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Colombo et al., 2025 - Google Patents

Understanding gas price shocks: Elasticities, volatilities, and macroeconomic transmission

Colombo et al., 2025

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Document ID
1274008097171044367
Author
Colombo D
Toni F
Publication year

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Snippet

We identify supply and demand shocks to the real price of natural gas in the Euro Area and the United States. Demand shocks are identified using exogenous temperature variations, while supply shocks are identified through a high-frequency strategy based on an extensive …
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