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dc.contributor.author
Avramidis, Fotios
en
dc.date.accessioned
2017-05-10T10:09:42Z
dc.date.available
2017-05-11T00:00:34Z
dc.date.issued
2017-05-10
dc.identifier.uri
https://repository.ihu.edu.gr//xmlui/handle/11544/15750
dc.rights
Default License
dc.title
A cointegrating analysis of the oil and gas relationship: evidence from the U.S.
en
heal.type
masterThesis
en_US
heal.keywordURI.LCSH
Natural gas--Economic aspects--United States
heal.keywordURI.LCSH
Natural gas--Prices--United States
heal.keywordURI.LCSH
Gas industry--United States
heal.keywordURI.LCSH
Petroleum--Economic aspects--United States
heal.keywordURI.LCSH
Petroleum--Prices--United States
heal.keywordURI.LCSH
Petroleum industry and trade--United States
heal.language
en
en_US
heal.access
free
en_US
heal.license
http://creativecommons.org/licenses/by-nc/4.0
en_US
heal.recordProvider
School of Science and Technology, MSc in Energy Management
en_US
heal.publicationDate
2017-05-10
heal.abstract
The objective of this dissertation was to investigate the relationship between natural gas price s delivered at Henry Hub and West Texas Intermediate (WTI) crude oil prices. The presence of a long run cointegrating relationship was revealed . Furthermore, a vector error correction model was estimated to examine the short run relationship, which is influenced by exogenous factors . The findings suggest that the WTI crude oil prices are weakly exogenous . In addition, impulse response functions and variance decompositions were constructed to provide us with the dynamic interaction between the Henry Hub natural gas and WTI crude oil prices . The results that were obtained indicate a positive response of natural gas to a shock in crude oil and point out the importance of crud e oil in explaining natural gas .
en
heal.advisorName
Panagiotidis, Theodore
en
heal.committeeMemberName
Panagiotidis, Theodore
en
heal.academicPublisher
IHU
en
heal.academicPublisherID
ihu
en_US
heal.numberOfPages
52
en_US
heal.spatialCoverage
United States of America
en


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