Oil and other energy commodities
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Vacha, Lukas & Barunik, Jozef, 2012.
"Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis,"
Energy Economics, Elsevier, vol. 34(1), pages 241-247.
- Lukas Vacha & Jozef Barunik, 2012. "Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis," Papers 1201.4776, arXiv.org.
- Bryan Kelly & Hao Jiang, 2014. "Editor's Choice Tail Risk and Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 27(10), pages 2841-2871.
- Christiane Baumeister & Lutz Kilian, 2016.
"Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us,"
Journal of Economic Perspectives, American Economic Association, vol. 30(1), pages 139-160, Winter.
- Baumeister, Christiane & Kilian, Lutz, 2015. "Forty years of oil price fluctuations: Why the price of oil may still surprise us," CFS Working Paper Series 525, Center for Financial Studies (CFS).
- Christiane Baumeister & Lutz Kilian, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CESifo Working Paper Series 5709, CESifo.
- Kilian, Lutz & Baumeister, Christiane, 2016. "Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us," CEPR Discussion Papers 11035, C.E.P.R. Discussion Papers.
- Menzie D. Chinn & Michael LeBlanc & Olivier Coibion, 2005. "The Predictive Content of Energy Futures: An Update on Petroleum, Natural Gas, Heating Oil and Gasoline," NBER Working Papers 11033, National Bureau of Economic Research, Inc.
- Baffes, John, 2007.
"Oil spills on other commodities,"
Resources Policy, Elsevier, vol. 32(3), pages 126-134, September.
- Baffes, John, 2007. "Oil spills on other commodities," Policy Research Working Paper Series 4333, The World Bank.
- David J. Ramberg and John E. Parsons, 2012. "The Weak Tie Between Natural Gas and Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Hamilton, James D., 2011.
"Nonlinearities And The Macroeconomic Effects Of Oil Prices,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 364-378, November.
- James D. Hamilton, 2010. "Nonlinearities and the Macroeconomic Effects of Oil Prices," NBER Working Papers 16186, National Bureau of Economic Research, Inc.
- Reinhard Ellwanger, 2017. "On the Tail Risk Premium in the Oil Market," Staff Working Papers 17-46, Bank of Canada.
- David I. Stern, 2012.
"Interfuel Substitution: A Meta‐Analysis,"
Journal of Economic Surveys, Wiley Blackwell, vol. 26(2), pages 307-331, April.
- Stern, David I., 2009. "Interfuel Substitution: A Meta-Analysis," Research Reports 94882, Australian National University, Environmental Economics Research Hub.
- David I.Stern, 2009. "Interfuel Substitution: A Meta Analysis," Environmental Economics Research Hub Research Reports 0933, Environmental Economics Research Hub, Crawford School of Public Policy, The Australian National University.
- Stern, David I., 2009. "Interfuel Substitution: A Meta-Analysis," MPRA Paper 13734, University Library of Munich, Germany.
- David I. Stern, 2009. "Interfuel Substitution: A Meta-Analysis," Departmental Working Papers 2009-06, The Australian National University, Arndt-Corden Department of Economics.
- Stephen P.A. Brown & Mine K. Yücel, 2008.
"What Drives Natural Gas Prices?,"
The Energy Journal, , vol. 29(2), pages 45-60, April.
- Stephen P. A. Brown & Mine K. Yucel, 2008. "What Drives Natural Gas Prices?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 45-60.
- Stephen P. A. Brown & Mine K. Yücel, 2007. "What drives natural gas prices?," Working Papers 0703, Federal Reserve Bank of Dallas.
- Peter R. Hartley & Kenneth B Medlock III & Jennifer E. Rosthal, 2008. "The Relationship of Natural Gas to Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 47-66.
- Lance J. Bachmeier & James M. Griffin, 2006. "Testing for Market Integration: Crude Oil, Coal, and Natural Gas," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 55-72.
- Ewing, Bradley T. & Malik, Farooq & Ozfidan, Ozkan, 2002. "Volatility transmission in the oil and natural gas markets," Energy Economics, Elsevier, vol. 24(6), pages 525-538, November.
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.- Gatfaoui, Hayette, 2016.
"Linking the gas and oil markets with the stock market: Investigating the U.S. relationship,"
Energy Economics, Elsevier, vol. 53(C), pages 5-16.
- Hayette Gatfaoui, 2016. "Linking the gas and oil markets with the stock market: Investigating the U.S. relationship," Post-Print hal-01562989, HAL.
- Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019.
"Asymmetric reactions of the US natural gas market and economic activity,"
Energy Economics, Elsevier, vol. 80(C), pages 86-99.
- Bao H. NGUYEN & OKIMOTO Tatsuyoshi, 2017. "Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity," Discussion papers 17102, Research Institute of Economy, Trade and Industry (RIETI).
