The Relationship between Crude Oil and Natural Gas Prices

The Relationship between Crude Oil and Natural Gas Prices PowerPoint PPT Presentation


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Outline. MotivationMethodologyOLS Engle-GrangerVECMDataResultsCointegrating RelationshipsOLSVECMError Correction ModelOLS3SLSConclusions. Why focus on natural gas and oil prices?. Historically, a 10:1 ratio between $/barrel of crude oil and $/mmbtu of natural gasThe rule of thumb" has

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The Relationship between Crude Oil and Natural Gas Prices

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