Modeling natural gas price volatility: The case of the UK gas market

H Van Goor, B Scholtens - Energy, 2014 - Elsevier
We investigate if and how gas price volatility can be explained on the basis of market
fundamentals. We depart from the Kanamura (2009) supply and demand based volatility …

[PDF][PDF] Price and volatility spillovers between crude oil and natural gas markets in Europe and Japan-Korea

T Perifanis, A Dagoumas - International Journal of Energy Economics and …, 2020 - zbw.eu
The shale gas developments over the last two decades have challenged the gas price
linkage with crude oil. The decoupling of the US wholesale gas from oil markets is mainly …

[PDF][PDF] 구조변화를고려한한국의LNG 가격추정

조홍종, 한원희 - 자원· 환경경제연구, 2015 - researchgate.net
현재 한국은 천연가스 수요의 99% 를 LNG 형태로 해외로부터 수입하고 있으며, 80% 이상을
유가에 연동된 가격 공식을 갖고 있는 장기 LNG 계약을 통해 도입하고 있다. LNG 도입가격 …

Estimation of Korean LNG price allowing a structural change

HC Cho, W Han - Environmental and Resource Economics …, 2015 - koreascience.kr
Almost all of natural gas demand in Korea is currently met by overseas LNG imports. More
than 80% of LNG is imported through the mid to long-term contracts with oil-linked pricing …

Influencia y divergencia de choques de precios del petróleo en precios del gas natural:¿ Mecanismo unidireccional o canales de transmisión?, una estimación …

RA Banegas Rivero, R Vergara González - EconoQuantum, 2014 - scielo.org.mx
En este documento se evalúan dos mecanismos de choques de precios del petróleo sobre
los precios del gas natural (unidireccional y canales de transmisión). Estas vías han sido …

국제유가와천연가스가격간의관계분석및한국의LNG 가격추정

박철웅, 박철호 - 산업경제연구, 2022 - dbpia.co.kr
본 연구는 세계적인 경기둔화와 함께 북미 및 중국의 셰일오일· 가스 개발로 도래한 저유가
시기의 원유가격과 천연가스가격 간의 인과관계를 분석하였다. 특히, VECM 과 VAR 모형을 …

[PDF][PDF] Crude Oil Price Differentials: An empirical analysis on the factors behind the price divergence between WTI and Brent

M Heier, S Skoglund - 2014 - openaccess.nhh.no
The main purpose of our thesis is to examine the long-run relationship be tween WTI and
Bren t. Historically, the prices fluctuated around a constant differential, where WTI traded …

An assessment of OPEC'S strategy and market factors on crude oil pricing

T Perifanis - 2020 - dione.lib.unipi.gr
Περίληψη The main aim of this dissertation is to explore and discover the main crude price
drivers. While oil is seen as a commodity, its market structure is much more complex. It is not …

[图书][B] Price Dynamics in LNG Spot Markets: An Econometric Analysis

KZ Cologlu - 2018 - search.proquest.com
In the last couple of decades, numerous papers have been written on the LNG industry.
Nevertheless, only a handful of academic studies has touched upon the dynamics behind …

[PDF][PDF] ROGER ALEJANDRO BANEGAS RIVERO

RV GONZÁLEZ - academia.edu
In this paper two mechanisms of oil price shocks on natural gas prices are evaluated of oil
price shocks on natural gas prices (unidirectional way and transmission channels). These …