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Financialization, fundamentals, and the time-varying determinants of US natural gas prices

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  1. Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping, 2020. "Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach," International Review of Financial Analysis, Elsevier, vol. 68(C).
  2. Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2021. "Forecasting natural gas prices using highly flexible time-varying parameter models," Economic Modelling, Elsevier, vol. 105(C).
  3. Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
  4. Ifeacho Christopher I & Choga Ireen, 2023. "Analysis of the Nature and Determinants of Energy Price Dynamics in Sub-Saharan Africa (SSA)," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(2), pages 27-48, June.
  5. Shen, Yiran & Sun, Xiaolei & Ji, Qiang & Zhang, Dayong, 2023. "Climate events matter in the global natural gas market," Energy Economics, Elsevier, vol. 125(C).
  6. Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021. "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, vol. 103(C).
  7. Changfeng Zhou & Huan Cai, 2020. "Optimal Hedging Strategies for Natural Gas," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(8), pages 1-1, August.
  8. Li, Yan & Chevallier, Julien & Wei, Yigang & Li, Jing, 2020. "Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach," Energy Economics, Elsevier, vol. 87(C).
  9. Rashid Khan, Haroon Ur & Islam, Talat & Yousaf, Sheikh Usman & Zaman, Khalid & Shoukry, Alaa Mohamd & Sharkawy, Mohamed A. & Gani, Showkat & Aamir, Alamzeb & Hishan, Sanil S., 2019. "The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator," Resources Policy, Elsevier, vol. 62(C), pages 240-255.
  10. Jonathan Berrisch & Florian Ziel, 2022. "Distributional modeling and forecasting of natural gas prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1065-1086, September.
  11. Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020. "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers 2020-01, University of Tasmania, Tasmanian School of Business and Economics.
  12. Wang, Zuyi & Kim, Man-Keun, 2022. "Price bubbles in oil & gas markets and their transfer," Resources Policy, Elsevier, vol. 79(C).
  13. Jonathan Berrisch & Florian Ziel, 2020. "Distributional Modeling and Forecasting of Natural Gas Prices," Papers 2010.06227, arXiv.org, revised Aug 2021.
  14. Ronn, Ehud I., 2022. "Commodity market indicators of a 2023 Texas winter freeze," Journal of Commodity Markets, Elsevier, vol. 27(C).
  15. Krzysztof Drachal, 2019. "Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes," Sustainability, MDPI, vol. 11(19), pages 1-23, September.
  16. Michał Rubaszek & Karol Szafranek, 2022. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers 2022-078, Warsaw School of Economics, Collegium of Economic Analysis.
  17. Akcora, Begum & Kandemir Kocaaslan, Ozge, 2023. "Price bubbles in the European natural gas market between 2011 and 2020," Resources Policy, Elsevier, vol. 80(C).
  18. Xie, Gang & Jiang, Fuxin & Zhang, Chengyuan, 2023. "A secondary decomposition-ensemble methodology for forecasting natural gas prices using multisource data," Resources Policy, Elsevier, vol. 85(PA).
  19. Li, Jinchao & Wu, Qianqian & Tian, Yu & Fan, Liguo, 2021. "Monthly Henry Hub natural gas spot prices forecasting using variational mode decomposition and deep belief network," Energy, Elsevier, vol. 227(C).
  20. Su, Chi Wei & Qin, Meng & Chang, Hsu-Ling & Țăran, Alexandra-Mădălina, 2023. "Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate," Resources Policy, Elsevier, vol. 81(C).
  21. 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.
  22. Dai, Zhifeng & Tang, Rui & Zhang, Xiaotong, 2023. "A new multilayer network for measuring interconnectedness among the energy firms," Energy Economics, Elsevier, vol. 124(C).
  23. Wang, Tiantian & Qu, Wan & Zhang, Dayong & Ji, Qiang & Wu, Fei, 2022. "Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach," Energy, Elsevier, vol. 259(C).
  24. 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).
  25. Rubaszek, Michał & Uddin, Gazi Salah, 2020. "The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis," Energy Economics, Elsevier, vol. 87(C).
  26. Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
  27. Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019. "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, vol. 81(C), pages 536-544.
  28. Liu, Yan & Shi, Xunpeng & Laurenceson, James, 2020. "Dynamics of Australia's LNG export performance: A modified constant market shares analysis," Energy Economics, Elsevier, vol. 89(C).
  29. Karol Szafranek & Marek Kwas & Grzegorz Szafrański & Zuzanna Wośko, 2020. "Common Determinants of Credit Default Swap Premia in the North American Oil and Gas Industry. A Panel BMA Approach," Energies, MDPI, vol. 13(23), pages 1-23, November.
  30. Wang, Tiantian & Wu, Fei & Zhang, Dayong & Ji, Qiang, 2023. "Energy market reforms in China and the time-varying connectedness of domestic and international markets," Energy Economics, Elsevier, vol. 117(C).
  31. Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020. "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, vol. 196(C).
  32. Ning Lin & Robert E. Brooks, 2021. "Global Liquified Natural Gas Trade under Energy Transition," Energies, MDPI, vol. 14(20), pages 1-30, October.
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