Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?
Year of publication: |
2022
|
---|---|
Authors: | Luo, Keyu ; Guo, Qiang ; Li, Xiafei |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 109.2022, p. 1-21
|
Subject: | Grey energy | Natural gas | Return connectedness index | Return forecast | Prognose | Forecast | Kapitaleinkommen | Capital income | Gaswirtschaft | Gas industry | Erdgas | Prognoseverfahren | Forecasting model | Erdgasmarkt | Natural gas market | Energieversorgung | Energy supply | Energieprognose | Energy forecast |
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