Variance dynamics and term structure of the natural gas market
Chengwu Shao, Ramaprasad Bhar, David B. Colwell, Ni Sheng, Xinyang Wei
| Year of publication: |
2024
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|---|---|
| Authors: | Shao, Chengwu ; Bhar, Ramaprasad ; Colwell, David B. ; Sheng, Ni ; Wei, Xinyang |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 137.2024, Art.-No. 107780, p. 1-10
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| Subject: | Natural gas | Two variance factors | Hump-shaped variance term structure | Hedging | Erdgasmarkt | Natural gas market | Zinsstruktur | Yield curve | Theorie | Theory | Erdgas | Gaswirtschaft | Gas industry | Volatilität | Volatility | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107780 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015181844