Given that natural gas is a vital input for the US utility sector, this study empirically
investigates the return connectedness between the natural gas and utility stocks in the US …

Energy is considered as a commodity nowadays and continuous access along with price
stability is of vital importance for every economic agent worldwide. The aim of the current …

Effective hedging strategies are important in reducing price volatility risk for business
investors and companies participating into carbon markets. In this paper, we investigate the …

This paper examines the cross hedging effectiveness between UK FTSE100 and world stock
index futures from developed and emerging markets: the US, Australia, Brazil, Japan, Hong …

The price of natural gas has experienced a huge increase in recent years due to the
pandemic and the war in Ukraine, which has created a high risk for agents working with gas …

Abstract This paper compares Generalized Autoregressive Score (GAS) models and
GARCH‐type models on their forecasting abilities for crude oil and natural gas spot and …

In this study, we estimate the minimum variance (MV) and quantile hedge ratios for three
energy-related commodities: crude oil, heating oil and natural gas. For crude oil and heating …

This paper examines dynamic hedges in the natural gas futures markets for different
horizons and explores the gains from devising risk management strategies. Despite the …

In this paper, we study the hedging effectiveness of crude oil futures on the basis of the
lower partial moments (LPMs). An improved kernel density estimation method is proposed to …

The COVID-19 pandemic and the war in Ukraine have caused huge price changes in the
natural gas market. This paper tries to minimise the extreme risk of natural gas, making two …