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Petroleum economics : issues and strategies of oil and natural gas production
Hannesson, Rögnvaldur - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000656156
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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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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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The dynamic relationship between energy commodities and bitcoin prices : evidence from the quantile ARDL approach
Sahar Afshan; Bint Nordin, Sabariah - In: International journal of trade and global markets 17 (2023) 2, pp. 201-220
Persistent link: https://www.econbiz.de/10014287226
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Europe in world natural gas market : international transmission of european price shocks
Kopytin, Ivan Aleksandrovich; Maslennikov, Alexander … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 3, pp. 8-15
Persistent link: https://www.econbiz.de/10013277410
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Fuel (coal, coke, crude oil & gas)
1965
Persistent link: https://www.econbiz.de/10003139990
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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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Recovery of hidden state participation effects on oil and gas asset values
Kretzschmar, Gavin L.; Kirchner, Axel - In: The European journal of finance 14 (2008) 7/8, pp. 755-769
Persistent link: https://www.econbiz.de/10003816562
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Capturing Long-Term Coupling and Short-Term Decoupling Crude Oil and Natural Gas Prices
Gatfaoui, Hayette - 2016
Recent research has focused on the prevailing relationship between crude oil and natural gas prices. Nowadays, it is well acknowledged that crude oil prices often drive natural gas prices. However, their relationship is unstable over time so that it exhibits regime changes. As a result, crude...
Persistent link: https://www.econbiz.de/10012978929