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: |
[Hobart, Tasmania] : University of Tasmania |
| 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 |
| Extent: | 1 Online-Ressource (circa 23 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania. - [Hobart] : [Verlag nicht ermittelbar], ZDB-ID 2786951-9. - Vol. N 2020, 01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 978-1-922352-19-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012316936