• Brent vs. West Texas Intermediate in the US petro derivatives price formation 

      Almeida, Alejandro; Golpe, Antonio A.; Martín-Álvarez, Juan Manuel; Vides, José Carlos (Petroleum Science, 2024)
      In this paper, we apply the spatial panel model to explore the relationship between the dynamic of two types of crude oil prices (WTI and Brent crude oil) and their refined products over time. Considering the turbulent ...
    • How do supply or demand shocks affect the US oil market? 

      Vides, José Carlos; Feria, Julia; Golpe, Antonio A.; Martín-Álvarez, Juan-Manuel (Financial Innovation, 2024)
      The study of the relationship between crude oil and its refined products prices may be perceived as an important tool for testing how are the dynamics and the type of integration of the petro-derivatives market in the ...