Stochastic seasonality in commodity prices : the case of US natural gas
Sheng-Hung Chen, Song-Zan Chiou-Wei, Zhen Zhu
| Year of publication: |
2022
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|---|---|
| Authors: | Chen, Sheng-Hung ; Song Zan Chiou Wei ; Zhu, Zhen |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 5, p. 2263-2284
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| Subject: | Commodity Pricing | Hedging and risk management | Methods and modelling of derivatives | Hedging | Rohstoffpreis | Commodity price | Risikomanagement | Risk management | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Rohstoffmarkt | Commodity market | Optionspreistheorie | Option pricing theory | Erdgas | Natural gas | Stochastischer Prozess | Stochastic process | Saisonale Schwankungen | Seasonal variations | Warenbörse | Commodity exchange | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02094-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013197300