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The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate
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- Abdullahi Alim & Peter R. Hartley & Yihui Lan, 2018.
"Asian Spot Prices for LNG and other Energy Commodities,"
The Energy Journal, , vol. 39(1), pages 123-142, January.
- 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).
- Madina D. Sharapiyeva & Kunanbayeva Duissekul & Nurseiytova Gulmira & Kozhamkulova Zhanna, 2019. "Energy Efficiency of Transport and Logistics Infrastructure: The Example of the Republic of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 331-338.
- Sri Utami Ady, 2021. "The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 369-376.
- Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019.
"A wavelet analysis of the relationship between oil and natural gas prices,"
Resources Policy, Elsevier, vol. 60(C), pages 118-124.
- Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018. "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers 201831, University of Pretoria, Department of Economics.
- Andre Assis de Salles & Ana Beatriz Mendes Campanati, 2019.
"The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study,"
International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 322-330.
- Assis de Salles, Andre & Mendes Campanati, Ana Beatriz, 2019. "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," MPRA Paper 95982, University Library of Munich, Germany, revised 12 Sep 2019.
- Shamaila Butt & Suresh Ramakrishnan & Nanthakumar Loganathan & Muhammad Ali Chohan, 2020. "Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-19, December.
- Huntington, Hillard G., 2015. "Crude oil trade and current account deficits," Energy Economics, Elsevier, vol. 50(C), pages 70-79.
- Cornille, David & Meyler, Aidan, 2010. "The behaviour of consumer gas prices in an environment of high and volatile oil prices," MPRA Paper 39099, University Library of Munich, Germany.
- Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoit Sevi, 2017. "Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices," The Energy Journal, , vol. 38(2), pages 201-228, March.
- Shibata, Tsubasa, 2016. "Modeling for the world crude oil and natural gas markets," IDE Discussion Papers 584, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Jong-Min Kim & Hojin Jung, 2018. "Dependence Structure between Oil Prices, Exchange Rates, and Interest Rates," The Energy Journal, , vol. 39(2), pages 259-280, March.
- Gatfaoui, Hayette, 2019.
"Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures,"
Energy Economics, Elsevier, vol. 80(C), pages 132-152.
- Hayette Gatfaoui, 2018. "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Papers 1811.02382, arXiv.org.
- Hayette Gatfaoui, 2019. "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Post-Print hal-02115626, HAL.
- Baneng Naape & Ndzalama C. Mathebula, 2022. "How do petrol prices respond to variations in crude oil and the exchange rate? Evidence from South Africa," Journal of New Economy, Ural State University of Economics, vol. 23(3), pages 23-42, October.
- Jerzy Rembeza, 2020. "Coal Prices in Poland: Is the Domestic Market Separated from the International Market?," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 405-410.
- 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).
- 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.
- Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed, 2023.
"Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers,"
Energy Economics, Elsevier, vol. 124(C).
- Dionne, Georges & El Hraiki, Rayane & Mnasri, Mohamed, 2023. "Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers," Working Papers 23-3, HEC Montreal, Canada Research Chair in Risk Management.
- Feng, Gen-Fu & Wang, Quan-Jing & Chu, Yin & Wen, Jun & Chang, Chun-Ping, 2021. "Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market," Energy Economics, Elsevier, vol. 93(C).
- Hasanli, Mübariz, 2024. "Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models," Energy Economics, Elsevier, vol. 133(C).
- Niaz Bashiri Behmiri, Matteo Manera, and Marcella Nicolini, 2019.
"Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Niaz Bashiri Behmiri & Matteo Manera & Marcella Nicolini, 2019. "Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures Markets," The Energy Journal, , vol. 40(2), pages 55-76, March.
- Wiggins, Seth & Etienne, Xiaoli, 2015. "US Natural Gas Price Determination: Fundamentals and the Development of Shale," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205788, Agricultural and Applied Economics Association.
- Yanting Chen & Peter R. Hartley & Yihui Lan, 2023. "Temperature, storage, and natural gas futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 549-575, April.
- Huang, Kuan-Ming & Etienne, Xiaoli, 2021. "Do natural hazards in the Gulf Coast still matter for state-level natural gas prices in the US? Evidence after the shale gas boom," Energy Economics, Elsevier, vol. 98(C).
- Kim, Jong-Min & Tabacu, Lucia & Jung, Hojin, 2020. "A quantile-copula approach to dependence between financial assets," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Halser, Christoph & Paraschiv, Florentina & Russo, Marianna, 2023. "Oil–gas price relationships on three continents: Disruptions and equilibria," Journal of Commodity Markets, Elsevier, vol. 31(C).
- Drachal, Krzysztof, 2018. "Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example," Energy Economics, Elsevier, vol. 74(C), pages 208-251.
- 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.
- Wang, TianTian & Zhang, Dayong & Clive Broadstock, David, 2019. "Financialization, fundamentals, and the time-varying determinants of US natural gas prices," Energy Economics, Elsevier, vol. 80(C), pages 707-719.
- Guo, Jiaqi & Long, Shaobo & Luo, Weijie, 2022. "Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Anna A. Gainetdinova, 2023. "Asymmetric Impact of Geopolitical Risk and Economic Policy Uncertainty on Russian Ruble Exchange Rate," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 22(2), pages 270-293.
- Wiggins, Seth & Etienne, Xiaoli L., 2017. "Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation," Energy Economics, Elsevier, vol. 64(C), pages 196-205.
- 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.
- Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
- Mark Agerton, 2017. "Global LNG Pricing Terms and Revisions: An Empirical Analysis," The Energy Journal, , vol. 38(1), pages 133-166, January.