Parameter variation and the components of natural gas price volatility
Matthew Brigida
| Year of publication: |
2019
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|---|---|
| Authors: | Brigida, Matthew |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 12.2019, 1, p. 1-17
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| Subject: | state-space models | conditional heteroscedasticity | natural gas markets | time series | futures | hedging | Erdgasmarkt | Natural gas market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Hedging | Theorie | Theory | Erdgas | Natural gas | Gaspreis | Gas price | Rohstoffderivat | Commodity derivative | Heteroskedastizität | Heteroscedasticity | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2018.182 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012020337