𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The efficiency of natural gas futures markets

✍ Scribed by Mazighi, Ahmed El Hachemi


Book ID
108554486
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
234 KB
Volume
27
Category
Article
ISSN
0277-0180

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The relative efficiency of commodity fut
✍ Kellard, Neil; Newbold, Paul; Rayner, Tony; Ennew, Christine πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 203 KB πŸ‘ 3 views

The ability of futures markets to predict subsequent spot prices has been a controversial topic for a number of years. Empirical evidence to date is mixed; for any given market, some studies find evidence of efficiency, others of inefficiency. In part, these apparently conflicting findings reflect d

Comparing price forecast accuracy of nat
✍ Gabrielle Wong-Parodi; Larry Dale; Alex Lekov πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 217 KB

The purpose of this article is to compare the accuracy of forecasts for natural gas prices as reported by the Energy Information Administration's short-term energy outlook (STEO) and the futures market for the period from 1998 to 2004. The analysis tabulates the existing data and develops a statisti

Efficiency tests in the Spanish futures
✍ Lee, Chun I.; Mathur, Ike πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 477 KB πŸ‘ 3 views

The Spanish futures markets, the MEFF RENTA FIJA, and the MEFF RENTA VARIABLE, are among the fast-growing futures markets in the world. These markets are known for their cutting-edge technological innovations related to trading, providing information, clearing, and settlement. The growing importance

Analyst forecasts and price discovery in
✍ Gerald D. Gay; Betty J. Simkins; Marian Turac πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 182 KB πŸ‘ 2 views

## 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 high‐frequency database of analyst storage forecasts, we show that the market appears to condition exp

Natural gas prices and the gas storage r
✍ Scott C. Linn; Zhen Zhu πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 259 KB πŸ‘ 2 views

## Abstract This study examines the short‐term 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