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Integration reforms in the European natural gas market: A rolling-window spillover analysis

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  1. Wang, Tiantian & Wu, Fei & Zhang, Dayong, 2025. "Evolution of the oil and gas price-linkage with multiple uncertainties," Energy Economics, Elsevier, vol. 151(C).
  2. Belhoula, Mohamed Malek & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024. "Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises," Resources Policy, Elsevier, vol. 98(C).
  3. Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2024. "Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation," Journal of International Money and Finance, Elsevier, vol. 147(C).
  4. Wang, Yifan & You, Xiqi & Zhang, Yanhang & Yang, Hanfang, 2024. "Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
  5. Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021. "Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management," Resources Policy, Elsevier, vol. 73(C).
  6. Chen, Yufeng & Wang, Chuwen & Zhu, Zhitao, 2022. "Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach," Energy Economics, Elsevier, vol. 114(C).
  7. Bento, Antonio M. & Koch, Nicolas & Marmarelis, Zissis E., 2026. "Emergency Response Mechanisms for addressing challenges with high gas prices in international energy markets," EconStor Preprints 337665, ZBW - Leibniz Information Centre for Economics.
  8. Lyu, Chenyan & Scholtens, Bert, 2024. "Integration of the international carbon market: A time-varying analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
  9. Xie, Qichang & Bi, Yanhao & Xi, Yiyu & Xu, Xin, 2025. "The impact of geopolitical risk on higher-order moment risk spillovers in global energy markets," Energy Economics, Elsevier, vol. 144(C).
  10. Amine Ben Amar & Boutaina Lmasrar & Mondher Bouattour, 2025. "Are European and U.S. natural gas futures markets integrated? Insights from network-connectedness and cross-herding analysis," Economics and Business Letters, Oviedo University Press, vol. 14(2), pages 106-116.
  11. Goodell, John W. & Gurdgiev, Constantin & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements," Energy Economics, Elsevier, vol. 125(C).
  12. Just, Małgorzata & Kliber, Agata & Echaust, Krzysztof, 2025. "Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe," International Review of Financial Analysis, Elsevier, vol. 103(C).
  13. Jiasha Fu & Hui Qiao, 2022. "The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 341-376, December.
  14. Liu, Jing & Zhao, Xin & Ding, Lili, 2025. "A multi-scale analysis of spillover effects between the Chinese carbon market and related markets: The impact of the geopolitical risk," Energy Economics, Elsevier, vol. 147(C).
  15. 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.
  16. Loureiro, Jose Roberto & Inchauspe, Julian & Aguilera, Roberto F., 2023. "World regional natural gas prices: Convergence, divergence or what? New evidence," Journal of Commodity Markets, Elsevier, vol. 32(C).
  17. Papież, Monika & Rubaszek, Michał & Szafranek, Karol & Śmiech, Sławomir, 2022. "Are European natural gas markets connected? A time-varying spillovers analysis," Resources Policy, Elsevier, vol. 79(C).
  18. Szafranek Karol & Rubaszek Michał, 2024. "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(3), pages 507-530.
  19. Nikou, Vasilis, 2025. "From exit to exposure: Gas import shocks and macroeconomic asymmetries in the wake of Europe's coal phaseout," Energy, Elsevier, vol. 335(C).
  20. Michał Rubaszek & Karol Szafranek, 2025. "The European energy crisis and the US natural gas market dynamics: a structural VAR investigation," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-22, February.
  21. Szafranek, Karol & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2023. "How immune is the connectedness of European natural gas markets to exceptional shocks?," Resources Policy, Elsevier, vol. 85(PA).
  22. 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).
  23. 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).
  24. Boeck, Maximilian & Zörner, Thomas O., 2025. "Natural gas prices, inflation expectations, and the pass-through to euro area inflation," Energy Economics, Elsevier, vol. 141(C).
  25. Chen, An-Sing & Nguyen, Huong Thi, 2024. "A new perspective on how investor sentiment affects herding behavior in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 67(PA).
  26. Goodell, John W. & Gurdgiev, Constantin & Paltrinieri, Andrea & Piserà, Stefano, 2024. "Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes," Energy Economics, Elsevier, vol. 131(C).
  27. Koolen, Derck & Huisman, Ronald & Ketter, Wolfgang, 2022. "Decision strategies in sequential power markets with renewable energy," Energy Policy, Elsevier, vol. 167(C).
  28. Akcora, Begum & Kandemir Kocaaslan, Ozge, 2023. "Price bubbles in the European natural gas market between 2011 and 2020," Resources Policy, Elsevier, vol. 80(C).
  29. Gerveni, Maria & Irwin, Scott H. & Serra, Teresa, 2025. "Price Connectedness in U.S. Biodiesel and Petroleum Diesel Markets," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 360642, Agricultural and Applied Economics Association.
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