Role of weather in the natural gas market : insights from the STL-GARCH-W method
Lijuan Peng, Zhenglan Xia, Yisu Huang, Zhigang Pan
| Year of publication: |
2023
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|---|---|
| Authors: | Peng, Lijuan ; Xia, Zhenglan ; Huang, Yisu ; Pan, Zhigang |
| Published in: |
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance. - Oxford : Wiley-Blackwell, ISSN 1468-2362, ZDB-ID 2024919-6. - Vol. 26.2023, 3, p. 304-323
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| Subject: | decomposition-ensemble technique | natural gas market | weather | Erdgasmarkt | Natural gas market | Wetter | Weather | Gaswirtschaft | Gas industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/infi.12437 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014440906