Kirsten R. Soneson

Commodity Futures Trading Commission (CFTC)

Financial Economist

1155 21st Street NW

Washington, DC 20581

United States

SCHOLARLY PAPERS

2

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401

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2

Scholarly Papers (2)

1.

Do OPEC Members Know Something the Market Doesn’t? ‘Fair Price’ Pronouncements and the Market Price of Crude Oil

Number of pages: 35 Posted: 06 Aug 2010 Last Revised: 15 Mar 2015
CoMeX Consulting and Advising, Board of Governors of the Federal Reserve System, University of Illinois at Urbana-Champaign and Commodity Futures Trading Commission (CFTC)
Downloads 401 (85,920)
Citation 6

Abstract:

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Crude oil, OPEC, Fair price, Announcement, Market price, Event study, Kalman filter, Autoregressive Distributed Lag (ADL)

2.

OPEC 'Fair Price' Pronouncements and the Market Price of Crude Oil

Energy Journal, Vol. 34, No. 4, 2013
Posted: 17 Nov 2012 Last Revised: 06 Oct 2013
Board of Governors of the Federal Reserve System, CoMeX Consulting and Advising, University of Illinois at Urbana-Champaign and Commodity Futures Trading Commission (CFTC)

Abstract:

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Crude oil, OPEC, Fair price, Market price, Event study, Autoregressive Distributed Lag (ADL)