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What Drives Natural Gas Prices?
3 references·16 citing·38 second hop
What Drives Natural Gas Prices? (2008)What Drives Natural Gas Prices?THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions (2022)Volatility of clean energy an…Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)Nonlinear effects of climate …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…How does the U.S. natural gas market react to demand and supply shocks in the crude oil market? (2017)How does the U.S. natural gas…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 …What drives natural gas prices? — A structural VAR approach (2014)What drives natural gas price…The switching relationship between natural gas and crude oil prices (2014)The switching relationship be…Macro determinants of volatility and volatility spillover in energy markets (2014)Macro determinants of volatil…Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices (2013)Asymmetric and nonlinear pass…The Weak Tie Between Natural Gas and Oil Prices (2012)The Weak Tie Between Natural …Have oil and gas prices got separated? (2012)Have oil and gas prices got s…Linking Natural Gas Markets - Is LNG Doing its Job? (2009)Linking Natural Gas Markets -…Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors (2008)Emissions Compliances and Car…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Multivariate Simultaneous Generalized ARCH (1995)The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework (2015)Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016)Statistical analysis of cointegration vectors (1988)Is gold a hedge against inflation? 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(2022)Dynamic relationship among climate policy uncertainty, oil price and renewable energy consumption—findings from TVP-SV-VAR approach (2023)The dynamic relationship between climate policy uncertainty and renewable energy in the US: Applying the novel Fourier augmented autoregressive distributed lags approach (2023)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 Testing31,983 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited

Cited by

  • 2013Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices263 cited
  • 2014What drives natural gas prices? — A structural VAR approach217 cited
  • 2022Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas210 cited
  • 2022Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions177 cited
  • 2012The Weak Tie Between Natural Gas and Oil Prices172 cited
  • 2014Macro determinants of volatility and volatility spillover in energy markets163 cited
  • 2016The dynamic linkages between crude oil and natural gas markets155 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

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

  • 2008Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors118 cited
  • 2017Further evidence on the debate of oil-gas price decoupling: A long memory approach117 cited
  • 2017How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?113 cited
  • 2019Dynamic frequency connectedness between oil and natural gas volatilities111 cited
  • 2009Linking Natural Gas Markets - Is LNG Doing its Job?111 cited