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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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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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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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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
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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
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Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat
Xu, Xiaojie; Zhang, Yun - In: Intelligent systems in accounting, finance & management 29 (2022) 3, pp. 169-181
Persistent link: https://www.econbiz.de/10013402100
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A reappraisal of the chaotic paradigm for energy commodity prices
Mastroeni, Loretta; Vellucci, Pierluigi; Naldi, Maurizio - In: Energy economics 82 (2019), pp. 167-178
Persistent link: https://www.econbiz.de/10012173910
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Comparison between Bayesian and information-theoretic model averaging : fossil fuels prices example
Drachal, Krzysztof - In: Energy economics 74 (2018), pp. 208-251
Persistent link: https://www.econbiz.de/10011972827
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Forecasting energy prices : quantile-based risk models
Apergēs, Nikolaos - In: Journal of forecasting 42 (2023) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10013465758
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Risk premia in commodity price forecasts and their impact on valuation
Hahn, Warren J.; DiLellio, James A.; Dyer, James S. - In: Energy economics 72 (2018), pp. 393-403
Persistent link: https://www.econbiz.de/10011972345