Purpose – The purpose of this paper is to investigate the price and volatility transmission between natural gas, fertilizer (ammonia), and corn markets, an issue that has been traditionally ignored in the literature despite its significant importance. Design/methodology/approach – The...

We investigate the price and volatility transmission between natural gas, fertilizer (ammonia), and corn markets, an issue that has been traditionally ignored in the literature despite its significant importance. Using a Vector Error Correction Model for the conditional mean equation and a...

Natural gas price forecasting is critical to many macroeconomic projection models and plays a vital role in state budget planning in energy-producing states. We examine the performances of various individual and composite forecasting models when predicting natural gas prices in the United...