This paper proposes two new methods (the Quantile Group LASSO and the Quantile Group
SCAD models) to evaluate the predictability of a large group of factors on carbon futures …

This paper inspects volatility connectedness across crude oil, natural gas, coal, stock, and
currency markets in the US and China. To accomplish this objective, we deploy …

Recently, global attention has been paid to climate change. On this account, the market-
based carbon pricing scheme is developed to limit greenhouse gas emissions, where a …

The new energy technology brought by the fourth industrial revolution has stimulated the
enthusiasm for energy transformation. However, unstable renewable energy brought by …

Shale gas, a new kind of energy, receives widespread attention worldwide, especially after
America's unprecedented success. It has become a hot issue to discuss shale gas pricing in …

For many years, fuel switching between natural gas and residual fuel oil kept natural gas
prices closely aligned with those for crude oil. More recently, however, the number of US …

A consensus that the world oil market is unified begs the question, where do innovations in
oil prices enter the market? Here we investigate where changes in the price of crude oil …

An accurate forecasting model for the future coal price fluctuations provides critical
information and early warning for government and policymakers to provide a stable supply …

A heated debate has arisen over whether the Asian premium (ie, higher prices in Asia than
elsewhere) in natural gas trade is due to price discrimination or different market …

In this study, we develop a structural vector autoregressive model (VAR) for the German
natural gas market. Our setup allows us to analyze the determinants of the natural gas price …