The behaviour of consumer gas prices in an environment of high and volatile oil prices
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Robinson, Terry, 2007. "Have European gas prices converged?," Energy Policy, Elsevier, vol. 35(4), pages 2347-2351, April.
- Peter R. Hartley & Kenneth B. Medlock III, 2014.
"The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate,"
The Energy Journal, , vol. 35(2), pages 25-44, April.
- Peter R. Hartley and Kenneth B. Medlock III, 2014. "The Relationship between Crude Oil and Natural Gas Prices: The Role of the Exchange Rate," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Anne Neumann, 2009.
"Linking Natural Gas Markets - Is LNG Doing its Job?,"
The Energy Journal, , vol. 30(1_suppl), pages 187-200, June.
- Anne Neumann, 2009. "Linking Natural Gas Markets - Is LNG Doing its Job?," The Energy Journal, International Association for Energy Economics, vol. 0(Special I), pages 187-200.
- Anne Neumann, 2008. "Linking Natural Gas Markets: Is LNG Doing Its Job?," Discussion Papers of DIW Berlin 822, DIW Berlin, German Institute for Economic Research.
- Stephen P. A. Brown and Mine K. Yucel, 2009.
"Market Arbitrage: European and North American Natural Gas Prices,"
The Energy Journal, International Association for Energy Economics, vol. 0(Special I), pages 167-186.
- Stephen P.A. Brown & Mine K. Yücel, 2009. "Market Arbitrage: European and North American Natural Gas Prices," The Energy Journal, , vol. 30(1_suppl), pages 167-186, June.
- Siliverstovs, Boriss & L'Hegaret, Guillaume & Neumann, Anne & von Hirschhausen, Christian, 2005.
"International market integration for natural gas? A cointegration analysis of prices in Europe, North America and Japan,"
Energy Economics, Elsevier, vol. 27(4), pages 603-615, July.
- Guillaume L¿Hégaret & Boriss Siliverstovs & Anne Neumann & Christian von Hirschhausen, 2003. "International Market Integration for Natural Gas?: A Cointegration Analysis of Prices in Europe, North America and Japan," Discussion Papers of DIW Berlin 393, DIW Berlin, German Institute for Economic Research.
- Guillaume L'Hegaret & Boriss Siliverstovs & Christian von Hirschhausen, 2004. "International Market Integration for Natural Gas? A Cointegration Analysis of Prices in Europe, North America and Japan," Working Papers 0402, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
- Apostolos Serletis & Ricardo Rangel-Ruiz, 2007.
"Testing for Common Features in North American Energy Markets,"
World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187,
World Scientific Publishing Co. Pte. Ltd..
- Serletis, Apostolos & Rangel-Ruiz, Ricardo, 2004. "Testing for common features in North American energy markets," Energy Economics, Elsevier, vol. 26(3), pages 401-414, May.
- Stephen P.A. Brown & Mine K. Yücel, 2008.
"What Drives Natural Gas Prices?,"
The Energy Journal, , vol. 29(2), pages 45-60, April.
- Stephen P. A. Brown & Mine K. Yucel, 2008. "What Drives Natural Gas Prices?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 45-60.
- Stephen P. A. Brown & Mine K. Yücel, 2007. "What drives natural gas prices?," Working Papers 0703, Federal Reserve Bank of Dallas.
- Perron, P, 1993. "Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis]," Econometrica, Econometric Society, vol. 61(1), pages 248-249, January.
- repec:bla:opecrv:v:33:y:2009:i:2:p:111-124 is not listed on IDEAS
- Perron, Pierre, 1989.
"The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis,"
Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
- Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
- D. Cornille, 2009. "Methodology or pricing: how can the greater volatility of consumer gas and electricity prices in Belgium be explained?," Economic Review, National Bank of Belgium, issue iv, pages 47-57, December.
- Onour, Ibrahim, 2009. "Natural Gas markets:How Sensitive to Crude Oil Price Changes?," MPRA Paper 14937, University Library of Munich, Germany.
- Abdulnasser Hatemi-J, 2008. "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, vol. 35(3), pages 497-505, November.
- Meyler, Aidan, 2009. "The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices," Energy Economics, Elsevier, vol. 31(6), pages 867-881, November.
- Frank Asche & Petter Osmundsen & Maria Sandsmark, 2006.
"The UK Market for Natural Gas, Oil and Electricity: Are the Prices Decoupled?,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 27-40.
- Frank Asche & Petter Osmundsen & Maria Sandsmark, 2006. "The UK Market for Natural Gas, Oil and Electricity: Are the Prices Decoupled?," The Energy Journal, , vol. 27(2), pages 27-40, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bańbura, Marta & Bobeica, Elena & Giammaria, Alessandro & Porqueddu, Mario & van Spronsen, Josha, 2025. "A new model to forecast energy inflation in the euro area," Working Paper Series 3062, European Central Bank.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chiappini, Raphaël & Jégourel, Yves & Raymond, Paul, 2019.
"Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices,"
Energy Economics, Elsevier, vol. 81(C), pages 545-565.
- Raphael Chiappini & Yves Jegourel & Paul Raymond, 2019. "Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices," Post-Print hal-03281557, HAL.
- Erdős, Péter, 2012. "Have oil and gas prices got separated?," Energy Policy, Elsevier, vol. 49(C), pages 707-718.
- 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).
- Nick, Sebastian & Thoenes, Stefan, 2014.
"What drives natural gas prices? — A structural VAR approach,"
Energy Economics, Elsevier, vol. 45(C), pages 517-527.
- Sebastian Nick & Stefan Thoenes, 2013. "What Drives Natural Gas Prices? - A Structural VAR Approach," EWI Working Papers 2013-2, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
- 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).
- repec:ipg:wpaper:2014-569 is not listed on IDEAS
- Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019.
"Convergence of European natural gas prices,"
Energy Economics, Elsevier, vol. 81(C), pages 793-811.
- Andrea Bastianin & Marzio Galeotti & Michele Polo, 2018. "Convergence of European natural gas prices," IEFE Working Papers 107, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
- Andrea, Bastianin & Marzio, Galeotti & Michele, Polo, 2018. "Convergence of European natural gas prices," Working Papers 394, University of Milano-Bicocca, Department of Economics, revised 06 Dec 2018.
- Andrea Bastianin & Marzio Galeotti & Michele Polo, 2018. "Convergence of European Natural Gas Prices," GREEN Working Papers 01, GREEN, Centre for Research on Geography, Resources, Environment, Energy & Networks, Universita' Bocconi, Milano, Italy.
- Asche, Frank & Misund, Bård & Sikveland, Marius, 2013. "The relationship between spot and contract gas prices in Europe," Energy Economics, Elsevier, vol. 38(C), pages 212-217.
- Atle Oglend & Morten E. Lindback & Petter Osmundsen, 2016.
"Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices,"
The Energy Journal, , vol. 37(1), pages 211-232, January.
- Atle Oglend & Morten E. Lindback & Petter Osmundsen, 2015. "Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices," The Energy Journal, , vol. 36(4), pages 265-286, October.
- Atle Oglend, Morten E. Lindbäck, and Petter Osmundsen, 2015. "Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
- Potts, Todd B. & Yerger, David B., 2016. "Marcellus Shale and structural breaks in oil and gas markets: The case of Pennsylvania," Energy Economics, Elsevier, vol. 57(C), pages 50-58.
- Barnes, Ryan & Bosworth, Ryan, 2015. "LNG is linking regional natural gas markets: Evidence from the gravity model," Energy Economics, Elsevier, vol. 47(C), pages 11-17.
- Ivan Aleksandrovich Kopytin & Alexander Oskarovich Maslennikov & Stanislav Vyacheslavovich Zhukov, 2022. "Europe in World Natural Gas Market: International Transmission of European Price Shocks," International Journal of Energy Economics and Policy, Econjournals, vol. 12(3), pages 8-15, May.
- Zhang, Dayong & Ji, Qiang, 2018. "Further evidence on the debate of oil-gas price decoupling: A long memory approach," Energy Policy, Elsevier, vol. 113(C), pages 68-75.
- Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra, 2010. "Integration des deutschen Gasgroßhandelsmarktes," WIK Discussion Papers 333, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.
- Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014.
"Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices,"
Energy Policy, Elsevier, vol. 65(C), pages 567-573.
- Ahmed Atil & Amine Lahiani & Duc Khuong Nguyen, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Post-Print halshs-01022598, HAL.
- 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).
- Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015.
"Price Convergence and Information Efficiency in German Natural Gas Markets,"
German Economic Review, De Gruyter, vol. 16(1), pages 87-103, February.
- Christian Growitsch & Marcus Stronzik & Rabindra Nepal, 2015. "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, Verein für Socialpolitik, vol. 16(1), pages 87-103, February.
- Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra, 2012. "Price convergence and information efficiency in German natural gas markets," EWI Working Papers 2012-5, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
- Chen, Shyh-Wei & Lin, Shih-Mo, 2014. "Non-linear dynamics in international resource markets: Evidence from regime switching approach," Research in International Business and Finance, Elsevier, vol. 30(C), pages 233-247.
- Ohana, Steve, 2010. "Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets," Energy Economics, Elsevier, vol. 32(2), pages 373-388, March.
- Robert Ialenti, 2021. "Rising US LNG Exports and Global Natural Gas Price Convergence," Discussion Papers 2021-14, Bank of Canada.
- 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.
More about this item
Keywords
natural gas consumer prices pass-through elasticity;JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:39099. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.