Heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution-Reference-Cited by-同舟云学术

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Heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution

Published:2019-06-03 Issue:6 Volume:14 Page:215-234
ISSN:1556-7249
Container-title:Energy Sources, Part B: Economics, Planning, and Policy
language:en
Short-container-title:Energy Sources, Part B: Economics, Planning, and Policy

Author:

Wang Ningli¹²,You Wanhai³,Peng Cheng⁴

Affiliation:

1. Institute of Economics, School of Social Sciences, Tsinghua University, Beijing, China

2. College of Business Administration, Hunan University, Changsha, China

3. School of Economics and Management, Fuzhou University, Fuzhou, China

4. Department of Applied Mathematics, Guangdong University of Finance, Guangzhou, China

Publisher

Informa UK Limited

Subject

Energy Engineering and Power Technology,Fuel Technology,General Chemical Engineering

Link

https://www.tandfonline.com/doi/pdf/10.1080/15567249.2019.1662519

Reference44 articles.

1. Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

2. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management

3. The U.S. shale gas revolution and its effect on international gas markets

4. Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices

5. The dynamic linkages between crude oil and natural gas markets

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1. Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks;International Review of Economics & Finance;2023-11

2. Oil Prices and the Hydrocarbon Markets: A Review;Energies;2022-08-25

3. Clean energy indices and brown assets: an analysis of tail risk spillovers through the VAR for VaR model;Journal of Sustainable Finance & Investment;2022-08-02

4. A comprehensive evaluation framework for China’s oil import sustainability with a projection pursuit and matter-element extension model;Energy Sources, Part B: Economics, Planning, and Policy;2021-06-29

5. Crude oil price determinants and multi-sectoral effects: A review;Energy Sources, Part B: Economics, Planning, and Policy;2021-05-16

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