Price discovery redux : analyzing energy spot and futures prices using a dynamic programming approach
Puneet Vatsa, Tatjana Miljkovic, Dragan Miljkovic
| Year of publication: |
2024
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| Authors: | Vatsa, Puneet ; Miljkovic, Tatjana ; Miljkovic, Dragan |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 140.2024, Art.-No. 107965, p. 1-14
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| Subject: | Price discovery | Crude oil | Natural gas | Dynamic time warping | Futures prices | Rohstoffderivat | Commodity derivative | Erdgas | Ölmarkt | Oil market | Börsenkurs | Share price | Ölpreis | Oil price | Spotmarkt | Spot market | Erdöl | Petroleum | Dynamische Optimierung | Dynamic programming | Preis | Price | Volatilität | Volatility | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107965 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534499