## Abstract This study examines the shortβterm volatility of natural gas prices through an examination of the intraday prices of the nearby natural gas futures contract traded on the New York Mercantile Exchange. The influence on volatility of what many regard as a key element of the information se
Futures trading and the storage of North American natural gas
β Scribed by Serletis, Apostolos ;Shahmoradi, Asghar
- Book ID
- 111046764
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 129 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0277-0180
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
the Kansas City Board 0 of Trade (KCBT) launched a Western Natural Gas Futures contract. Despite its short trading history, the contract is widely recognized as a success. Trading during the first three contract months totaled 49,904 contracts, more than two times the 22,481 contracts that traded d
## Abstract We investigate analyst forecasts in a unique setting, the natural gas storage market, and study the contribution of analysts in facilitating price discovery in futures markets. Using a highβfrequency database of analyst storage forecasts, we show that the market appears to condition exp