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The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate
8 references·4 citing·34 second hop
The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate (2013)The Relationship between Crude Oil and Na…The Weak Tie Between Natural Gas and Oil Prices (2012)The Weak Tie Between Natural …Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…What Drives Natural Gas Prices? (2008)What Drives Natural Gas Price…The Relationship of Natural Gas to Oil Prices (2008)The Relationship of Natural G…The Relationship Between Crude Oil and Natural Gas Prices (2006)The Relationship Between Crud…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach (2020)On the relationship between o…Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures (2018)Diversifying portfolios of U.…A wavelet analysis of the relationship between oil and natural gas prices (2018)A wavelet analysis of the rel…Valuing smart meters (2014)Valuing smart metersDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Statistical analysis of cointegration vectors (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Conditional logit analysis of qualitative choice behavior (1972)Stated Choice Methods (2000)Discrete Choice Methods with Simulation (2001)Between the technology acceptance model and sustainable energy technology acceptance model: Investigating smart meter acceptance in the United States (2017)Explaining Cointegration Analysis: Part 1 (2000)Explaining Cointegration Analysis: Part II (2001)The switching relationship between natural gas and crude oil prices (2014)The dynamic linkages between crude oil and natural gas markets (2016)Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade (2017)Trends and random walks in macroeconmic time series (1982)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework (2015)Applied Time Series Econometrics (2004)Testing for Market Integration Crude Oil, Coal, and Natural Gas (2006)Macro determinants of volatility and volatility spillover in energy markets (2014)Forecasting and testing in co-integrated systems (1987)THE POWER OF COINTEGRATION TESTS (1992)Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2013)What drives natural gas prices? — A structural VAR approach (2014)Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010)Business cycle synchronization and the Euro: A wavelet analysis (2011)Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis (2019)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,046 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 2008What Drives Natural Gas Prices?352 cited
  • 2008The Relationship of Natural Gas to Oil Prices208 cited
  • 2006The Relationship Between Crude Oil and Natural Gas Prices200 cited
  • 2012The Weak Tie Between Natural Gas and Oil Prices172 cited

Cited by

  • 2014Valuing smart meters53 cited
  • 2018A wavelet analysis of the relationship between oil and natural gas prices52 cited
  • 2020On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach50 cited
  • 2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures47 cited

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