WP_Query Object
(
[query] => Array
(
[post_type] => publications
[posts_per_page] => -1
[meta_query] => Array
(
[0] => Array
(
[key] => author
[value] => 14549
[compare] => LIKE
)
)
)
[query_vars] => Array
(
[post_type] => publications
[posts_per_page] => -1
[meta_query] => Array
(
[0] => Array
(
[key] => author
[value] => 14549
[compare] => LIKE
)
)
[error] =>
[m] =>
[p] => 0
[post_parent] =>
[subpost] =>
[subpost_id] =>
[attachment] =>
[attachment_id] => 0
[name] =>
[static] =>
[pagename] =>
[page_id] => 0
[second] =>
[minute] =>
[hour] =>
[day] => 0
[monthnum] => 0
[year] => 0
[w] => 0
[category_name] =>
[tag] =>
[cat] =>
[tag_id] =>
[author] =>
[author_name] =>
[feed] =>
[tb] =>
[paged] => 0
[meta_key] =>
[meta_value] =>
[preview] =>
[s] =>
[sentence] =>
[title] =>
[fields] =>
[menu_order] =>
[embed] =>
[category__in] => Array
(
)
[category__not_in] => Array
(
)
[category__and] => Array
(
)
[post__in] => Array
(
)
[post__not_in] => Array
(
)
[post_name__in] => Array
(
)
[tag__in] => Array
(
)
[tag__not_in] => Array
(
)
[tag__and] => Array
(
)
[tag_slug__in] => Array
(
)
[tag_slug__and] => Array
(
)
[post_parent__in] => Array
(
)
[post_parent__not_in] => Array
(
)
[author__in] => Array
(
)
[author__not_in] => Array
(
)
[ignore_sticky_posts] =>
[suppress_filters] =>
[cache_results] => 1
[update_post_term_cache] => 1
[lazy_load_term_meta] => 1
[update_post_meta_cache] => 1
[nopaging] => 1
[comments_per_page] => 50
[no_found_rows] =>
[order] => DESC
)
[tax_query] => WP_Tax_Query Object
(
[queries] => Array
(
)
[relation] => AND
[table_aliases:protected] => Array
(
)
[queried_terms] => Array
(
)
[primary_table] => wp_posts
[primary_id_column] => ID
)
[meta_query] => WP_Meta_Query Object
(
[queries] => Array
(
[0] => Array
(
[key] => author
[value] => 14549
[compare] => LIKE
)
[relation] => OR
)
[relation] => AND
[meta_table] => wp_postmeta
[meta_id_column] => post_id
[primary_table] => wp_posts
[primary_id_column] => ID
[table_aliases:protected] => Array
(
[0] => wp_postmeta
)
[clauses:protected] => Array
(
[wp_postmeta] => Array
(
[key] => author
[value] => 14549
[compare] => LIKE
[alias] => wp_postmeta
[cast] => CHAR
)
)
[has_or_relation:protected] =>
)
[date_query] =>
[request] => SELECT wp_posts.* FROM wp_posts INNER JOIN wp_postmeta ON ( wp_posts.ID = wp_postmeta.post_id ) WHERE 1=1 AND (
( wp_postmeta.meta_key = 'author' AND wp_postmeta.meta_value LIKE '%14549%' )
) AND wp_posts.post_type = 'publications' AND (wp_posts.post_status = 'publish' OR wp_posts.post_status = 'acf-disabled') GROUP BY wp_posts.ID ORDER BY wp_posts.post_date DESC
[posts] => Array
(
[0] => WP_Post Object
(
[ID] => 28104
[post_author] => 1
[post_date] => 1991-11-14 16:45:11
[post_date_gmt] => 1991-11-14 16:45:11
[post_content] => In recent years, there has been a massive development of derivative financial products in oil markets. The main interest came from large energy end-users who found in them a welcome opportunity to lock in fixed or maximum prices for their supplies over a period of time. Oil companies and oil traders were able to provide tailor-made swaps or options for the specific needs of the end-users. It all started with refined petroleum product swaps traded only for short maturities. Soon after, a new interest in long-term swaps and options on crude oil emerged. At the same time, several financial institutions launched oil-linked bonds and option warrants. Most of these long-term instruments were based on the price of the West Texas Intermediate (wn) because of the liquidity of the futures and option contracts traded in the New York Mercantile Exchange (NYMEX).
