Thomas K Lee

Energy Information Administration - US DOE

Economist

1000 Independence Avenue, SW

Washington, DC 20585

United States

SCHOLARLY PAPERS

8

DOWNLOADS

645

SSRN CITATIONS
Rank 13,794

SSRN RANKINGS

Top 13,794

in Total Papers Citations

22

CROSSREF CITATIONS

43

Scholarly Papers (8)

1.

The Role of Financial Markets in Determining Physical Oil Prices: A Survey of the Literature

Number of pages: 84 Posted: 01 Oct 2012
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, Energy Information Administration - US DOE, University of Oklahoma - Michael F. Price College of Business and Wichita State University - W. Frank Barton School of Business
Downloads 244 (128,319)

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Oil prices, energy markets, energy derivatives, commodity index funds, speculation, arbitrage

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

CFS Working Paper No. 500
Number of pages: 46 Posted: 17 Jan 2015
University of Notre Dame, University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
Downloads 177 (173,672)
Citation 5

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Retail gasoline price, oil market, real-time data, WTI, Brent, survey expectations, expert forecasts, forecast combination

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

CESifo Working Paper Series No. 5759
Number of pages: 47 Posted: 18 Mar 2016
University of Notre Dame, University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
Downloads 28 (502,210)

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retail gasoline price, oil market, real-time data, WTI, Brent, survey expectations, expert forecasts, forecast combination

Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump

CEPR Discussion Paper No. DP10362
Number of pages: 45 Posted: 02 Feb 2015
University of Notre Dame, University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
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Citation 1
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Brent, Expert forecasts, Forecast combination, Oil market, Real-time data, Retail gasoline price, Survey expectations, WTI

3.

Dynamics of Arbitrage

Number of pages: 63 Posted: 25 Jul 2018
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, Purdue University - Division of Finance, Energy Information Administration - US DOE and University of Oklahoma - Michael F. Price College of Business
Downloads 91 (288,357)
Citation 1

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theory of storage, commodity markets, cash-and-carry arbitrage, financialization, spot oil markets, oil futures markets, oil storage

4.

Characteristics of Petroleum Product Prices: A Survey

Number of pages: 45 Posted: 10 Oct 2018
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, Missouri State University - College of Business, Energy Information Administration - US DOE and University of Oklahoma - Michael F. Price College of Business
Downloads 52 (390,435)

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Petroleum Product Prices, Commodities, Energy Economics

5.

A Review of the Evidence on the Relation Between Crude Oil Prices and Petroleum Product Prices

Number of pages: 47 Posted: 10 Oct 2018
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, Missouri State University - College of Business, Energy Information Administration - US DOE and University of Oklahoma - Michael F. Price College of Business
Downloads 50 (397,234)

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Oil Prices, Petroleum Product Prices, Energy Economics, Commodities

6.

Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories

CEPR Discussion Paper No. DP9297
Number of pages: 40 Posted: 01 Feb 2013
Lutz Kilian and Thomas K Lee
University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
Downloads 3 (643,644)
Citation 11
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Expectations, Global commodity markets, Inventories, Oil price, Speculation

7.

Are There Gains from Pooling Real-Time Oil Price Forecasts?

CEPR Discussion Paper No. DP10075
Number of pages: 30 Posted: 25 Sep 2014
University of Notre Dame, University of Michigan at Ann Arbor - Department of Economics and Energy Information Administration - US DOE
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forecast combination, forecast pooling, oil price, real-time data, refiners' acquisition cost, WTI

8.

Physical Markets, Paper Markets and the WTI-Brent Spread

Energy Journal, Vol. 34, No. 3, 2013
Posted: 07 Oct 2013
CoMeX Consulting and Advising, Energy Information Administration - US DOE, American University - Kogod School of Business and University of Illinois at Urbana-Champaign

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Crude Oil, Brent, WTI, LLS, Spread, Fundamentals, Inventories, Cushing, Paper Markets, Commodity Index Trading (CIT)