The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-023-10415-1.pdf
Reference30 articles.
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2. Batten, J. A., Ciner, C., & Lucey, B. M. (2017). The dynamic linkages between crude oil and natural gas markets. Energy Economics, 62, 155–170.
3. Brigida, M. (2014). The switching relationship between natural gas and crude oil prices. Energy Economics, 43, 48–55.
4. Brown, S., & Krupnick, A. (2010). Abundant shale gas resources: long-term implications for US natural gas markets. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1666996
5. Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57–66.
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