Similar Search Results

Revisiting the drivers of natural gas prices : a replication study of Brown & Yücel (The Energy Journal, 2008)

Roberts, Gavin - In: International Journal for Re-Views in Empirical … 3 (2019) 2, pp. 1-24

to weather, seasonality, and supply disruptions strengthen the price relationship between these two commodities. When the …

Persistent link: https://www.econbiz.de/10012123204

The relationship between crude oil and natural gas prices : the role of the exchange rate

Hartley, Peter Reginald; Medlock, Kenneth B., III - In: The energy journal 35 (2014) 2, pp. 25-44

Persistent link: https://www.econbiz.de/10010428249

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

The impact of crude oil import prices on household natural gas prices : the case of Turkey

Tatlı, Halim; Barak, Doğan - In: Journal of economic cooperation & development 41 (2020) 4, pp. 27-54

Persistent link: https://www.econbiz.de/10012594521

The law of one price in global natural gas markets : a threshold cointegration analysis

Nick, Sebastian; Tischler, Benjamin - 2014

a threshold cointegration approach that is in accordance with the law of one price and explicitly accounts for … significant regional price arbitrage. However, high threshold estimates in the latter period indicate impediments to arbitrage …

Persistent link: https://www.econbiz.de/10010489124

Price formation and intertemporal arbitrage within a low-liquidity framework : empirical evidence from European natural gas markets

Nick, Sebastian - 2013

price formation and arbitrage efficiency between spot and futures markets. Econometric approaches are specified that … that price discovery takes place on the futures market, while the spot price subsequently follows the futures market price …

Persistent link: https://www.econbiz.de/10010190788