Thomas K Lee

Energy Information Administration - US DOE

Economist

1000 Independence Avenue, SW

Washington, DC 20585

United States

SCHOLARLY PAPERS

9

DOWNLOADS

929

SSRN CITATIONS
Rank 8,872

SSRN RANKINGS

Top 8,872

in Total Papers Citations

101

CROSSREF CITATIONS

46

Scholarly Papers (9)

1.
Downloads 273 (138,652)
Citation 1

Dynamics of Arbitrage

Number of pages: 61 Posted: 25 Jul 2018 Last Revised: 13 Jan 2020
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, University of Missouri - Trulaske College of Business, Energy Information Administration - US DOE and University of Oklahoma - Michael F. Price College of Business
Downloads 192 (194,483)
Citation 1

Abstract:

Loading...

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

Dynamics of Arbitrage

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 62 Posted: 11 Feb 2021
University of Oklahoma - Division of Finance, University of Oklahoma - Michael F. Price College of Business, University of Missouri - Trulaske College of Business, Energy Information Administration - US DOE and University of Oklahoma - Michael F. Price College of Business
Downloads 81 (370,892)

Abstract:

Loading...

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

2.

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 258 (146,321)

Abstract:

Loading...

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, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 189 (196,309)
Citation 5

Abstract:

Loading...

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, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 32 (566,607)

Abstract:

Loading...

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, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 0
Citation 5
  • Add to Cart

Abstract:

Loading...

Brent, Expert forecasts, Forecast combination, Oil market, Real-time data, Retail gasoline price, Survey expectations, WTI

4.

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 84 (359,490)
Citation 1

Abstract:

Loading...

Oil Prices, Petroleum Product Prices, Energy Economics, Commodities

5.

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 70 (398,709)

Abstract:

Loading...

Petroleum Product Prices, Commodities, Energy Economics

6.
Downloads 20 (628,447)
Citation 15

Energy Markets and Global Economic Conditions

CESifo Working Paper No. 8282
Number of pages: 60 Posted: 14 May 2020
University of Notre Dame, University of Glasgow - Adam Smith Business School and Energy Information Administration - US DOE
Downloads 15 (688,282)
Citation 6

Abstract:

Loading...

energy demand, forecasting, stochastic volatility, oil price pressures, petroleum consumption

Energy Markets and Global Economic Conditions

NBER Working Paper No. w27001
Number of pages: 59 Posted: 20 Apr 2020
University of Notre Dame, University of Glasgow - Adam Smith Business School and Energy Information Administration - US DOE
Downloads 5 (772,313)
  • Add to Cart

Abstract:

Loading...

Energy Markets and Global Economic Conditions

CEPR Discussion Paper No. DP14580
Number of pages: 61 Posted: 08 May 2020
University of Notre Dame, University of Glasgow - Adam Smith Business School and Energy Information Administration - US DOE
Downloads 0
Citation 5
  • Add to Cart

Abstract:

Loading...

Energy demand, Forecasting, oil price pressures, petroleum consumption, state of the world economy, stochastic volatility

7.

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
Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 3 (756,868)
Citation 33
  • Add to Cart

Abstract:

Loading...

Expectations, Global commodity markets, Inventories, Oil price, Speculation

8.

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, Federal Reserve Banks - Federal Reserve Bank of Dallas and Energy Information Administration - US DOE
Downloads 0 (794,867)
Citation 3
  • Add to Cart

Abstract:

Loading...

forecast combination, forecast pooling, oil price, real-time data, refiners' acquisition cost, WTI

9.

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

Abstract:

Loading...

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