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The message in North American energy prices

Citations

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Cited by:

  1. Hain, Martin & Hess, Julian & Uhrig-Homburg, Marliese, 2018. "Relative value arbitrage in European commodity markets," Energy Economics, Elsevier, vol. 69(C), pages 140-154.
  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.
  3. Arthur Thomas & Olivier Massol & Benoît Sévi, 2019. "How are day-ahead prices informative for predicting the next day’s consumption of natural gas?," Post-Print hal-04319396, HAL.
  4. Ibrahim A. Onour, 2012. "Crude oil price and stock markets in major oil-exporting countries: evidence of decoupling feature," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(1), pages 1-10.
  5. Ekaterina Dukhanina & Olivier Massol, 2017. "Spatial Integration of Natural Gas Markets A Litterature Review," Working Papers hal-03187890, HAL.
  6. Tadahiro Nakajima & Yuki Toyoshima, 2020. "Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices," Energies, MDPI, vol. 13(7), pages 1-14, March.
  7. Karali, Berna & Ramirez, Octavio A., 2014. "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, vol. 46(C), pages 413-421.
  8. 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..
  9. Kumar, Suresh & Choudhary, Sangita & Singh, Gurcharan & Singhal, Shelly, 2021. "Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model," Resources Policy, Elsevier, vol. 73(C).
  10. Matsumoto, Takuji & Yamada, Yuji, 2021. "Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives1," Energy Economics, Elsevier, vol. 95(C).
  11. Baba, Amina & Creti, Anna & Massol, Olivier, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Energy Economics, Elsevier, vol. 89(C).
  12. Kao, Chung-Wei & Wan, Jer-Yuh, 2009. "Information transmission and market interactions across the Atlantic -- an empirical study on the natural gas market," Energy Economics, Elsevier, vol. 31(1), pages 152-161, January.
  13. Woo, Chi-Keung & Olson, Arne & Horowitz, Ira & Luk, Stephen, 2006. "Bi-directional causality in California's electricity and natural-gas markets," Energy Policy, Elsevier, vol. 34(15), pages 2060-2070, October.
  14. Amina Baba & Anna Creti & Olivier Massol, 2020. "What can we Learn from the Free Destination Option in the LNG Imbroglio ?," Working Papers hal-03181028, HAL.
  15. Scarcioffolo, Alexandre R. & Etienne, Xiaoli, 2021. "Testing directional predictability between energy prices: A quantile-based analysis," Resources Policy, Elsevier, vol. 74(C).
  16. Dahl, Roy Endre & Ogland, Atle & Osmundsen, Petter & Sikveland, Marius, 2011. "Are oil and natural gas going separate ways in the UK? Cointegration tests with Structural shifts," UiS Working Papers in Economics and Finance 2011/5, University of Stavanger.
  17. Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014. "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Energy Economics, Elsevier, vol. 42(C), pages 332-342.
  18. Brown, Stephen P.A. & Yücel, Mine K., 2008. "Deliverability and regional pricing in U.S. natural gas markets," Energy Economics, Elsevier, vol. 30(5), pages 2441-2453, September.
  19. repec:dau:papers:123456789/11692 is not listed on IDEAS
  20. Woo, Chi-Keung & Horowitz, Ira & Olson, Arne & Horii, Brian & Baskette, Carmen, 2006. "Efficient frontiers for electricity procurement by an LDC with multiple purchase options," Omega, Elsevier, vol. 34(1), pages 70-80, January.
  21. repec:aen:journl:ej39-1-hartley is not listed on IDEAS
  22. repec:ipg:wpaper:2014-414 is not listed on IDEAS
  23. Nakajima, Tadahiro & Hamori, Shigeyuki, 2013. "Testing causal relationships between wholesale electricity prices and primary energy prices," Energy Policy, Elsevier, vol. 62(C), pages 869-877.
  24. Balaguer, Jacint & Ripollés, Jordi, 2018. "The dynamics pattern of price dispersion in retail fuel markets," Energy Economics, Elsevier, vol. 74(C), pages 546-564.
  25. Gr'egory Benmenzer & Emmanuel Gobet & C'eline J'erusalem, 2007. "Arbitrage free cointegrated models in gas and oil future markets," Papers 0712.3537, arXiv.org.
  26. ten Brug, Hans & Rao Sahib, Padma, 2018. "Abandoned deals: the merger and acquisition process in the electricity and gas industry," Energy Policy, Elsevier, vol. 123(C), pages 230-239.
  27. Huang, Kuan-Ming & Etienne, Xiaoli, 2021. "Do natural hazards in the Gulf Coast still matter for state-level natural gas prices in the US? Evidence after the shale gas boom," Energy Economics, Elsevier, vol. 98(C).
  28. Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2017. "The dynamic linkages between crude oil and natural gas markets," Energy Economics, Elsevier, vol. 62(C), pages 155-170.
  29. Ji, Qiang & Zhang, Hai-Ying & Geng, Jiang-Bo, 2018. "What drives natural gas prices in the United States? – A directed acyclic graph approach," Energy Economics, Elsevier, vol. 69(C), pages 79-88.
