Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?

✍ Scribed by Thomas H. Root; Donald Lien

• Book ID: 117714919
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 155 KB
• Volume: 12
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/s1057-5219(03)00003-6