Spillover and Drivers of Uncertainty among Oil and Commodity Markets

Price Bubbles Spillover among Asset Markets: Evidence from Iran

T his paper investigates the existence of possible spillover effects among four main asset markets namely foreign exchange, stock, gold, and housing markets in Iran from 2002:03 to 2015:06. For this purpose, we have exploited Sigma-Point Kalman Filter (SPKF) to extract the bubble component of assets prices in the aforementioned Markets. Then, in order to analyze the price bubbles spi...

Cross-correlations between crude oil and agricultural commodity markets

In this paper, we investigate cross-correlations between crude oil and agricultural commodity markets. Based on a popular statistical test proposed by Podobnik et al. (2009), we find that the linear return cross-correlations are significant at larger lag lengths and the volatility cross-correlations are highly significant at all of the lag lengths under consideration. Using a detrended cross-co...

The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets

Imperfect Markets and Commodity Prices Under Demand Pull

This paper presents a theoretical view of imperfect market. It concludes that an increase in the price of products does not give any incentive to increasing production which shows the mechanism for upward trends in prices.

simulation and experimental studies for prediction mineral scale formation in oil field during mixing of injection and formation water

abstract: mineral scaling in oil and gas production equipment is one of the most important problem that occurs while water injection and it has been recognized to be a major operational problem. the incompatibility between injected and formation waters may result in inorganic scale precipitation in the equipment and reservoir and then reduction of oil production rate and water injection rate. ...