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 r...
| 发表在: | Energies |
|---|---|
| Main Authors: | , |
| 格式: | 文件 |
| 语言: | 英语 |
| 出版: |
MDPI AG
2018-10-01
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| 主题: | |
| 在线阅读: | http://www.mdpi.com/1996-1073/11/10/2757 |