Natural gas markets: how sensitive are they to crude oil price changes?

被引：6

作者：

Onour, Ibrahim A. ^{[1
]}

机构：

[1] Arab Planning Inst, POB 5834, Safat 13059, Kuwait

来源：

OPEC ENERGY REVIEW | 2009年 / 33卷 / 02期

关键词：

D O I：

10.1111/j.1753-0237.2009.00162.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper investigates sensitivity of US natural gas price with crude oil price changes, using time-varying coefficient models. Identification of the range of variation of the sensitivity of natural gas price to oil price change allows more accurate assessment of upper and minimum risk levels that can be utilised in pricing natural gas derivatives such as gas futures and option contracts, and gas storage facility contracts.

引用

页码：111 / 124

页数：14

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