Forecasting natural gas prices using highly flexible time-varying parameter models
Shen Gao, Chenghan Hou, Bao H. Nguyen
| Year of publication: |
2020
|
|---|---|
| Authors: | Gao, Shen ; Hou, Chenghan ; Bao Hoang Nguyen |
| Publisher: |
[Canberra] : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| Subject: | Natural gas price | Structural breaks | Forecasting | Time-varying parameter | Markov switching | Stochastic volatility | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Preis | Price | Gaspreis | Gas price | Volatilität | Volatility | Erdgas | Natural gas | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Erdgasmarkt | Natural gas market | Monte-Carlo-Simulation | Monte Carlo simulation | Prognose | Forecast |
freely available
| Extent: | 1 Online-Ressource (circa 24 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2020, 30 (March 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012225084