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Long Memory in Oil and Refined Products Markets
Journal article   Peer reviewed

Long Memory in Oil and Refined Products Markets

Kyongwook Choi and Shawkat Hammoudeh
The Energy journal (Cambridge, Mass.), v 30(2), pp 97-116
01 Jan 2009

Abstract

Business & Economics Economics Energy & Fuels Environmental Sciences & Ecology Environmental Studies Life Sciences & Biomedicine Science & Technology Social Sciences Technology
We test for the Presence of long memory in daily, oil and refined products prices' absolute return, squared return and conditional volatility, using several parametric and semiparametric methods. This study finds strong evidence of long memory (LM) in the daily absolute and squared-spot and futures returns for crude oil, gasoline and heating oil but at different degrees. The FIGARCH model also demonstrates strong evidence of LM for volatility for most of oil and products prices' returns, with also different resilience levels. Structural breaks have only the partial effects of slightly reducing persistence for just absolute and-squared returns. Examining the forecasting behavior of two competing models, the less parsimonious ARFIMA which satisfies the LM property, and the parsimonious ARMA with short-term processes, the ARFIMA model provides significantly better out-of-sample forecasts at all forecasting horizons for all three Petroleum types.

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Web of Science research areas
Economics
Energy & Fuels
Environmental Studies
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