The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution

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• 作者：Meihui Jiang^a ; ^b ; ^c ; Haizhong An^a ; ^b ; ^c ; ^{ahz369@163.com} ; Xiaoliang Jia^a ; ^b ; ^c ; Xiaoqi Sun^a ; ^b ; ^c
• 关键词：Oil price ; Periodic evolution ; Time series ; Grey relation ; Wavelet
• 刊名：Energy
• 出版年：2017
• 出版时间：1 January 2017
• 年：2017
• 卷：118
• 期：Complete
• 页码：742-752
• 全文大小：1840 K
• 卷排序：118

文摘

Multi-period evolution of the influence of different oil prices is discovered. We combined grey relation analysis, optimization wavelet and Bayesian network. The intensity of volatility, synchronization, and lead/lag effects are analyzed. The target reference oil prices and corresponding period weights are determined.