Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management

Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries

(2021) Walid Mensi et al.   RESOURCES POLICY

Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain

(2021) Walid Mensi et al.   RESOURCES POLICY

The spillover effects between natural gas and crude oil markets: The correlation network analysis based on multi-scale approach

(2019) Xiuming Li et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Comovement between commodity sectors

(2019) Guixin Cai et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Further evidence on the debate of oil-gas price decoupling: A long memory approach

(2018) Dayong Zhang et al.   ENERGY POLICY

The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model

(2016) Jiang-Bo Geng et al.   ENERGY POLICY

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

International Natural Gas market Integration

(2013) Raymond Li et al.   ENERGY JOURNAL

What Drives Natural Gas Prices?

(2011) Stephen P. A. Brown et al.   ENERGY JOURNAL

The Relationship of Natural Gas to Oil Prices

(2011) Peter R. Hartley et al.   ENERGY JOURNAL