Empirical Analysis of Natural Gas Markets

Hamori, Shigeyuki

Empirical Analysis of Natural Gas Markets - Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020 - 1 electronic resource (200 p.)

Open Access

Recent developments in the natural gas industry warrant new analysis of related issues. Environmental, social, and governance (ESG) investments have accelerated the shift away from coal as the dominant source of electricity. Its low environmental impact, reduced volume, and broad availability make liquefied natural gas (LNG) a popular alternative, during this time of transition between traditional fuels and newer options. In the United States, the shale gas revolution has made natural gas a game changer. In this book, we focus on empirical analyses of the natural gas market and its growing relevance worldwide.


Creative Commons


English

books978-3-03943-137-3 9783039431366 9783039431373

10.3390/books978-3-03943-137-3 doi


Economics, finance, business & management

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