Roberts, Gavin - In: International Journal for Re-Views in Empirical … 3 (2019) 2, pp. 1-24
This paper replicates the analysis in the paper “What Drives Natural Gas Prices?" by Stephen P.A. Brown and Mine K. Yücel. The replication confirms the results of that analysis: a long-run relationship existed between natural-gas prices and crude-oil prices during the period from June 1997 to...