Seth Wiggins

West Virginia University - Division of Resource Management

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

2

DOWNLOADS

202

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Price and Volatility Transmissions between Natural Gas, Fertilizer, and Corn Markets

Number of pages: 34 Posted: 31 Oct 2015
West Virginia University - Division of Resource Management, Wageningen UR and West Virginia University - Division of Resource Management
Downloads 159 (236,639)

Abstract:

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price, volatility, natural gas, fertilizer, corn, shale production, transmission mechanism

2.

Turbulent Times: Uncovering the Origins of US Natural Gas Price Fluctuations Since 1993

Number of pages: 38 Posted: 27 Feb 2016
Seth Wiggins and Xiaoli Etienne
West Virginia University - Division of Resource Management and West Virginia University - Division of Resource Management
Downloads 43 (516,547)
Citation 3

Abstract:

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natural gas, time-varying, stochastic volatility, supply disruptions, demand shocks, inventory, price movements, structural vector autoregressions