Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets
We examine spillovers among the North American, European, and Asia−Pacific natural gas markets based on daily data. We use daily natural gas price indexes from 2 February 2009 to 28 February 2019 for the Henry Hub, National Balancing Point, Title Transfer Facility, and Japan Korea Marker....
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-10-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/12/20/3927 |