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- W2580130740 abstract "Abstract In this paper we use monthly data (over the period from January 1976 to December 2012) and a structural VAR model to disentangle demand and supply shocks in the global crude oil market and investigate their effects on the real price of natural gas in the United States. We identify the model by assuming that innovations to the real price of crude oil are predetermined with respect to the natural gas market and show that close to 45% of the variation in the real price of natural gas can be attributed to structural supply and demand shocks in the global crude oil market." @default.
- W2580130740 created "2017-02-03" @default.
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- W2580130740 date "2017-03-01" @default.
- W2580130740 modified "2023-10-16" @default.
- W2580130740 title "How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?" @default.
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- W2580130740 doi "https://doi.org/10.1016/j.eneco.2017.01.007" @default.
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