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Fundamental and financial influences on the co-movement of oil and gas prices

Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228

Persistent link: https://www.econbiz.de/10011661711

Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model

Chen, Rongda; Xu, Jianjun - In: Energy economics 78 (2019), pp. 379-391

Persistent link: https://www.econbiz.de/10012159962

The shape of the treasury yield curve and commodity prices

Bayaa, Yasmeen; Qadan, Mahmoud - In: International review of financial analysis 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014543998

Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas

Guo, Jiaqi; Long, Shaobo; Luo, Weijie - In: International review of financial analysis 83 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013455165

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