Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets
نویسندگان
چکیده
منابع مشابه
Volatility in Natural Gas and Oil Markets
I use daily futures price data to examine the behavior of natural gas and crude oil price volatility in the U.S. since 1990. I test whether there has been a significant trend in volatility, whether there was a short-term increase in volatility during the time of the Enron collapse, and whether natural gas and crude oil price volatilities are interrelated. I also measure the persistence of shock...
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ژورنال
عنوان ژورنال: Energies
سال: 2018
ISSN: 1996-1073
DOI: 10.3390/en11102757