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cc-by-nc-nd (c) Elsevier Ltd, 2018
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/128363

Uncovering the nonlinear predictive causality between natural gas and electricity prices

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Wemeasure the directional predictability between electricity and natural gas prices at different quantiles of their respective price distributions. This reveals significant nonlinearities in the relationship that characterizes the interconnected gas and electricity markets of both NewEngland and Pennsylvania-NewJersey-Maryland.Weidentify a double causality fromgas to electricity and vice versa,which increases as their respectivemarket prices rise. In general, this causality is decidedly higher for both price sets at market values at and above their median. The feedback effect fromelectricity to gas is stronger in the case of NewEngland -where 50% of the power generation mix comprises natural-gas-fired plants - than it is in the case of Pennsylvania-NewJersey-Maryland - where only 24% of the generation mix relies on natural gas sources.

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URIBE GIL, Jorge Mario, GUILLÉN, Montserrat and MOSQUERA-LÓPEZ, Stephania. Uncovering the nonlinear predictive causality between natural gas and electricity prices. Energy Economics. 2018. Vol. 74, num. August, pags. 904-916. ISSN 0140-9883. [consulted: 13 of June of 2026]. Available at: https://hdl.handle.net/2445/128363

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