The Weak Tie Between Natural Gas and Oil Prices
By David J. Ramberg, John Parsons. 2011
181 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/22ea141bc76ca6fea90b71c4f121c2bc3b3d8d7b
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In Economics and Econometrics
In Renewable Energy, Sustainability and the Environment
Citations in the corpus
- What drives natural gas prices? — A structural VAR approach (2013, background): “However, the stability of the cointegration relationship has been questioned as there seems to be a decoupling of oil and gas prices as outlined by Ramberg and Parsons (2012), who find that the cointegration relationship between oil and gas prices in the United States is not stable over time.”
- The Switching Relationship between Natural Gas and Crude Oil Prices (2014, background): “In addition, Ramberg and Parsons (2012) found evidence for structural breaks in 2006 and 2009 using the Gregory and Hansen (1996) test for a single structural break in a cointegrating relationship2.”