Empirical Analysis of Natural Gas Markets
English[eng]
spillover effect||market integration||natural gas market||time frequency dynamics||BRICS||exchange rates||connectedness||time domain||frequency domain||natural gas||crude oil||electricity utilities sector index||time–frequency dynamics||ESG||renewable energy||copula||value-at-risk||electricity||spot||futures||transmission||pipelines||external cost||health||property damage||bodily injury||uncertainty||insurance||coal||spillover effects||dynamic approaches||forecasting||logistic regression||random forests||support vector machines||US natural gas crises||XGboost||neural networks||oil futures prices crashes||foresting||logistical regression||extreme gradient boosting||moving window||SVAR||oil price||gas price||US macroeconomic aggregates||GDP||CPI