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 …

This paper uses the wavelet method to investigate co-movements between the five
emerging stock markets of Brazil, Russia, India, China, and South Africa (BRICS), and the oil …

This study investigates the nexus among natural gas price, crude oil price, gold price,
exchange rate, and stock market index in Indian context using the Nonlinear Autoregressive …

This paper aims to develop an artificial neural networksingle bondbased forecasting model
employing a nonlinear focused time-delayed neural network (FTDNN) for energy commodity …

The time varying price spillovers between natural gas and crude oil markets for the period
1994 to 2014 are investigated. Contrary to earlier research, we show that in a large part of …

We investigate the relationship between the prices of natural gas and crude oil, and the
factors that cause short run departures from the long run equilibrium price relationship. We …

This paper investigates the degree of integration of natural gas markets in Europe, North
America and Japan in the time period between the early 1990s and 2004. The relationship …

After opening up of the Interconnector, the liberalized UK natural gas market and the
regulated Continental gas markets became physically integrated and the Continental gas …

Several recent studies establish that crude oil and natural gas prices are cointegrated. Yet at
times in the past, and very powerfully in the last two years, many voices have noted that the …

This research looks at how volatility in the oil and natural gas sectors changes over time and
across markets. We empirically examine the univariate and bivariate time-series properties …