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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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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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Some evidence on the asymmetry between gasoline and crude oil prices in selected countries
Salles, André Assis de - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 4, pp. 670-678
Persistent link: https://www.econbiz.de/10011286603
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Short-term and long-term relationships between gold prices and precious metal (palladium, silver and platinum) and energy (crude oil and gasoline) prices
Eryiğit, Mehmet - In: Economic research 30 (2017) 1,1, pp. 499-510
Persistent link: https://www.econbiz.de/10012223951
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Biodiesel feedstock and crude oil price relationships : the effects of policy and shale oil expansion
Schaefer, K. Aleks; Myers, Robert J.; Johnson, Stanley R.; … - In: Agricultural and resource economics review : ARER 51 (2022) 2, pp. 222-239
Persistent link: https://www.econbiz.de/10013383140
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The relevance of crude oil prices on natural gas pricing expectations : a dynamic model based empirical study
Salles, André Assis de; Campanati, Ana Beatriz Mendes - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 5, pp. 322-330
Persistent link: https://www.econbiz.de/10012426336
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Re-Examining Crude Oil and Natural Gas Price Relationship : Evidence from Time-Varying Regime-Switching Models
Hasanov, Mübariz - 2023
In this paper, we examine the relationship between crude oil and natural gas prices. Using smooth transition regression modelling approach, we find that both the long-run and short-run relationships between oil and gas prices are more aptly modelled by simultaneous structural breaks and...
Persistent link: https://www.econbiz.de/10014260009
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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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
about cointegration relationships, price adjustments and relative values. We propose the use of regime-switching models to …, conventional linear models of price dynamics such as the Vector Error Correction Model (VECM) can lead to erroneous inferences … 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