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The Relationship Between Crude Oil and Natural Gas Prices
6 references·16 citing·31 second hop
The Relationship Between Crude Oil and Natural Gas Prices (2006)The Relationship Between Crude Oil and Na…Explaining Cointegration Analysis: Part II (2001)Explaining Cointegration Anal…The role of the constant and linear terms in cointegration analysis of nonstationary variables (1994)The role of the constant and …Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness (2022)Volatility spillovers amid cr…Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain (2021)Oil, natural gas and BRICS st…Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management (2021)Dynamic frequency relationshi…Crude oil price forecasting incorporating news text (2021)Crude oil price forecasting i…Dynamic frequency connectedness between oil and natural gas volatilities (2019)Dynamic frequency connectedne…Information spillovers and connectedness networks in the oil and gas markets (2018)Information spillovers and co…Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade (2017)Oil indexation, market fundam…Further evidence on the debate of oil-gas price decoupling: A long memory approach (2017)Further evidence on the debat…The dynamic linkages between crude oil and natural gas markets (2016)The dynamic linkages between …The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework (2015)The spillover effects across …Linking the gas and oil markets with the stock market: Investigating the U.S. relationship (2015)Linking the gas and oil marke…The switching relationship between natural gas and crude oil prices (2014)The switching relationship be…How do Competing Interest Groups Influence Environmental Policy? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 2001Explaining Cointegration Analysis: Part II552 cited
  • 1994The role of the constant and linear terms in cointegration analysis of nonstationary variables445 cited

Cited by

  • 2012The Weak Tie Between Natural Gas and Oil Prices172 cited
  • 2016The dynamic linkages between crude oil and natural gas markets155 cited
  • 2015The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework148 cited
  • 2014The switching relationship between natural gas and crude oil prices142 cited
  • 2017Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade139 cited
  • 2018Information spillovers and connectedness networks in the oil and gas markets137 cited
  • 2012Have oil and gas prices got separated?131 cited
  • 2017Further evidence on the debate of oil-gas price decoupling: A long memory approach117 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2022Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness116 cited
  • 2019Dynamic frequency connectedness between oil and natural gas volatilities111 cited
  • 2009Linking Natural Gas Markets - Is LNG Doing its Job?111 cited
  • 2013How do Competing Interest Groups Influence Environmental Policy? The Case of Renewable Electricity in Industrialized Democracies, 1989–2007110 cited
  • 2021Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management91 cited
  • 2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain88 cited
  • 2021Crude oil price forecasting incorporating news text84 cited
  • 2015Linking the gas and oil markets with the stock market: Investigating the U.S. relationship82 cited