Blar i NHH Brage på forfatter "Thompson, Tønnes Holter"
-
The end of a long term relationship between the price of crude oil and natural gas : a cointegration approach
Skjæveland, Kjartan; Thompson, Tønnes Holter (Master thesis, 2013)In this master thesis we explore the relationship between the natural gas price and crude oil price in the U.S. We find that the prices have been cointegrated in the period from 1997-2006, and that the prices have decoupled ...