A three-factor model on the natural gas forward curve including temperature forecasts
Christoph Jablonowski and Markus Schicks
Year of publication: |
2017
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Authors: | Jablonowski, Christoph ; Schicks, Markus |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 10.2017, 3, p. 87-105
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Subject: | weather | temperature forecast | term structure | natural gas | Heath-Jarrow-Morton (HJM) | Wetter | Weather | Zinsstruktur | Yield curve | Prognose | Forecast | Prognoseverfahren | Forecasting model | Erdgas | Natural gas | Gaswirtschaft | Gas industry | Volatilität | Volatility | Erdgasmarkt | Natural gas market | Theorie | Theory |
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