assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …

When natural gas prices are subject to periodic decoupling from oil prices, for instance due to peak-load pricing … address these issues. Our regime switching model uses price data to infer whether pricing is oil-driven (integrated) or gas …-specific (decoupled). We find that UK natural gas (ICE) and oil (Brent) are cointegrated for the majority of the sample considered (1997 …

In this paper we investigate the time-varying relationship between oil and natural gas in the UK. We develop a model … endogenously accounts for periods where oil and natural gas temporarily decouple due to gas specific pricing. We show that gas … the time of the year. Most of the reversion back to oil occurs in spring and summer when demand for gas to heating and …

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the … correlations between oil and stock markets returns during turbulent phases in the oil market, for all countries in our sample. Our …

A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating … veteran rules derived from the empirical oil literature to filter oil supply, global demand, and oil demand shocks into … for systemic risk assessment in countries vulnerable to oil market shocks. We illustrate the procedure using the dynamic …

to study the impact of economic sanctions on international trade in the mining sector, which includes oil and natural gas …