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Kalman filter
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informational efficiency
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liquidity
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natural gas market
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nonlinear causality
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threshold error correction
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Price Formation and Intertemporal Arbitrage within a Low-Liquidity Framework: Empirical Evidence from European Natural Gas Markets
Nick, Sebastian
-
Energiewirtschaftliches Institut (EWI), Universität zu …
-
2013
In this study, the informational efficiency of the European
natural
gas
market
is analyzed by empirically investigating …
Persistent link: https://www.econbiz.de/10010840524
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