tCO2e—a new pricing model for LNG?

2020 ◽  
Vol 13 (1) ◽  
pp. 83-87
Author(s):  
Peter Roberts
Keyword(s):  
Natural Gas ◽  
Crude Oil ◽  
Oil Prices ◽  
Clean Energy ◽  
Liquefied Natural Gas ◽  
Pricing Model ◽  
Crude Oil Prices ◽  
Value Measure ◽  
The Way

Abstract The concept of commercializing natural gas through liquefaction to give liquefied natural gas (LNG), with the capacity for that LNG to be shipped worldwide to meet the demand for clean energy, is well known. The options for, and the opportunities for evolution in, how LNG is priced (whether locally, regionally or even globally, with indexation to crude oil prices or to reported gas hub prices) have also been widely discussed in industry literature. But into the LNG pricing mix, we could soon be adding a new value measure which could have the capacity to shape the way in which LNG production projects are configured—tCO2e (or, to give it its full name, tCO2e/tLNG).

scholarly journals Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices

Energy Policy ◽  
2014 ◽  
Vol 65 ◽  
pp. 567-573 ◽  
Author(s):  
Ahmed Atil ◽  
Amine Lahiani ◽  
Duc Khuong Nguyen
Keyword(s):  
Natural Gas ◽  
Crude Oil ◽  
Oil Prices ◽  
Crude Oil Prices ◽  
Natural Gas Prices ◽  
Pass Through

scholarly journals Nexus between crude oil prices, clean energy investments, technology companies and energy democracy

Green Finance ◽  
2021 ◽  
Vol 3 (3) ◽  
pp. 337-350
Author(s):  
Caner Özdurak ◽  
Keyword(s):  
Crude Oil ◽  
Stock Returns ◽  
Technology Development ◽  
Oil Prices ◽  
Clean Energy ◽  
Oil Price ◽  
Oil Futures ◽  
Company Stock ◽  
Volatility Index ◽  
Crude Oil Prices

<abstract> <p>In this study, we examine the nexus between crude oil prices, clean energy investments, technology companies, and energy democracy. Our dataset incorporates four variables which are S &amp; P Global Clean Energy Index (SPClean), Brent crude oil futures (Brent), CBOE Volatility Index (VIX), and NASDAQ 100 Technology Sector (DXNT) daily prices between 2009 and 2021. The novelty of our study is that we included technology development and market fear as important factors and assess their impact on clean energy investments. DCC-GARCH models are utilized to analyze the spillover impact of market fear, oil prices, and technology company stock returns to clean energy investments. According to our findings when oil prices decrease, the volatility index usually responds by increasing which means that the market is afraid of oil price surges. Renewable investments also tend to decrease in that period following the oil price trend. Moreover, a positive relationship between technology stocks and renewable energy stock returns also exists.</p> </abstract>

Separated influence of crude oil prices on regional natural gas import prices

Energy Policy ◽  
2014 ◽  
Vol 70 ◽  
pp. 96-105 ◽  
Author(s):  
Qiang Ji ◽  
Jiang-Bo Geng ◽  
Ying Fan
Keyword(s):  
Natural Gas ◽  
Crude Oil ◽  
Oil Prices ◽  
Import Prices ◽  
Crude Oil Prices

An Empirical Investigation of Factors Affecting Stock Prices in Vietnam

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan
Keyword(s):  
Exchange Rates ◽  
Crude Oil ◽  
Foreign Exchange ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Factors Affecting ◽  
Crude Oil Prices ◽  
Before And After

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.

Determinants of Inflation in Vietnam: A VECM Approach

2015 ◽  
Vol 22 (04) ◽  
pp. 26-50
Author(s):  
Ngoc Tran Thi Bich ◽  
Huong Pham Hoang Cam
Keyword(s):  
Interest Rate ◽  
Crude Oil ◽  
Error Correction ◽  
Budget Deficit ◽  
Oil Prices ◽  
Crude Oil Prices ◽  
Domestic Credit ◽  
Short Run ◽  
The Impact

This paper aims to examine the main determinants of inflation in Vietnam during the period from 2002Q1 to 2013Q2. The cointegration theory and the Vector Error Correction Model (VECM) approach are used to examine the impact of domestic credit, interest rate, budget deficit, and crude oil prices on inflation in both long and short terms. The results show that while there are long-term relations among inflation and the others, such factors as oil prices, domestic credit, and interest rate, in the short run, have no impact on fluctuations of inflation. Particularly, the budget deficit itself actually has a short-run impact, but its level is fundamentally weak. The cause of the current inflation is mainly due to public's expectations of the inflation in the last period. Although the error correction, from the long-run relationship, has affected inflation in the short run, the coefficient is small and insignificant. In other words, it means that the speed of the adjustment is very low or near zero. This also implies that once the relationship among inflation, domestic credit, interest rate, budget deficit, and crude oil prices deviate from the long-term trend, it will take the economy a lot of time to return to the equilibrium state.

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