[post_title] => The Term Structure of Oil Futures Prices
[post_excerpt] =>
[post_status] => publish
[comment_status] => closed
[ping_status] => closed
[post_password] =>
[post_name] => the-term-structure-of-oil-futures-prices
[to_ping] =>
[pinged] =>
[post_modified] => 2016-02-29 13:49:31
[post_modified_gmt] => 2016-02-29 13:49:31
[post_content_filtered] =>
[post_parent] => 0
[guid] => https://www.oxfordenergy.org/wpcms/publications/the-term-structure-of-oil-futures-prices/
[menu_order] => 0
[post_type] => publications
[post_mime_type] =>
[comment_count] => 0
[filter] => raw
)
)
[post_count] => 1
[current_post] => -1
[in_the_loop] =>
[post] => WP_Post Object
(
[ID] => 28104
[post_author] => 1
[post_date] => 1991-11-14 16:45:11
[post_date_gmt] => 1991-11-14 16:45:11
[post_content] => In recent years, there has been a massive development of derivative financial products in oil markets. The main interest came from large energy end-users who found in them a welcome opportunity to lock in fixed or maximum prices for their supplies over a period of time. Oil companies and oil traders were able to provide tailor-made swaps or options for the specific needs of the end-users. It all started with refined petroleum product swaps traded only for short maturities. Soon after, a new interest in long-term swaps and options on crude oil emerged. At the same time, several financial institutions launched oil-linked bonds and option warrants. Most of these long-term instruments were based on the price of the West Texas Intermediate (wn) because of the liquidity of the futures and option contracts traded in the New York Mercantile Exchange (NYMEX).
[post_title] => The Term Structure of Oil Futures Prices
[post_excerpt] =>
[post_status] => publish
[comment_status] => closed
[ping_status] => closed
[post_password] =>
[post_name] => the-term-structure-of-oil-futures-prices
[to_ping] =>
[pinged] =>
[post_modified] => 2016-02-29 13:49:31
[post_modified_gmt] => 2016-02-29 13:49:31
[post_content_filtered] =>
[post_parent] => 0
[guid] => https://www.oxfordenergy.org/wpcms/publications/the-term-structure-of-oil-futures-prices/
[menu_order] => 0
[post_type] => publications
[post_mime_type] =>
[comment_count] => 0
[filter] => raw
)
[comment_count] => 0
[current_comment] => -1
[found_posts] => 1
[max_num_pages] => 0
[max_num_comment_pages] => 0
[is_single] =>
[is_preview] =>
[is_page] =>
[is_archive] => 1
[is_date] =>
[is_year] =>
[is_month] =>
[is_day] =>
[is_time] =>
[is_author] =>
[is_category] =>
[is_tag] =>
[is_tax] =>
[is_search] =>
[is_feed] =>
[is_comment_feed] =>
[is_trackback] =>
[is_home] =>
[is_404] =>
[is_embed] =>
[is_paged] =>
[is_admin] =>
[is_attachment] =>
[is_singular] =>
[is_robots] =>
[is_posts_page] =>
[is_post_type_archive] => 1
[query_vars_hash:WP_Query:private] => 38ae8d261ca76f8a8fd42f7e45d463dd
[query_vars_changed:WP_Query:private] =>
[thumbnails_cached] =>
[stopwords:WP_Query:private] =>
[compat_fields:WP_Query:private] => Array
(
[0] => query_vars_hash
[1] => query_vars_changed
)
[compat_methods:WP_Query:private] => Array
(
[0] => init_query_flags
[1] => parse_tax_query
)
)
In recent years, there has been a massive development of derivative financial products in oil markets. The main interest came from large energy end-users who found in them a welcome opportunity to lock in fixed or maximum prices for their supplies over a period of time. Oil companies and oil traders were able to provide […]
By: J. Gabillon
OIES presentation on oil market outlook: Balance of risks indicates that an unexpected slowdown in global activity… https://t.co/5NnHV2GtbS
August 16th
Economic Diversification in the Context of Peak Oil and the Energy Transition https://t.co/mVi1REW4e2
August 15th
OIES study quoted on how Convention on Caspian Sea may boost regional energy cooperation: Several issues remain inc… https://t.co/5Cm4Ql285S
August 13th
Register your email address here and we will send you notification of new publications, comment, articles etc. automatically.