Have European natural gas prices decoupled from crude oil prices? : evidence from TVP-VAR analysis
Year of publication: |
2024
|
---|---|
Authors: | Szafranek, Karol ; Rubaszek, Michał |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 3, p. 507-530
|
Subject: | Bayesian inference | energy market | oil-gas relationship | TVP-VAR model | Ölpreis | Oil price | Erdgas | Natural gas | Preis | Price | EU-Staaten | EU countries | Energiemarkt | Energy market | Welt | World |
-
Have European natural gas prices decoupled from crude oil prices? : evidence from TVP-VAR analysis
Rubaszek, Michał, (2022)
-
Interfuel competition as a factor in the evolution of natural gas pricing in Europe
Komlev, S. L., (2023)
-
Volatility and dependence in energy markets
Liu, Jinan, (2023)
- More ...
-
Szafranek, Karol, (2023)
-
Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis
Papież, Monika, (2022)
-
The dynamics and elasticities on the U.S. natural gas market : a Bayesian Structural VAR analysis
Rubaszek, Michał, (2021)
- More ...