  30. Renou-Maissant, Patricia, 2012. "Toward the integration of European natural gas markets:A time-varying approach," Energy Policy, Elsevier, vol. 51(C), pages 779-790.
  31. de Menezes, Lilian M. & Houllier, Melanie A. & Tamvakis, Michael, 2016. "Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices," Energy Policy, Elsevier, vol. 88(C), pages 613-627.
  32. Bollino, Carlo Andrea & Galeotti, Marzio, "undated". "On the Water-Energy-Food Nexus: Is there Multivariate Convergence?," FEEM Working Papers 309919, Fondazione Eni Enrico Mattei (FEEM).
  33. Chi Kong Chyong & David M Reiner & Dhruvak Aggarwal, 2023. "Market Power and Long-term Gas Contracts: The Case of Gazprom in Central and Eastern European Gas Markets," The Energy Journal, , vol. 44(1), pages 55-74, January.
  34. Mjelde, James W. & Bessler, David A., 2009. "Market integration among electricity markets and their major fuel source markets," Energy Economics, Elsevier, vol. 31(3), pages 482-491, May.
  35. Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad, 2017. "Another look on the relationships between oil prices and energy prices," Energy Policy, Elsevier, vol. 102(C), pages 318-331.
  36. 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.
  37. Moutinho, Victor & Vieira, Joel & Carrizo Moreira, António, 2011. "The crucial relationship among energy commodity prices: Evidence from the Spanish electricity market," Energy Policy, Elsevier, vol. 39(10), pages 5898-5908, October.
  38. Slabá, Monika & Gapko, Petr & Klimešová, Andrea, 2013. "Main drivers of natural gas prices in the Czech Republic after the market liberalisation," Energy Policy, Elsevier, vol. 52(C), pages 199-212.
  39. Cristina Bencivenga & Giulia Sargenti, 2010. "Crucial relationship among energy commodity prices," Working Papers 5, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
  40. Bentzen, Jan, 2003. "An empirical analysis of gasoline price convergence for 20 OECD countries," Working Papers 03-19, University of Aarhus, Aarhus School of Business, Department of Economics.
  41. 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.
  42. Kaufmann, Robert K. & Hines, Edward, 2018. "The effects of combined-cycle generation and hydraulic fracturing on the price for coal, oil, and natural gas: Implications for carbon taxes," Energy Policy, Elsevier, vol. 118(C), pages 603-611.
  43. Tishler, A. & Woo, C.K., 2006. "Likely failure of electricity deregulation: Explanation with application to Israel," Energy, Elsevier, vol. 31(6), pages 845-856.
  44. Knut Einar Rosendahl & Eirik Lund Sagen, 2009. "The Global Natural Gas Market: Will Transport Cost Reductions Lead to Lower Prices?," The Energy Journal, , vol. 30(2), pages 17-40, April.
  45. Sandro Sapio, 2008. "Volatility-price relationships in power exchanges: A demand-supply analysis," LEM Papers Series 2008/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  46. Dias, José G. & Ramos, Sofia B., 2014. "Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework," Energy, Elsevier, vol. 68(C), pages 327-336.
  47. Ali Jadidzadeh & Mobin Mirzababaei & Apostolos Serletis, 2022. "Oil Prices and the Hydrocarbon Markets: A Review," Energies, MDPI, vol. 15(17), pages 1-9, August.
  48. Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019. "Convergence of European natural gas prices," Energy Economics, Elsevier, vol. 81(C), pages 793-811.
  49. Stavros Stavroyiannis, 2022. "Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market," Papers 2206.03278, arXiv.org.
  50. repec:aen:journl:33-2-02 is not listed on IDEAS
  51. Rajcaniova, Miroslava & Drabik, Dusan & Ciaian, Pavel, 2013. "How policies affect international biofuel price linkages," Energy Policy, Elsevier, vol. 59(C), pages 857-865.
  52. Sensoy, Ahmet & Hacihasanoglu, Erk & Nguyen, Duc Khuong, 2015. "Dynamic convergence of commodity futures: Not all types of commodities are alike," Resources Policy, Elsevier, vol. 44(C), pages 150-160.
  53. Erdős, Péter, 2012. "Have oil and gas prices got separated?," Energy Policy, Elsevier, vol. 49(C), pages 707-718.
  54. Asche, Frank & Oglend, Atle & Osmundsen, Petter, 2012. "Gas versus oil prices the impact of shale gas," Energy Policy, Elsevier, vol. 47(C), pages 117-124.
  55. Yu, Jongmin & Mallory, Mindy L., 2014. "Exchange rate effect on carbon credit price via energy markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 145-161.
  56. Lee, Jaeseok & Yue, Chengyan, 2017. "Impacts of the US dollar (USD) exchange rate on economic growth and the environment in the United States," Energy Economics, Elsevier, vol. 64(C), pages 170-176.
  57. Kyritsis, Evangelos & Andersson, Jonas, 2019. "Causality in quantiles and dynamic relations in energy markets: (De)tails matter," Energy Policy, Elsevier, vol. 133(C).
  58. Furió, Dolores & Chuliá, Helena, 2012. "Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain," Energy Economics, Elsevier, vol. 34(6), pages 2058-2065.
