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...