How Do Oil and Natural Gas Prices affect U.S. industrial production? Utilizing wavelet nonlinear denoised based quantile analysis
This study investigates the relationship of the U.S. industrial production with West Texas Intermediate crude oil and Henry Hub natural gas prices. It determines the time-varying asymmetric relationship of crude oil, natural gas and industrial production from 1986 to 2018 by using Maximum Overlap Di...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-11-01
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| Series: | Energy Strategy Reviews |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2211467X20301036 |