Oil price, oil price volatility and natural gas

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buir.advisorBerument, Hakan
dc.contributor.authorErdoğan, Mürşide Rabia
dc.date.accessioned2017-09-19T11:15:26Z
dc.date.available2017-09-19T11:15:26Z
dc.date.copyright2017-09
dc.date.issued2017-09
dc.date.submitted2017-09-19
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionThesis (M.S.): Bilkent University, Department of Economics, İhsan Doğramacı Bilkent University, 2017.en_US
dc.descriptionIncludes bibliographical references (leaves 29-31).en_US
dc.description.abstractNatural gas market has been developing and transportation and storage methods have been improving. Due to substitution between natural gas and oil in various sectors such as power generation, oil price and oil price volatility may reflect these changes in natural gas markets. We employ four ratios regarding the role natural gas markets. With these ratios, we successfully show that increase in production of natural gas or decrease in production of oil cause decline in oil price volatility with in a set of autoregressive conditional heteroscedasticity models.en_US
dc.description.provenanceSubmitted by Betül Özen (ozen@bilkent.edu.tr) on 2017-09-19T11:15:26Z No. of bitstreams: 1 10164705.pdf: 4291722 bytes, checksum: 102de2e7bbd2a9a571765dd312a27309 (MD5)en
dc.description.provenanceMade available in DSpace on 2017-09-19T11:15:26Z (GMT). No. of bitstreams: 1 10164705.pdf: 4291722 bytes, checksum: 102de2e7bbd2a9a571765dd312a27309 (MD5) Previous issue date: 2017-09en
dc.description.statementofresponsibilityby Mürşide Rabia Erdoğan.en_US
dc.embargo.release2018-03-15
dc.format.extentviii, 50 leaves : charts ; 30 cmen_US
dc.identifier.itemidB156476
dc.identifier.urihttp://hdl.handle.net/11693/33638
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectLNGen_US
dc.subjectNatural Gas Market and Oil Price Volatilityen_US
dc.titleOil price, oil price volatility and natural gasen_US
dc.title.alternativePetrol fiyatları, petrol fiyatlarının değişkenliği ve doğal gazen_US
dc.typeThesisen_US
thesis.degree.disciplineEconomics
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMA (Master of Arts)

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