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Oil price, oil price volatility and natural gas

Authors: Erdoğan, Mürşide Rabia;

Oil price, oil price volatility and natural gas

Abstract

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.

Country
Turkey
Related Organizations
Keywords

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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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green