  59. Frank Asche & Atle Oglend & Petter Osmundsen, 2017. "Modeling UK Natural Gas Prices when Gas Prices Periodically Decouple from the Oil Price," The Energy Journal, , vol. 38(2), pages 131-148, March.
  60. Aruga, Kentaka, 2013. "The U.S. Shale Gas Revolution and Its Effect on International Gas Markets," MPRA Paper 49545, University Library of Munich, Germany.
  61. Ramberg, David J. & Henry Chen, Y.H. & Paltsev, Sergey & Parsons, John E., 2017. "The economic viability of gas-to-liquids technology and the crude oil–natural gas price relationship," Energy Economics, Elsevier, vol. 63(C), pages 13-21.
  62. Brigida, Matthew, 2014. "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, vol. 43(C), pages 48-55.
  63. Tadahiro Nakajima, 2019. "Expectations for Statistical Arbitrage in Energy Futures Markets," JRFM, MDPI, vol. 12(1), pages 1-12, January.
  64. Asche, Frank & Osmundsen, Petter & Tveteras, Ragnar, 2002. "European market integration for gas? Volume flexibility and political risk," Energy Economics, Elsevier, vol. 24(3), pages 249-265, May.
  65. Hudák, Milan & Čermáková, Klára & Kadeřábková, Božena & Popescu, Irina Alina & Balsalobre-Lorente, Daniel, 2026. "From fragmentation to integration: Gas market convergence in Central and Eastern Europe in the aftermath of the EU energy crisis," Energy Policy, Elsevier, vol. 208(C).
  66. Koenig, P., 2012. "The effect of LNG on the rleationship between UK and Continental European natural gas markets," Cambridge Working Papers in Economics 1253, Faculty of Economics, University of Cambridge.
  67. Lin, Xiaoqiang & Tang, Zhenpeng & Fei, Fangyu, 2013. "Testing for relationships between Shanghai and Shenzhen stock markets: A threshold cointegration perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(18), pages 4064-4074.
  68. Ewing, Bradley T. & Malik, Farooq & Ozfidan, Ozkan, 2002. "Volatility transmission in the oil and natural gas markets," Energy Economics, Elsevier, vol. 24(6), pages 525-538, November.
  69. Mohamad, Azhar & Fromentin, Vincent, 2023. "Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic," Energy Economics, Elsevier, vol. 126(C).
  70. Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2021. "Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain," Resources Policy, Elsevier, vol. 72(C).
  71. Bouteska, Ahmed & Hajek, Petr & Fisher, Ben & Abedin, Mohammad Zoynul, 2023. "Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network," Research in International Business and Finance, Elsevier, vol. 64(C).
  72. repec:aen:journl:ej38-2-bunn is not listed on IDEAS
  73. Sandro Sapio, 2012. "Modeling the distribution of day-ahead electricity returns: a comparison," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1935-1949, December.
  74. 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.
  75. Ibrahim Onour, "undated". "Is the high crude oil prices cause the soaring global food prices?," API-Working Paper Series 1001, Arab Planning Institute - Kuwait, Information Center.
  76. Panagiotidis, Theodore & Rutledge, Emilie, 2007. "Oil and gas markets in the UK: Evidence from a cointegrating approach," Energy Economics, Elsevier, vol. 29(2), pages 329-347, March.
  77. Zied Ftiti & Kais Tissaoui & Sahbi Boubaker, 2022. "On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach," Annals of Operations Research, Springer, vol. 313(2), pages 915-943, June.
  78. Avraam, Charalampos & Chu, Daniel & Siddiqui, Sauleh, 2020. "Natural gas infrastructure development in North America under integrated markets," Energy Policy, Elsevier, vol. 147(C).
  79. Hupka, Yuri & Popova, Ivilina & Simkins, Betty & Lee, Thomas, 2023. "A review of the literature on LNG: Hubs development, market integration, and price discovery," Journal of Commodity Markets, Elsevier, vol. 31(C).
  80. Ewing, Bradley T. & Malik, Farooq & Payne, James E., 2024. "Volatility transmission between upstream and midstream energy sectors," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1191-1199.
  81. Wang, Zuyi & Kim, Man-Keun, 2022. "Price bubbles in oil & gas markets and their transfer," Resources Policy, Elsevier, vol. 79(C).
  82. Hervé OTT, 2012. "Fertilizer markets and its interplay with commodity and food prices," JRC Research Reports JRC73043, Joint Research Centre.
  83. Horowitz, I. & Woo, C.K., 2006. "Designing Pareto-superior demand-response rate options," Energy, Elsevier, vol. 31(6), pages 1040-1051.
  84. Asche, Frank & Dahl, Roy Endre & Oglend, Atle, 2013. "Value-at-Risk: Risk assessment for the portfolio of oil and gas producers," UiS Working Papers in Economics and Finance 2013/3, University of Stavanger.
  85. Woo, C.K. & Olson, A. & Horowitz, I., 2006. "Market efficiency, cross hedging and price forecasts: California's natural-gas markets," Energy, Elsevier, vol. 31(8), pages 1290-1304.
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