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Modeling energy price dynamics : GARCH versus stochastic volatility
Chan, Joshua; Grant, Angelia L. - In: Energy economics 54 (2016), pp. 182-189
Persistent link: https://www.econbiz.de/10011662805
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The long-run oil-natural gas price relationship and the shale gas revolution
Caporin, Massimiliano; Fontini, Fulvio - In: Energy economics 64 (2017), pp. 511-519
Persistent link: https://www.econbiz.de/10011759006
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Re-examining crude oil and natural gas price relationship : evidence from time-varying regime-switching models
Hasanli, Mübariz - In: Energy economics 133 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015048121
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Jump processes in natural gas markets
Mason, Charles F.; Wilmot, Neil A. - In: Energy economics 46 (2014), pp. 69-79
Persistent link: https://www.econbiz.de/10011299350
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An assessment of optimal gas pricing in Russia : a CGE approach
Orlov, Anton - In: Energy economics 49 (2015), pp. 492-506
Persistent link: https://www.econbiz.de/10011537156
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Price discrimination and limits to arbitrage : an analysis of global LNG markets
Ritz, Robert A. - In: Energy economics 45 (2014), pp. 324-332
Persistent link: https://www.econbiz.de/10010505361
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What drives natural gas prices? : a structural VAR approach
Nick, Sebastian; Thoenes, Stefan - In: Energy economics 45 (2014), pp. 517-527
Persistent link: https://www.econbiz.de/10010506550
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Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan; Chevallier, Julien; Wei, Yigang; Li, Jing - In: Energy economics 87 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
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Integration reforms in the European natural gas market : a rolling-window spillover analysis
Broadstock, David C.; Li, Raymond; Wang, Linjin - In: Energy economics 92 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012519990
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Macroeconomic uncertainty and natural gas prices : revisiting the Asian Premium
Shi, Xunpeng; Shen, Yifan - In: Energy economics 94 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012649324