Heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution

Energy Sources Part B Economics Planning and Policy ◽

10.1080/15567249.2019.1662519 ◽

2019 ◽

Vol 14 (6) ◽

pp. 215-234

Author(s):

Ningli Wang ◽

Wanhai You ◽

Cheng Peng

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Shale Gas ◽

Natural Gas Markets ◽

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The Information Content of Implied Volatility in the Crude Oil and Natural Gas Markets

Journal of Accounting and Finance ◽

10.33423/jaf.v17i9.893 ◽

2017 ◽

Vol 17 (9) ◽

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Information Content ◽

Implied Volatility ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

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Abundant Shale Gas Resources: Long-Term Implications for U.S. Natural Gas Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1666996 ◽

2010 ◽

Author(s):

Stephen P. A. Brown ◽

Alan Krupnick

Keyword(s):

Natural Gas ◽

Shale Gas ◽

Natural Gas Markets ◽

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PRICE AND VOLATILITY SPILLOVERS BETWEEN CRUDE OIL AND NATURAL GAS MARKETS IN EUROPE AND JAPAN-KOREA

International Journal of Energy Economics and Policy ◽

10.32479/ijefi.9774 ◽

2020 ◽

Vol 10 (5) ◽

pp. 432-446

Author(s):

Theodosios Perifanis ◽

Athanasios Dagoumas

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Volatility Spillovers ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

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The Dynamic Linkages between Crude Oil and Natural Gas Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2653718 ◽

2015 ◽

Author(s):

Jonathan A. Batten ◽

Cetin Ciner ◽

Brian M. Lucey

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

Gas Markets ◽

Dynamic Linkages

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A Simultaneous Equations Model for World Crude Oil and Natural Gas Markets

SSRN Electronic Journal ◽

10.2139/ssrn.874253 ◽

2005 ◽

Author(s):

Noureddine Krichene

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Simultaneous Equations ◽

Simultaneous Equations Model ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

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The role of energy efficiency and renewable energy in natural gas markets

Environmental Quality Management ◽

10.1002/tqem.20009 ◽

2004 ◽

Vol 13 (3) ◽

pp. 103-109

Author(s):

R. Neal Elliott ◽

Anna Monis Shipley

Keyword(s):

Energy Efficiency ◽

Renewable Energy ◽

Natural Gas ◽

Natural Gas Markets ◽

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Natural gas markets: how sensitive are they to crude oil price changes?

OPEC Energy Review ◽

10.1111/j.1753-0237.2009.00162.x ◽

2009 ◽

Vol 33 (2) ◽

pp. 111-124 ◽

Author(s):

Ibrahim A. Onour

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Oil Price ◽

Crude Oil Price ◽

Price Changes ◽

Natural Gas Markets ◽

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The impact of the shale gas revolution on the U.S. and Japanese natural gas markets

Energy Policy ◽

10.1016/j.enpol.2013.07.122 ◽

2013 ◽

Vol 62 ◽

pp. 1002-1009 ◽

Author(s):

Hiroki Wakamatsu ◽

Kentaka Aruga

Keyword(s):

Natural Gas ◽

Shale Gas ◽

Natural Gas Markets ◽

Gas Markets ◽

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The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective

Energy Economics ◽

10.1016/j.eneco.2017.08.006 ◽

2017 ◽

Vol 67 ◽

pp. 98-110 ◽

Author(s):

Jiang-Bo Geng ◽

Qiang Ji ◽

Ying Fan

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Granger Causality ◽

Multi Scale ◽

Natural Gas Markets ◽

Oil Markets ◽

Gas Markets ◽

The Relationship

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Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets

Finance Research Letters ◽

10.1016/j.frl.2017.05.007 ◽

2018 ◽

Vol 24 ◽

pp. 25-33 ◽

Author(s):

Fangfei Zhu ◽

Yabei Zhu ◽

Xuejun Jin ◽

Xingguo Luo

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Spillover Effects ◽

Option Markets ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

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