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2022Journal of Forecasting: Vol. 41, Issue 6Distributional modeling and forecasting of natural gas pricesTuong Nhu Che, Tom Kompashttp://dx.doi.org/10.1007/978-3-642-41596-8_6
2022Environmental Modeling & Assessment: Vol. 27, Issue 6Energy Price Jumps, Fat Tails and Climate PolicyCharles F. Mason, Neil A. Wilmothttp://dx.doi.org/10.2139/ssrn.3790370
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2022International Review of Financial Analysis: Vol. 83Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gasJiaqi Guo, Shaobo Long, Weijie Luohttp://dx.doi.org/10.1080/15567249.2021.1986172
2022Annals of Operations ResearchHow efficient are natural gas markets in practice? A wavelet-based approachQiang Ji, Hai-Ying Zhang, Jiang-Bo Genghttp://dx.doi.org/10.2139/ssrn.2596251
2022Journal of Public Affairs: Vol. 22, Issue 4An examination of the pass‐through of disaggregated energy prices to real house price: Evidence from the United StatesGizem Uzuner, Ojonugwa Usman, Andrew Adewale Alolahttp://dx.doi.org/10.5547/01956574.38.2.fasc
2022International Review of Economics & Finance: Vol. 77Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approachXiaoyu Miao, Qunwei Wang, Xingyu Daihttp://dx.doi.org/10.1007/978-3-030-80847-1_13
2021Resources Policy: Vol. 74How alternative energy competition shocks natural gas development in China: A novel time series analysis approachSteve Ohanahttp://dx.doi.org/10.2139/ssrn.1778429
2021Australasian Journal of Environmental Management: Vol. 28, Issue 4Understanding gas pricing mechanisms: implications for the Asian marketJohn L. Simpsonhttp://dx.doi.org/10.1007/s10479-022-04750-z
2021Energy Sources, Part B: Economics, Planning, and Policy: Vol. 16, Issue 10Modeling the United States crack spread: Market efficiency, persistence and the Verleger hypothesisJosé Carlos Vides, Mónica Carmona, Julia Feria, Antonio A. Golpehttp://dx.doi.org/10.1108/14720701011035657
2021Energy Economics: Vol. 95Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivativesTakuji Matsumoto, Yuji Yamadahttp://dx.doi.org/10.1016/j.enpol.2017.10.046
2021Resources Policy: Vol. 72Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domainWalid Mensi, Mobeen Ur Rehman, Debasish Maitra, Khamis Hamed Al-Yahyaee, Xuan Vinh Vohttp://dx.doi.org/10.1002/9781118593486.ch3
2021Journal of Natural Gas Science and Engineering: Vol. 89The pricing of shale gas: A reviewKexin Han, Xiaodong Song, Haijun Yanghttp://dx.doi.org/10.2139/ssrn.2163298
2020Physica A: Statistical Mechanics and its Applications: Vol. 537Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysisTongshui Xia, Qiang Ji, Jiang-Bo Genghttp://dx.doi.org/10.1109/EEM.2011.5952995
2020Energy Policy: Vol. 146The significance of the Baltic Sea Region for natural gas supplies to the V4 countriesMariusz Ruszelhttp://dx.doi.org/10.1016/j.enpol.2020.111786
2020Economia Politica: Vol. 37, Issue 2Integration and convergence in European electricity marketsGermán G. Creamer, Chihoon Leehttp://dx.doi.org/10.1016/j.eneco.2015.05.021
2020IOP Conference Series: Earth and Environmental Science: Vol. 615, Issue 1Electricity market dynamics: The influence of fuel prices and the spillover effectHayette Gatfaouihttp://dx.doi.org/10.1016/j.eneco.2018.11.001
2020SSRN Electronic Journal On the Long-Term Coupling and Short-Term Decoupling of Crude Oil and Natural Gas PricesHayette Gatfaouihttp://dx.doi.org/10.2139/ssrn.2596250
2020Journal of the Korean Society of Mineral and Energy Resources Engineers: Vol. 57, Issue 4 Research on the Asymmetric Adjustment between the US Energy Market Fengyun Li, Xingmei Li, Haofeng Zheng, Fei Yang, Ruinan Danghttp://dx.doi.org/10.2139/ssrn.994614
2020Journal of Energy: Vol. 2020Two-Scale Network Dynamic Model for Energy Commodity ProcessesOlusegun M. Otunuga, Gangaram Laddehttp://dx.doi.org/10.1016/j.eneco.2017.01.007
