Modeling and forecasting the volatility of gas futures prices
Fernando Antonio Lucena Aiube, Carlos Patricio Samanez, Larissa de Oliveira Resende, Tara Keshar Nanda Baidyar
| Alternative title: | Modelagem e previsão da volatilidade dos preços futuros de gás |
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| Year of publication: |
2017
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| Authors: | Aiube, Fernando Antônio Lucena ; Samanez, Carlos P. ; Resende, Larissa de Oliveira ; Baídya, Tara Keshar Nanda |
| Subject: | Natural gas markets | long-memory | volatility forecasting | GARCH class models | shale gas | Volatilität | Volatility | Erdgasmarkt | Natural gas market | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Erdgas | Natural gas | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Erdgasgewinnung | Natural gas production | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in portugiesischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000207