Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?
Keyu Luo, Qiang Guo, Xiafei Li
| Year of publication: |
2022
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| Authors: | Luo, Keyu ; Guo, Qiang ; Li, Xiafei |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 109.2022, p. 1-21
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| Subject: | Grey energy | Natural gas | Return connectedness index | Return forecast | Kapitaleinkommen | Capital income | Prognose | Forecast | Gaswirtschaft | Gas industry | Erdgas | Energieversorgung | Energy supply | Prognoseverfahren | Forecasting model | Erdgasmarkt | Natural gas market | Energieprognose | Energy forecast | Aktienindex | Stock index | Volatilität | Volatility | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105947 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013283751