2020Resources Policy: Vol. 68The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysisPuneet Vatsa, Hem C. Basnethttp://dx.doi.org/10.1016/j.jngse.2021.103897
2019SSRN Electronic Journal Causality in Quantiles and Dynamic Relations in Energy MarketsEvangelos Kyritsis, Jonas Anderssonhttp://dx.doi.org/10.1007/978-3-642-25887-9_1
2019Journal of Risk and Financial Management: Vol. 12, Issue 1Expectations for Statistical Arbitrage in Energy Futures MarketsTadahiro Nakajimahttp://dx.doi.org/10.1016/j.resourpol.2020.101791
2019Energy Policy: Vol. 133Causality in quantiles and dynamic relations in energy markets: (De)tails matterEvangelos Kyritsis, Jonas Anderssonhttp://dx.doi.org/10.1016/j.eneco.2016.10.019
2019Quantitative Finance: Vol. 19, Issue 9A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futureshttp://dx.doi.org/10.2118/153117-PA
2018Energy Economics: Vol. 69Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas tradeAmina Baba, Sana Ben Kebaier, Anna Cretihttp://dx.doi.org/10.1016/j.resourpol.2016.08.005
2018Energy Policy: Vol. 113Further evidence on the debate of oil-gas price decoupling: A long memory approachDayong Zhang, Qiang Jihttp://dx.doi.org/10.3390/en15176192
2018Energy Policy: Vol. 123Abandoned deals: the merger and acquisition process in the electricity and gas industryMara Madaleno, Victor Moutinho, Jorge Motahttp://dx.doi.org/10.1016/j.resourpol.2021.102409
2018Energy Economics: Vol. 76Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble testRögnvaldur Hannessonhttp://dx.doi.org/10.1016/j.enpol.2016.12.031
2018Energy Economics: Vol. 69What drives natural gas prices in the United States? – A directed acyclic graph approachAtle Oglend, Tore Selland Kleppe, Petter Osmundsenhttp://dx.doi.org/10.2139/ssrn.2872780
2018International Journal of Management and Economics: Vol. 54, Issue 3Selected methods of securing the refining sector against crude oil price fluctuationsBartosz Łamasz, Natalia Iwaszczuk, Oleksandr Ivashchukhttp://dx.doi.org/10.1016/j.jbankfin.2015.02.010
2018Energy Economics: Vol. 75Risk transmission mechanism between energy markets: A VAR for VaR approachJohn Simpsonhttp://dx.doi.org/10.1080/15567249.2012.723795
2018Energy Economics: Vol. 75Information spillovers and connectedness networks in the oil and gas marketsQiang Ji, Jiang-Bo Geng, Aviral Kumar Tiwarihttp://dx.doi.org/10.1016/j.eneco.2018.08.013
2017Energy Economics: Vol. 62The dynamic linkages between crude oil and natural gas marketsJonathan A. Batten, Cetin Ciner, Brian M. Luceyhttp://dx.doi.org/10.1016/j.eneco.2021.105101
2017Energy Policy: Vol. 102Another look on the relationships between oil prices and energy pricesDayong Zhang, Min Shi, Xunpeng Shihttp://dx.doi.org/10.2139/ssrn.3355244
2017Energy Policy: Vol. 109Estimating the price premium of LNG in Korea and Japan: The price formula approachGobong Choi, Eunnyeong Heohttp://dx.doi.org/10.1016/j.enpol.2015.12.016
2017Energy Economics: Vol. 63How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?Ali Jadidzadeh, Apostolos Serletishttp://dx.doi.org/10.1108/13581981111182956
2017The Energy Journal: Vol. 38, Issue 2Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil PriceFrank Asche, Atle Oglend, Petter Osmundsenhttp://dx.doi.org/10.1016/j.enpol.2017.07.033
2017Energy Economics: Vol. 64The long-run oil–natural gas price relationship and the shale gas revolutionDolores Furió, Helena Chuliáhttp://dx.doi.org/10.1016/j.jngse.2016.11.020
2017Energy Economics: Vol. 67The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspectiveZhishuang Zhu, Huaming Zhang, Gege Tao, Feng Yuhttp://dx.doi.org/10.1016/j.eneco.2009.08.015
2017Utilities Policy: Vol. 45Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisisFrank Asche, Atle Oglend, Petter Osmundsenhttp://dx.doi.org/10.1016/j.eneco.2016.07.024
