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Transatlantic Natural Gas Price and Oil Price Relationships - An Empirical Analysis: Cahiers de l'Economie, Série Recherche, n° 61
Abstract : Markets for natural gas in industrialized countries have witnessed profound changes in the past two
decades. Trade of natural gas at spot markets in North America and Europe expanded and intensified significantly as a direct result of liberalization efforts. We test the relationships of weekly prices for crude oil and natural gas on either side of the Atlantic Basin between 1999 and 2005. Applying cointegration methodology we identify a move toward integration of historically and geographically separated markets for the homogeneous commodity natural gas.
Cited literature [53 references]
https://hal-ifp.archives-ouvertes.fr/hal-02468454
Contributor : Catherine Belli <>
Submitted on : Wednesday, February 5, 2020 - 6:15:26 PM
Last modification on : Thursday, April 15, 2021 - 1:34:09 PM
Long-term archiving on: : Wednesday, May 6, 2020 - 4:40:43 PM
Contributor : Catherine Belli <>
Submitted on : Wednesday, February 5, 2020 - 6:15:26 PM
Last modification on : Thursday, April 15, 2021 - 1:34:09 PM
Long-term archiving on: : Wednesday, May 6, 2020 - 4:40:43 PM
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