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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The dynamic linkages between crude oil and natural gas markets

Energy Economics ◽

10.1016/j.eneco.2016.10.019 ◽

2017 ◽

Vol 62 ◽

pp. 155-170 ◽

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

IMF Working Papers ◽

10.5089/9781451860511.001 ◽

2005 ◽

Vol 05 (32) ◽

pp. 1 ◽

Author(s):

Noureddine Krichene ◽

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Simultaneous Equation ◽

Equation Model ◽

Simultaneous Equation Model ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

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“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets

Energy Economics ◽

10.1016/j.eneco.2017.09.024 ◽

2017 ◽

Vol 68 ◽

pp. 228-239 ◽

Author(s):

Yue-Jun Zhang ◽

Julien Chevallier ◽

Khaled Guesmi

Keyword(s):

Natural Gas ◽

Crude Oil ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

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On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis

Energy Economics ◽

10.1016/j.eneco.2019.01.001 ◽

2019 ◽

Vol 80 ◽

pp. 234-252 ◽

Author(s):

Xiaohang Ren ◽

Zudi Lu ◽

Cheng Cheng ◽

Yukun Shi ◽

Jian Shen

Keyword(s):

Natural Gas ◽

The State ◽

Temporal Network ◽

Natural Gas Markets ◽

The Usa ◽

Gas Markets ◽

Spatio Temporal ◽

Dynamic Linkages

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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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Volatility transmission in the oil and natural gas markets

Fuel and Energy Abstracts ◽

10.1016/s0140-6701(03)81655-7 ◽

2003 ◽

Vol 44 (3) ◽

pp. 142 ◽

Keyword(s):

Natural Gas ◽

Volatility Transmission ◽

Natural Gas Markets ◽

Oil And Natural Gas ◽

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