Time Commitments in LNG Shipping and Natural Gas Price Convergence
Author
Abstract
Suggested Citation
DOI: 10.5547/01956574.41.2.aogl
Download full text from publisher
Other versions of this item:
- Atle Oglend, Petter Osmundsen, and Tore Selland Kleppe, 2020. "Time Commitments in LNG Shipping and Natural Gas Price Convergence," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 29-46.
References listed on IDEAS
- Atle Oglend & Morten E. Lindback & Petter Osmundsen, 2016.
"Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices,"
The Energy Journal, , vol. 37(1), pages 211-232, January.
- Atle Oglend & Morten E. Lindback & Petter Osmundsen, 2015. "Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices," The Energy Journal, , vol. 36(4), pages 265-286, October.
- Atle Oglend, Morten E. Lindbäck, and Petter Osmundsen, 2015. "Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
- Newey, Whitney & West, Kenneth, 2014.
"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
- Oglend, Atle & Kleppe, Tore Selland & Osmundsen, Petter, 2016. "Trade with endogenous transportation costs: The case of liquefied natural gas," Energy Economics, Elsevier, vol. 59(C), pages 138-148.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hupka, Yuri & Popova, Ivilina & Simkins, Betty & Lee, Thomas, 2023. "A review of the literature on LNG: Hubs development, market integration, and price discovery," Journal of Commodity Markets, Elsevier, vol. 31(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chang, Eric C. & Cheng, Joseph W. & Khorana, Ajay, 2000. "An examination of herd behavior in equity markets: An international perspective," Journal of Banking & Finance, Elsevier, vol. 24(10), pages 1651-1679, October.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2012.
"Smooth transition patterns in the realized stock–bond correlation,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 454-464.
- Nektarios Aslanidis & Charlotte Christiansen, 2010. "Smooth Transition Patterns in the Realized Stock Bond Correlation," CREATES Research Papers 2010-15, Department of Economics and Business Economics, Aarhus University.
- Aslanidis, Nektarios & Christiansen, Charlotte, 2011. "Smooth Transition Patterns in the Realized Stock- Bond Correlation," Working Papers 2072/152138, Universitat Rovira i Virgili, Department of Economics.
- Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016.
"Risks for the long run: Estimation with time aggregation,"
Journal of Monetary Economics, Elsevier, vol. 82(C), pages 52-69.
- Ravi Bansal & Dana Kiku & Amir Yaron, 2012. "Risks For the Long Run: Estimation with Time Aggregation," NBER Working Papers 18305, National Bureau of Economic Research, Inc.
- David Hirshleifer & Danling Jiang, 2010.
"A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 23(9), pages 3401-3436.
- Hirshleifer, David & Jiang, Danling, 2007. "A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns," MPRA Paper 20636, University Library of Munich, Germany, revised 10 Feb 2010.
- Shi, Huai-Long & Zhou, Wei-Xing, 2022. "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Joshy Easaw & Roberto Golinelli, 2022. "Professionals Inflation Forecasts: The Two Dimensions Of Forecaster Inattentiveness [“Sectoral and aggregate inflation dynamics in the euro area”]," Oxford Economic Papers, Oxford University Press, vol. 74(3), pages 701-720.
- Scalco, Paulo R. & Braga, Marcelo J., 2015. "Identification of Market Power in Bilateral Oligopoly: The Brazilian Wholesale Market of UHT Milk," 2015 Conference, August 9-14, 2015, Milan, Italy 212278, International Association of Agricultural Economists.
- Timo Korkeamaki & Danielle Xu, 2015. "Institutional Investors and Foreign Exchange Risk," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-33, September.
- Marcelo Fernandes & Breno Neri, 2010.
"Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes,"
Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 276-306.
- Fernandes, Marcelo, 2001. "Nonparametric entropy-based tests of independence between stochastic processes," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 413, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018. "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 1-18.
- repec:ebl:ecbull:v:6:y:2004:i:4:p:1-8 is not listed on IDEAS
- Marc Poitras, 2004. "The Impact of Macroeconomic Announcements on Stock Prices: In Search of State Dependence," Southern Economic Journal, John Wiley & Sons, vol. 70(3), pages 549-565, January.
- Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
"Let's get "real" about using economic data,"
Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, "undated". "Let's Get "Real" about Using Economic Data," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000. "Let's Get "Real" About Using Economic Data," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.
- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001. "Let's Get "Real"" about Using Economic Data"," CIRANO Working Papers 2001s-44, CIRANO.
- Juan Pineiro Chousa & Haider Ali Khan & Davit N. Melikyan & Artur Tamazian, 2005. "Institutional and Financial Determinants of Development: New Evidence from Advanced and Emerging Markets," CIRJE F-Series CIRJE-F-326, CIRJE, Faculty of Economics, University of Tokyo.
- Brian H. Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2023.
"Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions,"
Journal of Finance, American Finance Association, vol. 78(2), pages 835-885, April.
- Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," Working Paper Series 2021-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," NBER Working Papers 28691, National Bureau of Economic Research, Inc.
- Klaus Grobys & James W. Kolari & Jere Rutanen, 2022. "Factor momentum, option-implied volatility scaling, and investor sentiment," Journal of Asset Management, Palgrave Macmillan, vol. 23(2), pages 138-155, March.
- repec:ags:jrapmc:122316 is not listed on IDEAS
- Müller, Karsten, 2020. "German forecasters' narratives: How informative are German business cycle forecast reports?," Working Papers 23, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Carlos Medel, 2017.
"Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
- Helder Ferreira De Mendonça & Josè Simao Filho, 2007.
"Economic transparency and poverty,"
Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 60(240), pages 33-48.
- Helder Ferreira De Mendonça & Josè Simao Filho, 2007. "Economic transparency and poverty," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 60(240), pages 33-48.
- Indra de Soysa & Synøve Almås, 2019. "Does Ethnolinguistic Diversity Preclude Good Governance? A Comparative Study with Alternative Data, 1990‐2015," Kyklos, Wiley Blackwell, vol. 72(4), pages 604-636, November.
More about this item
Keywords
LNG; Natural gas; Trade; Price convergence;All these keywords.
JEL classification:
- F0 - International Economics - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:enejou:v:41:y:2020:i:2:p:29-46. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.