The informational content of oil and natural gas prices in energy fund performance

2012 ◽  
Vol 35 (6) ◽  
pp. 465
Author(s):  
Viet Do ◽  
Tram Vu
Keyword(s):  
Natural Gas ◽  
Fund Performance ◽  
Informational Content ◽  
Energy Fund ◽  
Natural Gas Prices ◽  
Oil And Natural Gas

scholarly journals The volatility of natural gas prices - Structural shocks and influencing factors

2021 ◽  
Vol 37 (4) ◽  
Author(s):  
L. Stajic ◽  
B. Đorđević ◽  
S. Ilić ◽  
D. Brkić
Keyword(s):  
Natural Gas ◽  
Crude Oil ◽  
Energy Production ◽  
Coal Production ◽  
Total Production ◽  
Structural Shocks ◽  
The World ◽  
Natural Gas Prices ◽  
Oil And Natural Gas ◽  
Gas Market

The paper examines the primary drivers and factors influencing the volatility of natural gas prices in the world from January 2007 to July 2020. In addition to the narrow dependence between crude oil and natural gas prices, the influence of renewable energy production and coal production on the price of natural gas has been studied. For that purpose, the method of multiple linear regression was used. The results show that the volatility of natural gas prices significantly depends on the type of the shock in the natural gas market, and that the total production of energy from renewable sources, production of coal and natural gas and the price of crude oil have a significant impact on the price of gas.

Prospects for the Gulf states in 2022

2021 ◽  
Keyword(s):  
Saudi Arabia ◽  
Natural Gas ◽  
Gulf Cooperation Council ◽  
Energy Market ◽  
Global Energy ◽  
Content Type ◽  
Positive Economic ◽  
Natural Gas Prices ◽  
Gulf States ◽  
Oil And Natural Gas

Subject Prospects for the Gulf states in 2022. Significance The six member states of the Gulf Cooperation Council (GCC), especially Saudi Arabia, are enjoying the windfall from a tight global energy market that has pushed up oil and natural gas prices. They have also coped effectively with the healthcare challenges of the COVID-19 pandemic, laying the groundwork for positive economic prospects in 2022.

scholarly journals The New Regime in Natural Gas Pricing in Alberta

1977 ◽  
Vol 15 (3) ◽  
pp. 538 ◽  
Author(s):  
Francis M. Saville
Keyword(s):  
Natural Gas ◽  
Crude Oil ◽  
Federal Government ◽  
International Market ◽  
The Future ◽  
Natural Gas Prices ◽  
Oil And Natural Gas

Traditionally, the price of petroleum and natural gas in Canada has been relatively low. However, recent changes in the international market have placed pressures upon the federal and provincial governments to reassess the pricing of these commodities. As consequence, Alberta has, in an effort to raise natural gas prices, passed the Arbitration Amendment Act, which forces the field price of gas towards the commodity value and the Natural Gas Pricing Agreement Act, which acts as an agreement with the federal government regarding natural gas prices. At the same time, the federal government has enacted the Petroleum Administration Act to regulate the price of crude oil and natural gas. This article discusses the various acts, in particular the Natural Gas Pricing Agreement Act, as well as the con stitutionality of such legislation and the future pricing of natural gas in Canada.

scholarly journals Impact of Energy Price Variability on Global Fertilizer Price: Application of Alternative Volatility Models

2015 ◽  
Vol 4 (4) ◽  
pp. 132 ◽  
Author(s):  
Prabuddha Sanyal ◽  
Leonard A. Malczynski ◽  
Paul Kaplan
Keyword(s):  
Natural Gas ◽  
Structural Break ◽  
Production Costs ◽  
Energy Prices ◽  
Volatility Models ◽  
Natural Gas Prices ◽  
Negative Effect ◽  
Oil And Natural Gas ◽  
Structural Break Tests ◽  
On Farm

This study evaluates the effects of volatility in crude oil and natural gas prices on fertilizer price variations. Specifically, the study looks at the mean and volatility effects of oil and natural gas prices on both mean and volatility changes in fertilizer prices. Both symmetric models [GARCH (1, 1)] and asymmetric models [GJR (1, 1)] were used to model volatility in fertilizer prices and to evaluate the effects of the volatility over different time periods using Bai-Perron structural break tests. The results show that changes in oil and natural gas prices increased fertilizer prices after the crisis period, during June 2007 to June 2008. Both the ARCH and GARCH had significant effects on fertilizer prices, suggesting that the volatility effects of oil and natural gas prices on fertilizer prices were also significant. Furthermore, the maximum impact of higher energy prices depends on triple superphosphate and diammonium phosphate (DAP) leading to higher production costs and consequent increase in total farm expenditures for crop producers. These higher production costs invariably have a negative effect on farm profitability, thus reducing the investment levels in the farm sector.

scholarly journals Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management

2014 ◽  
Vol 42 ◽  
pp. 332-342 ◽  
Author(s):  
Riadh Aloui ◽  
Mohamed Safouane Ben Aïssa ◽  
Shawkat Hammoudeh ◽  
Duc Khuong Nguyen
Keyword(s):  
Risk Management ◽  
Natural Gas ◽  
Crude Oil ◽  
Extreme Dependence ◽  
Natural Gas Prices ◽  
Oil And Natural Gas
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