Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Natural gas market dynamics in the context of energy transition

2020/39/B/HS4/00366

Keywords:

Natural gas Time series models Spillover effects Price co-movements Energy transition.

Descriptors:

  • HS4_006:
  • HS4_003:
  • HS4_013:

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Michał Rubaszek 

Number of co-investigators in the project: 4

Call: OPUS 20 - announced on 2020-09-15

Amount awarded: 328 760 PLN

Project start date (Y-m-d): 2021-06-24

Project end date (Y-m-d): 2025-06-23

Project duration:: 48 months (the same as in the proposal)

Project status: Project completed

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (4)
  1. Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis
    Authors:
    Monika Papież, Michał Rubaszek, Karol Szafranek, Sławomir Śmiech
    Academic press:
    Resources Policy (rok: 2022, tom: 79, strony: Article 103029), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.resourpol.2022.103029 - link to the publication
  2. Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis
    Authors:
    Michał Rubaszek, Karol Szafranek
    Academic press:
    Studies in Nonlinear Dynamics & Econometrics (rok: 2024, tom: Published online on May 1, 2023, strony: 45681), Wydawca: De Gruyter
    Status:
    Published
    DOI:
    10.1515/snde-2022-0051 - link to the publication
  3. A Note on Natural Gas Price Transmission from TTF to Other European Hubs
    Authors:
    Michał Rubaszek
    Academic press:
    Econometric Research in Finance (rok: 2024, tom: 9, strony: 25-48), Wydawca: Szkoła Głowna Handlowa w Warszawie
    Status:
    Published
    DOI:
    10.33119/ERFIN.2024.9.1.2 - link to the publication
  4. The European energy crisis and the US natural gas market dynamics. A structural VAR investigation
    Authors:
    Michał Rubaszek, Karol Szafranek
    Academic press:
    International Economics and Economic Policy (rok: 2025, tom: 22, strony: 45679), Wydawca: Springer Nature
    Status:
    Published
    DOI:
    10.1007/s10368-024-00636-6 - link to the publication

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