- Derek Bunn, Julien Chevallier, Yannick Le Pen, and Benoit Sevi, 2017.
"Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2017. "Fundamental and Financial Influences on the Co-movement of Oil and Gas prices," Post-Print hal-01619890, HAL.
- repec:dau:papers:123456789/11692 is not listed on IDEAS
- Palma, Alessia & Paltrinieri, Andrea & Goodell, John W. & Oriani, Marco Ercole, 2024. "The black box of natural gas market: Past, present, and future," International Review of Financial Analysis, Elsevier, vol. 94(C).
- 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).
- Jorge Chebeir & Aryan Geraili & Jose Romagnoli, 2017. "Development of Shale Gas Supply Chain Network under Market Uncertainties," Energies, MDPI, vol. 10(2), pages 1-31, February.
- Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019.
"Commodities risk premia and regional integration in gas-exporting countries,"
Energy Economics, Elsevier, vol. 80(C), pages 267-276.
- Ilyes Abid & Khaled Guesmi & Stéphane Goutte & Christian Urom & Julien Chevallier, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Post-Print halshs-02148921, HAL.
- Ren, Xiaohang & Lu, Zudi & Cheng, Cheng & Shi, Yukun & Shen, Jian, 2019. "On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis," Energy Economics, Elsevier, vol. 80(C), pages 234-252.
- Jadidzadeh, Ali & Serletis, Apostolos, 2017.
"How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?,"
Energy Economics, Elsevier, vol. 63(C), pages 66-74.
- Ali Jadidzadeh & Apostolos Serletis, "undated". "How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market?," Working Papers 2017-02, Department of Economics, University of Calgary.
- Li, Fengyun & Li, Xingmei & Zheng, Haofeng & Yang, Fei & Dang, Ruinan, 2021. "How alternative energy competition shocks natural gas development in China: A novel time series analysis approach," Resources Policy, Elsevier, vol. 74(C).
- Nick, Sebastian & Thoenes, Stefan, 2014.
"What drives natural gas prices? — A structural VAR approach,"
Energy Economics, Elsevier, vol. 45(C), pages 517-527.
- Nick, Sebastian & Thoenes, Stefan, 2013. "What Drives Natural Gas Prices? - A Structural VAR Approach," EWI Working Papers 2013-2, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
- Kaufmann, Robert K. & Hines, Edward, 2018. "The effects of combined-cycle generation and hydraulic fracturing on the price for coal, oil, and natural gas: Implications for carbon taxes," Energy Policy, Elsevier, vol. 118(C), pages 603-611.
- repec:ipg:wpaper:2014-414 is not listed on IDEAS
- Ben Gilbert & Gavin Roberts, 2018. "Supply-side links in oil and gas markets," Working Papers 2018-04, Colorado School of Mines, Division of Economics and Business.
- Abdullahi Alim & Peter R. Hartley & Yihui Lan, 2018. "Asian Spot Prices for LNG and other Energy Commodities," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Ramberg, David J. & Henry Chen, Y.H. & Paltsev, Sergey & Parsons, John E., 2017. "The economic viability of gas-to-liquids technology and the crude oil–natural gas price relationship," Energy Economics, Elsevier, vol. 63(C), pages 13-21.
- Narjes Zamani, 2016. "How the Crude Oil Market Affects the Natural Gas Market? Demand and Supply Shocks," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 217-221.
- Hou, Chenghan & Nguyen, Bao H., 2018. "Understanding the US natural gas market: A Markov switching VAR approach," Energy Economics, Elsevier, vol. 75(C), pages 42-53.
- Zhang, Dayong & Shi, Min & Shi, Xunpeng, 2018. "Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade," Energy Economics, Elsevier, vol. 69(C), pages 33-41.
- Brigida, Matthew, 2014. "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, vol. 43(C), pages 48-55.
- Abdullah Almansour & Margaret Insley, 2016.
"The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands,"
The Energy Journal, , vol. 37(2), pages 61-88, April.
- Abdullah Almansour and Margaret Insley, 2016. "The Impact of Stochastic Extraction Cost on the Value of an Exhaustible Resource: An Application to the Alberta Oil Sands," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Abdullah Almansour & Margaret Insley, 2013. "The impact of stochastic extraction cost on the value of an exhaustible resource: An application to the Alberta oil sands," Working Papers 1303, University of Waterloo, Department of Economics, revised Jun 2013.
More about this item
Keywords
Oil price; time series of energy prices; tail risk; predictive content of energy futures.;All these keywords.
JEL classification:
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2020-01-06 (Energy Economics)
- NEP-RMG-2020-01-06 (Risk Management)
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:pra:mprapa:97318. 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: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.