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A wavelet analysis of the relationship between oil and natural gas prices
16 references·1 citing·55 second hopsampled
A wavelet analysis of the relationship between oil and natural gas prices (2018)A wavelet analysis of the relationship be…What drives natural gas prices in the United States? – A directed acyclic graph approach (2017)What drives natural gas price…U.S. shale oil production and WTI prices behaviour (2017)U.S. shale oil production and…The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective (2017)The relationship between regi…Further evidence on the debate of oil-gas price decoupling: A long memory approach (2017)Further evidence on the debat…The long-run oil–natural gas price relationship and the shale gas revolution (2016)The long-run oil–natural gas …The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices (2016)The Impact of the Shale Oil R…The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model (2016)The impact of the North Ameri…The switching relationship between natural gas and crude oil prices (2014)The switching relationship be…The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate (2013)The Relationship between Crud…The Weak Tie Between Natural Gas and Oil Prices (2012)The Weak Tie Between Natural …Business cycle synchronization and the Euro: A wavelet analysis (2011)Business cycle synchronizatio…UNIT ROOT TESTS WITH WAVELETS (2010)UNIT ROOT TESTS WITH WAVELETSEconomic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010)Economic growth and energy co…Using wavelets to decompose the time–frequency effects of monetary policy (2008)Using wavelets to decompose t…Measuring business cycles: A wavelet analysis of economic time series (2008)Measuring business cycles: A …International transmission of stock market movements: a wavelet analysis (2004)International transmission of…Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis (2019)Oil price-inflation pass-thro…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Has the Business Cycle Changed and Why? (2002)The US Wage Phillips Curve across Frequencies and over Time* (2011)Wavelet-based evidence of the impact of oil prices on stock returns (2013)Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains (2018)International Transmission of Stock Market Movements (1989)Correlations in Price Changes and Volatility across International Stock Markets (1990)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model (2016)Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis (2017)The connection between disaggregate energy use and export sophistication: New insights from OECD with robust panel estimations (2024)The Endogenity of the Optimum Currency Area Criteria (1998)The Generalized Dynamic-Factor Model: Identification and Estimation (2000)Trade, Finance, Specialization, and Synchronization (2004)Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia (2019)Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals (2019)Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Environmental degradation, economic growth and energy consumption: Evidence of the environmental Kuznets curve in Malaysia (2013)Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis (2016)Urbanization, economic growth, energy consumption, and CO2 emissions: Empirical evidence from countries with different income levels (2017)Explaining Cointegration Analysis: Part 1 (2000)Explaining Cointegration Analysis: Part II (2001)What Drives Natural Gas Prices? (2008)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)Interpreting the macroeconomic time series facts (1992)Discretion versus policy rules in practice (1993)Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Fractional Differencing (1981)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Dynamic transmission mechanisms in global crude oil prices: Estimation and implications (2019)Financialization, fundamentals, and the time-varying determinants of US natural gas prices (2019)Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Residual-based tests for cointegration in models with regime shifts (1996)Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy (2020)Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of the Oil Shock of 2007-08 (2009)Are the responses of the U.S. economy asymmetric in energy price increases and decreases? (2011)Lower Oil Prices and the U.S. Economy: Is This Time Different? (2016)Oil price shocks and U.S. economic activity (2019)Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Efficient Tests for an Autoregressive Unit Root (1996)Oil price and exchange rates: A wavelet based analysis for India (2013)Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis (2016)On the determinants of bitcoin returns: A LASSO approach (2018)
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References

  • 2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window601 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy600 cited
  • 2011Business cycle synchronization and the Euro: A wavelet analysis356 cited
  • 2016The Impact of the Shale Oil Revolution on U.S. Oil and Gasoline Prices221 cited
  • 2012The Weak Tie Between Natural Gas and Oil Prices172 cited
  • 2010UNIT ROOT TESTS WITH WAVELETS158 cited
  • 2014The switching relationship between natural gas and crude oil prices142 cited
  • 2008Measuring business cycles: A wavelet analysis of economic time series133 cited
  • 2004International transmission of stock market movements: a wavelet analysis133 cited
  • 2017Further evidence on the debate of oil-gas price decoupling: A long memory approach117 cited
  • 2016The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model100 cited
  • 2016The long-run oil–natural gas price relationship and the shale gas revolution97 cited
  • 2017What drives natural gas prices in the United States? – A directed acyclic graph approach90 cited
  • 2017U.S. shale oil production and WTI prices behaviour77 cited

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2017
The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective
68 cited
  • 2013The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate57 cited
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    • 2019Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis51 cited