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Three essays on energy markets and utility regulation
Wang, Zhongmin - 2002
Persistent link: https://www.econbiz.de/10003780521
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Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A. - In: Energy economics 28 (2006) 4, pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
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Towards a worldwide integrated market? : new evidence on the dynamics of U.S., European and Asian natural gas prices
Chiappini, Raphaël; Jégourel, Yves; Raymond, Paul - In: Energy economics 81 (2019), pp. 545-565
Persistent link: https://www.econbiz.de/10012172800
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Financialization, fundamentals, and the time-varying determinants of US natural gas prices
Wang, Tiantian; Zhang, Dayong; Broadstock, David Clive - In: Energy economics 80 (2019), pp. 707-719
Persistent link: https://www.econbiz.de/10012173708
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The price and income elasticities of natural gas demand : international evidence
Burke, Paul J.; Yang, Hewen - 2016
Persistent link: https://www.econbiz.de/10011774229
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Modeling UK natural gas prices when gas prices periodically decouple from the oil price
Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2015
, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences … about cointegration relationships, price adjustments and relative values. We propose the use of regime-switching models to … address these issues. Our regime switching model uses price data to infer whether pricing is oil-driven (integrated) or gas …
Persistent link: https://www.econbiz.de/10010486860
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State-space implementation in forecasting carbon and gas prices in commodity markets
Azhar, Rialdi; Wisnu, Febryan Kusuma; Kesumah, Fajrin … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 3, pp. 280-286
Persistent link: https://www.econbiz.de/10013285561
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UK natural gas : gas-specific or oil driven pricing?
Asche, Frank; Oglend, Atle; Osmundsen, Petter - 2013
In this paper we investigate the time-varying relationship between oil and natural gas in the UK. We develop a model where relative prices can move between pricing-regimes; markets switch between being decoupled and integrated. Our model endogenously accounts for periods where oil and natural...
Persistent link: https://www.econbiz.de/10010212645
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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
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Forecast scenarios of world prices for natural gas
Ėljakova, Izabella Damdinovna; Khristoforov, Aleksandr … - In: European research studies 20 (2017) 4A, pp. 284-297
Persistent link: https://www.econbiz.de/10012219431