Anatomy of Risk Premium in UK Natural Gas Futures
Year of publication: |
2016
|
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Authors: | Martínez, Beatriz ; Torró, Hipòlit |
Publisher: |
Milano : Fondazione Eni Enrico Mattei (FEEM) |
Subject: | Natural Gas Market | Futures Premium | Rollover | Seasonal Risk Premiums |
Series: | Nota di Lavoro ; 6.2016 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 85696347X [GVK] hdl:10419/142280 [Handle] RePEc:fem:femwpa:2016.06 [RePEc] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; L95 - Gas Utilities; Pipelines; Water Utilities |
Source: |
-
Anatomy of risk premium in UK natural gas futures
Martínez, Beatriz, (2016)
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Analysis of risk premium in UK natural gas futures
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