
handle: 11693/33638
Natural gas market has been developing and transportation and storage methods have been improving. Due to substitution between natural gas and oil in various sectors such as power generation, oil price and oil price volatility may reflect these changes in natural gas markets. We employ four ratios regarding the role natural gas markets. With these ratios, we successfully show that increase in production of natural gas or decrease in production of oil cause decline in oil price volatility with in a set of autoregressive conditional heteroscedasticity models.
Includes bibliographical references (leaves 29-31).
Cataloged from PDF version of article.
by Mürşide Rabia Erdoğan.
Energy, Energy resources, Natural Gas Market and Oil Price Volatility, ARCH model, Economics, Output volatility, Natural gas, Enerji, Price movement, Petroleum products, Natural gas market, Petroleum, Petroleum market, LNG, Ekonomi
Energy, Energy resources, Natural Gas Market and Oil Price Volatility, ARCH model, Economics, Output volatility, Natural gas, Enerji, Price movement, Petroleum products, Natural gas market, Petroleum, Petroleum market, LNG, Ekonomi
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