𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Stochastic Seasonal Behaviour of Natural Gas Prices

✍ Scribed by Andrés García Mirantes; Javier Población; Gregorio Serna


Book ID
111059251
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
299 KB
Volume
18
Category
Article
ISSN
1354-7798

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


The price of natural gas
✍ Bakhtiari, A.M. Samsam 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 447 KB
Volatility dynamics of NYMEX natural gas
✍ Hiroaki Suenaga; Aaron Smith; Jeffrey Williams 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 440 KB 👁 1 views

## Abstract We examine the volatility dynamics of NYMEX natural gas futures prices via the partially overlapping time‐series model of Smith (2005. Journal of Applied Econometrics, 20, 405–422). We show that volatility exhibits two important features: (1) volatility is greater in the winter than in