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What are the causes of high crude oil price? : causality investigation
Obadi, Saleh Mothana; Othmanová, Soňa; Abdová, Mariam - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 5, pp. 80-92
Persistent link: https://www.econbiz.de/10010233794
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Noisy inventory announcement and energy prices
Halova Wolfe, Marketa; Kurov, Alexander; Kucher, Oleg - In: The journal of futures markets 34 (2014) 10, pp. 911-933
Persistent link: https://www.econbiz.de/10010508689
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The switching relationship between natural gas and crude oil prices
Brigida, Matthew - In: Energy economics 43 (2014), pp. 48-55
Persistent link: https://www.econbiz.de/10010504181
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Noisy Inventory Announcements and Energy Prices
Wolfe, Marketa - 2013
effect suffer from bias due to measurement error in inventory surprises. We utilize intraday futures data for three petroleum … estimates for petroleum commodities, and about four times as large as OLS estimates for natural gas. These results imply that …
Persistent link: https://www.econbiz.de/10013080984
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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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
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A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian; Chevallier, Julien; Zhu, Bangzhu - In: Energy economics 85 (2020), pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
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Re-Examining Crude Oil and Natural Gas Price Relationship : Evidence from Time-Varying Regime-Switching Models
Hasanov, Mübariz - 2023
In this paper, we examine the relationship between crude oil and natural gas prices. Using smooth transition regression modelling approach, we find that both the long-run and short-run relationships between oil and gas prices are more aptly modelled by simultaneous structural breaks and...
Persistent link: https://www.econbiz.de/10014260009
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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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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103