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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - In: Economic modelling 105 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
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Have European natural gas prices decoupled from crude oil prices? : evidence from TVP-VAR analysis
Rubaszek, Michał; Szafranek, Karol - 2022
Persistent link: https://www.econbiz.de/10013474299
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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 price of natural gas dependency : price shocks, inequality, and public policy
Kröger, Mats; Longmuir, Maximilian; Neuhoff, Karsten; … - In: Energy policy 175 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014279261
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Natural gas and the macroeconomy : not all energy shocks are alike
Alessandri, Piergiorgio; Gazzani, Andrea - 2023
Persistent link: https://www.econbiz.de/10014483877
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Gas price shocks and euro area inflation
Adolfsen, Jakob Feveile; Ferrari, Massimo Minesso; … - 2024
, supply and inventory shocks. We document how gas price fluctuations have a heterogeneous pass-through to euro area prices …
Persistent link: https://www.econbiz.de/10014490358
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Oil-gas price relationships on three continents : disruptions and equilibria
Halser, Christoph; Paraschiv, Florentina; Russo, Marianna - In: Journal of commodity markets 31 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014477798
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The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models
Peng, Wei - In: International review of economics & finance : IREF 86 (2023), pp. 616-625
Persistent link: https://www.econbiz.de/10014434414
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Exploring the effects of oil and gas prices on industrial production in Colombia : a quantile regression analysis
Candelo Viafara, Juan Manuel; Oviedo-Gomez, Andres; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 364-369
Persistent link: https://www.econbiz.de/10014435116
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The effects of energy prices on oil-gas sectoral stock returns for BRIC countries : evidence from space state models
Helmi, Mohamad Husam; Catik, A. Nazif; Kosedagli, Begum … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 6, pp. 430-440
Persistent link: https://www.econbiz.de/10014435145