2016Energy Economics: Vol. 53Linking the gas and oil markets with the stock market: Investigating the U.S. relationshipPetter Osmundsen, Magne Emhjellenhttp://dx.doi.org/10.2139/ssrn.1977108
2016Energy Sources, Part B: Economics, Planning, and Policy: Vol. 11, Issue 7Entry-exit versus distance-related transmission pricing – The European Southern Gas CorridorMassimiliano Caporin, Fulvio Fontinihttp://dx.doi.org/10.1016/j.eneco.2016.08.013
2016Economic Modelling: Vol. 54Do population age groups matter in the energy use of the oil-exporting countries?Fakhri J. Hasanov, Cihan Bulut, Elchin Suleymanovhttp://dx.doi.org/10.2478/ijme-2018-0020
2016Energy Policy: Vol. 94Market fundamentals, competition and natural-gas pricesDaan Hulshof, Jan-Pieter van der Maat, Machiel Mulderhttp://dx.doi.org/10.1016/j.enpol.2019.110933
2016Energy Economics: Vol. 57Marcellus Shale and structural breaks in oil and gas markets: The case of PennsylvaniaHans ten Brug, Padma Rao Sahibhttp://dx.doi.org/10.32390/ksmer.2020.57.4.372
2016OPEC Energy Review: Vol. 40, Issue 3Asymmetric and nonlinear pass-through relationship between oil and other commoditiesDavide Ciferri, Maria Chiara D’Errico, Paolo Polinorihttp://dx.doi.org/10.2139/ssrn.2521191
2016SSRN Electronic Journal Capturing Long-Term Coupling and Short-Term Decoupling Crude Oil and Natural Gas PricesHayette Gatfaouihttp://dx.doi.org/10.1016/j.irfa.2022.102286
2016Energy Economics: Vol. 59Trade with endogenous transportation costs: The case of liquefied natural gasJiang-Bo Geng, Qiang Ji, Ying Fanhttp://dx.doi.org/10.1155/2020/2075258
2016Journal of Natural Gas Science and Engineering: Vol. 36How regional natural gas markets have reacted to oil price shocks before and since the shale gas revolution: A multi-scale perspectiveNazim Regnard, Jean-Michel Zakoïanhttp://dx.doi.org/10.1002/9781118710098.ch5
2016Natural Hazards: Vol. 84, Issue S1Effects of gas pricing reform on China’s price level and total outputHengyun Ma, Les Oxley, John Gibsonhttp://dx.doi.org/10.1142/S021759082050037X
2016Resources Policy: Vol. 50Explaining commodity prices through asymmetric oil shocks: Evidence from nonlinear modelsShuddhasattwa Rafiq, Harry Blochhttp://dx.doi.org/10.1016/j.physa.2019.122298
2016Energy Policy: Vol. 88Time-varying convergence in European electricity spot markets and their association with carbon and fuel pricesMatthias Picklhttp://dx.doi.org/10.1016/j.eneco.2017.11.002
2015Journal of Banking & Finance: Vol. 56Product market competition and analyst forecasting activity: International evidenceIn-Mu Haw, Bingbing Hu, Jay Junghun Leehttp://dx.doi.org/10.1007/s10666-021-09795-1
2015SSRN Electronic JournalTrade with Endogenous Transportation Costs: The Value of LNG ExportsAtle Oglend, Petter Osmundsen, Tore Selland Kleppehttp://dx.doi.org/10.2139/ssrn.2295604
2015Energy Policy: Vol. 87Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gasJohn L. Simpsonhttp://dx.doi.org/10.1108/17506220910970560
2015SSRN Electronic JournalModeling UK Natural Gas Prices When Gas Prices Periodically Decouple from the Oil PriceFrank Asche, Atle Oglend, Petter Osmundsenhttp://dx.doi.org/10.1002/pa.2638
2015The Energy Journal: Vol. 36, Issue 4Shale Gas Boom Affecting the Relationship Between LPG and Oil PricesAtle Oglend, Morten E. Lindb�ck, Petter Osmundsenhttp://dx.doi.org/10.1016/j.tej.2012.07.001
2015Energy Policy: Vol. 85Germany's nuclear power plant closures and the integration of electricity markets in EuropeSukwan Jung, DooHwan Wonhttp://dx.doi.org/10.1016/j.enpol.2015.09.010
2014SSRN Electronic JournalEconomic Analysis of the Effects of Eastern Australia's LNG Exports in Asia-Pacific on Domestic Gas UsersHayette Gatfaouihttp://dx.doi.org/10.1016/j.jup.2017.02.003
2014SSRN Electronic JournalNon-Linear Forecasting of Energy Futures: Oil, Coal and Natural GasGermmn G. Creamerhttp://dx.doi.org/10.2139/ssrn.1575387
