1.
We examine the implications of increased unconventional crude oil production in North America. This production increase has been made possible by the existence of alterna[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
2.
Using a new data set, we examine the characteristics and dynamics of cross-border mergers and acquisitions during emerging-market financial crises, that is, so-called “fi[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
3.
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and abou[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
4.
This paper uses the framework of arbitrage-pricing theory to study the relationship between liquidity risk and sovereign bond risk premia. The London Stock Exchange in th[...]
2008 | Text | Staff Working Paper - Document de travail du personnel |
5.
Over the past 10 years, financial firms have increased the size of their positions in the oil futures market. At the same time, oil prices have increased dramatically. Th[...]
2011 | Text | Staff Discussion Paper - Document d’analyse du personnel |
6.
Despite their widespread use as predictors of the spot price of oil, oil futures prices tend to be less accurate in the mean-squared prediction error sense than no-change[...]
2010 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |