T H E C R U D E O I L M A R K E T
213
Booth, G., Lin, J., Martikainen, T., and Tse, Y. 2002. Trading and pricing in
upstairs and downstairs stock markets. Review of Financial Studies,
15,1111-1135.
BP. 2008. BP Statistical Review of World Energy, www.bp.com/
statisticalreview.
Harris, L. E. 1991. Stock price clustering and discreteness. Review of
Financial Studies, 4: 389-415.
Hasbrouck, J. 1995. One security, many markets: Determining the contribution to price discovery. Journal of Finance, 50:1175-1199.
Hasbrouck, J. (2002). Stalking the Efficient Price In Market Microstructure
Specifications: An Overview. Journal of Financial Markets, 5: 329-339.
Hsu, C.S., and Robinson, P.R. 2006. Practical Advances in Petroleum
Processing. Volume 1 and Volume 2. Springer, New York.
Huang, R. 2002. The Quality of ECN and Nasdaq Market Maker Quotes.
Journal of Finance, 57:1285-1319.
Klare, M.T. 2007. Beyond the Age of Petroleum. The Nation, November 12.
Martens, M. 1998. Price discovery in high and low volatility periods: Open
outcry versus electronic trading. Journal of International Financial
Markets, Institutions and Money, 8,243-260.
Norman, D.A., and Shin, D. 1991. Price Adjustment in Gasoline and
Heating Oil Markets. Research Study No. 060. American Petroleum
Institute, Washington, DC. August.
Pirrong, C. 1996. Market Liquidity and Depth on Computerized and Open
Outcry Trading Systems: A Comparison Of DTB And LIFFE Bund
Contracts. Journal of Futures Markets, 16: 519-544.
Sapp, S. (2002). Price Leadership in the Spot Foreign Exchange Market.
Journal of Financial and Quantitative Analysis, 37: 425-428.
Speight, J.G. 2007. The Chemistry and Technology of Petroleum. 4th
Edition CRC Press, Taylor and Francis Group, Boca Raton, Florida.
Speight, J.G. 2011. The Refinery of the Future, Gulf Professional Publishing,
Elsevier, Oxford, United Kingdom.
Tse, Y, & Zabotina, T. (2001). Transaction Costs and Market Quality: Open
Outcry versus Electronic Trading. The Journal of Futures Markets,
21:713-735.
213
Booth, G., Lin, J., Martikainen, T., and Tse, Y. 2002. Trading and pricing in
upstairs and downstairs stock markets. Review of Financial Studies,
15,1111-1135.
BP. 2008. BP Statistical Review of World Energy, www.bp.com/
statisticalreview.
Harris, L. E. 1991. Stock price clustering and discreteness. Review of
Financial Studies, 4: 389-415.
Hasbrouck, J. 1995. One security, many markets: Determining the contribution to price discovery. Journal of Finance, 50:1175-1199.
Hasbrouck, J. (2002). Stalking the Efficient Price In Market Microstructure
Specifications: An Overview. Journal of Financial Markets, 5: 329-339.
Hsu, C.S., and Robinson, P.R. 2006. Practical Advances in Petroleum
Processing. Volume 1 and Volume 2. Springer, New York.
Huang, R. 2002. The Quality of ECN and Nasdaq Market Maker Quotes.
Journal of Finance, 57:1285-1319.
Klare, M.T. 2007. Beyond the Age of Petroleum. The Nation, November 12.
Martens, M. 1998. Price discovery in high and low volatility periods: Open
outcry versus electronic trading. Journal of International Financial
Markets, Institutions and Money, 8,243-260.
Norman, D.A., and Shin, D. 1991. Price Adjustment in Gasoline and
Heating Oil Markets. Research Study No. 060. American Petroleum
Institute, Washington, DC. August.
Pirrong, C. 1996. Market Liquidity and Depth on Computerized and Open
Outcry Trading Systems: A Comparison Of DTB And LIFFE Bund
Contracts. Journal of Futures Markets, 16: 519-544.
Sapp, S. (2002). Price Leadership in the Spot Foreign Exchange Market.
Journal of Financial and Quantitative Analysis, 37: 425-428.
Speight, J.G. 2007. The Chemistry and Technology of Petroleum. 4th
Edition CRC Press, Taylor and Francis Group, Boca Raton, Florida.
Speight, J.G. 2011. The Refinery of the Future, Gulf Professional Publishing,
Elsevier, Oxford, United Kingdom.
Tse, Y, & Zabotina, T. (2001). Transaction Costs and Market Quality: Open
Outcry versus Electronic Trading. The Journal of Futures Markets,
21:713-735.