2013SSRN Electronic JournalShale Gas and the Relationship between the U.S. Natural Gas, Liquefied Petroleum Gases and Oil MarketsAtle Oglend, Morten E. Lindbäck, Petter Osmundsenhttp://dx.doi.org/10.5547/01956574.36.4.aogl
2012SSRN Electronic JournalEconomic, Financial and Political Indicators, Energy Stock Markets and Their Relationships with Electricity MarketsJohn L. Simpsonhttp://dx.doi.org/10.1016/j.resourpol.2021.102062
2012The Electricity Journal: Vol. 25, Issue 6A Contemporaneous Model of Electricity Market Interaction with Energy Stock Market SectorsJohn Simpson, Goknur Buyukkara, Santosh Mon Abrahamhttp://dx.doi.org/10.1016/j.iref.2021.10.016
2012SPE Economics & Management: Vol. 4, Issue 01Decision Criteria for Climate ProjectsBerkan ATAŞhttp://dx.doi.org/10.2139/ssrn.2063064
2012SSRN Electronic JournalPrice Discovery in European Energy MarketsJohn Swieringahttp://dx.doi.org/10.2139/ssrn.2116194
2012Energy Economics: Vol. 34, Issue 6Price and volatility dynamics between electricity and fuel costs: Some evidence for SpainWeibin Ding, Yang Xu, Feng Gao, Binjie Wu, Yue Fuhttp://dx.doi.org/10.1016/j.eneco.2011.02.004
2012SSRN Electronic JournalTerm Structure of Natural Gas Futures ContractsGermán G. Creamerhttp://dx.doi.org/10.1088/1755-1315/615/1/012079
2012Research in International Business and Finance: Vol. 26, Issue 3Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen–US dollar exchange rates in JapanTadahiro Nakajima, Shigeyuki Hamorihttp://dx.doi.org/10.2139/ssrn.2511056
2011SSRN Electronic JournalAre Oil and Natural Gas Going Separate Ways in the UK? Cointegration Tests with Structural ShiftsYifan Shen, Xunpeng Shi, Hari Malamakkavu Padinjare Variamhttp://dx.doi.org/10.1016/j.enpol.2015.09.008
2011Journal of Financial Regulation and Compliance: Vol. 19, Issue 4The financial regulation of energy and environmental marketsIvan Diaz‐Rainey, Mathias Siems, John K. Ashtonhttp://dx.doi.org/10.1016/j.ribaf.2012.03.001
2011Energy Economics: Vol. 33, Issue 6A conditionally heteroskedastic model with time-varying coefficients for daily gas spot pricesDayong Zhang, Tiantian Wang, Xunpeng Shi, Jia Liuhttp://dx.doi.org/10.1007/978-88-470-1481-7_3
2011SSRN Electronic JournalThe Financial Regulation of European Wholesale Energy and Environmental MarketsRoy Endre Dahl, Atle Oglend, Petter Osmundsen, Marius Sikvelandhttp://dx.doi.org/10.1007/978-3-642-30601-3_10
2011SSRN Electronic JournalGas Versus Oil Prices: The Impact of Shale GasGuych Nuriyev, Charles Hicksonhttp://dx.doi.org/10.1016/j.eneco.2012.02.014
2010Applied Financial Economics: Vol. 20, Issue 20Economic versus financial integration or decoupling between the US and the GCCTodd B. Potts, David B. Yergerhttp://dx.doi.org/10.1016/j.enpol.2015.05.023
2010Energy Economics: Vol. 32, Issue 2Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil marketsTHAI-HA LE, YOUNGHO CHANG, DONGHYUN PARKhttp://dx.doi.org/10.2139/ssrn.1977107
2010Corporate Governance: The international journal of business in society: Vol. 10, Issue 2Deregulation and the stakeholder modelEva Janssonhttp://dx.doi.org/10.1016/j.econmod.2015.12.018
2010SSRN Electronic JournalThe Impact of International Market Effects and Pure Political Risk on UK, EMU and the USA Oil and Gas Stock Market SectorsJohn L. Simpsonhttp://dx.doi.org/10.3390/jrfm12010014
2009SSRN Electronic JournalTesting for Energy Market Integration in ChinaPhilipp Hauser, Matthew Schmidt, Dominik Mosthttp://dx.doi.org/10.1002/for.2853
2009International Journal of Energy Sector Management: Vol. 3, Issue 2Energy and GDP growthYifei Cai, Yanrui Wuhttp://dx.doi.org/10.1016/j.eneco.2017.11.001
2007SSRN Electronic JournalModelling Global Gas Price Changes: An Expanded Party to Party Bargaining FrameworkIvan Diaz-Rainey, Mathias M. Siems, John K. Ashtonhttp://dx.doi.org/10.1080/14486563.2021.1979111

 

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