Understanding the linkage-dependence structure between oil and gas markets: A new perspective
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DOI: 10.1016/j.energy.2022.124755
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Cited by:
- Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2024.
"Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation,"
Journal of International Money and Finance, Elsevier, vol. 147(C).
- Chiara Casoli & Matteo Manera & Daniele Valenti, 2022. "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," Working Papers 2022.45, Fondazione Eni Enrico Mattei.
- Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2022. "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," FEEM Working Papers 329739, Fondazione Eni Enrico Mattei (FEEM).
- Tiwari, Aviral Kumar & Sharma, Gagan Deep & Rao, Amar & Hossain, Mohammad Razib & Dev, Dhairya, 2024. "Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting," Energy Economics, Elsevier, vol. 134(C).
- Ma, Jinjin & Yang, Lin & Wang, Donghan & Li, Yiming & Xie, Zuomiao & Lv, Haodong & Woo, Donghyup, 2024. "Digitalization in response to carbon neutrality: Mechanisms, effects and prospects," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
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Keywords
Oil and gas markets; Characteristic evolution; Intrinsic mechanism quantification; Non-parametric test; Multivariate GARCH-Copula; CEEMDAN-JADE-RT;All these keywords.
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