Stochastic seasonality in commodity prices : the case of US natural gas
Year of publication: |
2022
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Authors: | Chen, Sheng-Hung ; Song Zan Chiou Wei ; Zhu, Zhen |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 5, p. 2263-2284
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Subject: | Commodity Pricing | Hedging and risk management | Methods and modelling of derivatives | Hedging | Rohstoffpreis | Commodity price | Risikomanagement | Risk management | Theorie | Theory | Stochastischer Prozess | Stochastic process | Erdgas | Natural gas | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Derivat | Derivative |
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