Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets
The paper examines both the time-varying price and volatility transmission between US natural gas and crude oil wholesale markets, over the period 1990–2017. Short iterations suggest that neither commodity determines other’s returns, but sub-periods with very short-lived causal relations...
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| Автори: | , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
MDPI AG
2018-10-01
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| Серія: | Energies |
| Предмети: | |
| Онлайн доступ: | http://www.mdpi.com/1996-1073/11/10/2757 |
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