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The volatility of natural gas prices - Structural shocks and influencing factors

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27740%2F21%3A10248840" target="_blank" >RIV/61989100:27740/21:10248840 - isvavai.cz</a>

  • Result on the web

    <a href="https://doi.org/10.23967/j.rimni.2021.12.002" target="_blank" >https://doi.org/10.23967/j.rimni.2021.12.002</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.23967/j.rimni.2021.12.002" target="_blank" >10.23967/j.rimni.2021.12.002</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    The volatility of natural gas prices - Structural shocks and influencing factors

  • Original language description

    The paper examines the primary drivers and factors influencing the volatility of natural gas prices in the world from January 2007 to July 2020. In addition to the narrow dependence between crude oil and natural gas prices, the influence of renewable energy production and coal production on the price of natural gas has been studied. For that purpose, the method of multiple linear regression was used. The results show that the volatility of natural gas prices significantly depends on the type of the shock in the natural gas market and that the total production of energy from renewable sources, production of coal and natural gas and the price of crude oil have a significant impact on the price of gas.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    20400 - Chemical engineering

Result continuities

  • Project

    <a href="/en/project/TK03020027" target="_blank" >TK03020027: CEET - Center of Energy and Environmental Technologies</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2021

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Revista Internacional de Metodos Numericos para Calculo y Diseno en Ingenieria

  • ISSN

    0213-1315

  • e-ISSN

  • Volume of the periodical

    37

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    ES - SPAIN

  • Number of pages

    12

  • Pages from-to

  • UT code for WoS article

    000737079900002

  • EID of the result in the Scopus database

    2-s2.0-85122193030