## Abstract We examine the volatility dynamics of NYMEX natural gas futures prices via the partially overlapping timeβseries model of Smith (2005. Journal of Applied Econometrics, 20, 405β422). We show that volatility exhibits two important features: (1) volatility is greater in the winter than in
Gas futures prices bullish
β Scribed by Beale, Rita
- Publisher
- John Wiley and Sons
- Year
- 2007
- Weight
- 589 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0743-5665
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