Fundamental and financial influences on the co-movement of oil and gas prices

Journal

Energy Journal

Subject

Management Science and Operations

Publishing details

Energy Journal 2017 Vol 38:2

Authors / Editors

Bunn D W; Chevallier J; LePen Y; Sevi B

Biographies

Bunn D W

Publication Year

2017

Keywords

Oil futures; Gas futures; Common factors; Speculation; Excess comovement