Modeling stationary, periodic, and long memory processes by superposed jump-driven processes

H Yoshioka - Chaos, Solitons & Fractals, 2024 - Elsevier
The long memory process is a stochastic process with power-type autocorrelation. Such
processes are found worldwide, and those arising in the environmental sciences often have …

The Market and Climate Implications of US LNG Exports

JH Stock, M Zaragoza-Watkins - 2024 - nber.org
ABSTRACT From 2015 to 2023, the United States transformed from a net importer of natural
gas to the world's largest liquified natural gas (LNG) exporter. We find that this surge in LNG …

Unveiling the dynamics: exploring the impact of oil-gas relationships on natural gas bubbles

H Zhai, KH Wang - Energy Sources, Part B: Economics, Planning …, 2024 - Taylor & Francis
Natural gas plays an increasingly important role in the energy landscape, and its price
experiences significant volatility and is easily affected by oil due to its substitutability …

Fuelling the energy transition: The effect of German wind and PV electricity infeed on TTF gas prices

C Halser, F Paraschiv - Quantitative Energy Finance: Recent Trends and …, 2024 - Springer
Previous research shows that renewable energies have a direct negative marginal effect on
electricity prices. Gas plants play an essential role in the electricity generation in several fuel …

From Fossil Fuels to Renewables: Analyzing Network Effects and Market Responses During China's Energy Transition

Y Chen, Q Luo, E Bouri - Available at SSRN 4985650 - papers.ssrn.com
The Chinese energy market has entered a new critical phase of evolution under the carbon
neutrality goals and ongoing reforms, fundamentally transforming its operation and price …