futures and the international benchmarks. The simulation results show that the pairs trading strategy can be promisingly profitable, even during market turmoil phases.

10 citations

Journal ArticleDOI
TL;DR: In this paper, the authors assessed economic, legal, and environmental conditions that Thai rubber farmers face, and evaluated actions they can take to increase incomes, and determined relationships between prices of oil, natural and synthetic rubber.
Abstract: This study assesses economic, legal, and environmental conditions that Thai rubber farmers face, and evaluates actions they can take to increase incomes. Statistical analyses determine relationships between prices of oil, natural and synthetic rubber. Pearson correlation tests found a strong positive relationship (r = 0.887) between the price of Brent crude and Thai ribbed smoked sheets, and a moderate positive relationship between price changes in Brent and synthetic rubber (r = 0.648). Regression analysis showed Brent oil price is a good predictor of natural rubber prices. Moderate to strong positive relationships were also found between natural rubber price and gross domestic product of Japan, China, and the United States. Criminal antitrust behavior in rubber industries appeared to interfere with normal pricing in rubber markets. No significant bivariate correlation was found between rainfall in Thailand and natural rubber price, production, or export although flooding and other environmental issues clearly affected rubber farms. A survey of options showed Thai rubber farmers can improve livelihoods best through collective purchase and use of new technologies, and by integrating into downstream supply chain industries. At very least, farmers are urged to abandon monocrop methods and supplement incomes with fruit, fish, livestock, or pigs. stment budget, 2) architectural Aesthetic, and 3) utilization. Additionally, background of the interviewees is one of reinforcing factors for decision on universal design investment.

10 citations

Journal ArticleDOI
TL;DR: In this article, the authors investigated the relationship between China's exchange rate, domestic crude oil price, and international crude oil prices using the MS-VAR model, and found that although China's oil price is strongly influenced by the international market, its effect on the international crudeoil price is weak; since the launch of INE crude oil futures in the new regime, the fluctuations in the US dollar against the RMB (USD/CNY) exchange rate has had a significant positive effect on China's crudeoil prices.

10 citations

Journal ArticleDOI
TL;DR: In this article , the authors investigated the relationship between China's exchange rate, domestic crude oil price, and international crude oil prices using the MS-VAR model, and found that although China's oil price is strongly influenced by the international market, its effect on the international crudeoil price is weak; since the launch of INE crude oil futures in the new regime, the fluctuations in the US dollar against the RMB (USD/CNY) exchange rate has had a significant positive effect on China's crudeoil prices.

10 citations

Journal ArticleDOI
TL;DR: In this article, the authors investigated the long-term relationship between real stock index and energy commodity prices in the US and found negative long-run relationship between energy commodities and stock market.

9 citations


Network Information
Related Topics (5)
Stock market
44K papers, 1M citations
76% related
Interest rate
47K papers, 1M citations
71% related
Corporate social responsibility
45.5K papers, 1M citations
71% related
Renewable energy
87.6K papers, 1.6M citations
69% related
Competitive advantage
46.6K papers, 1.5M citations
69% related
Performance
Metrics
No. of papers in the topic in previous years
YearPapers
202346
202266
202162
202064
201952
201845