Erdoğan, Mürşide Rabia2017-09-192017-09-192017-092017-092017-09-19http://hdl.handle.net/11693/33638Cataloged from PDF version of article.Thesis (M.S.): Bilkent University, Department of Economics, İhsan Doğramacı Bilkent University, 2017.Includes bibliographical references (leaves 29-31).Natural 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.viii, 50 leaves : charts ; 30 cmEnglishinfo:eu-repo/semantics/openAccessLNGNatural Gas Market and Oil Price VolatilityThesisB156476