<p>The European Union aimed to create a single gas market through liberalisation, but gas markets remain constrained by national borders despite significant infrastructure development. This paper analyses the convergence of European gas prices between 2018 and 2024, a period marked by geopolitical turbulences. We revisit the topic of European gas market integration and price convergence between natural gas, power, and emission markets using tests for structural breaks, Granger causality, Johansen test, and VECM. Daily spot and month-ahead prices from nine hubs are tested to assess the impact of short-term exogenous shocks on the energy market structure. Our study contributes to the literature by analysing the latest developments and providing an in-depth literature overview on methodology and market integration. The findings confirm price convergence to long-run equilibrium, with exogenous disturbances having short-term impacts on market relationships. We observe the growing importance of LNG-connected hubs, the decreasing importance of pipeline hubs, and the strong link between gas, emissions, and power prices, which remained largely intact during extreme shocks. The results suggest that the liberalisation of European energy markets has reached a stage of structural market integration characterised by common price formation for the studied markets and time frame, indicating progress towards the EU’s goal of a single gas market.</p>