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Natural gas prices and the gas storage report : public news and volatility in energy futures markets
Linn, Scott C.; Zhu, Zhen - In: The journal of futures markets 24 (2004) 3, pp. 283-313
Persistent link: https://www.econbiz.de/10001968669
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The response of U.S. natural gas futures and spot prices to storage change surprises : fundamental information and the effect of escalating physical gas production
Song Zan Chiou Wei; Linn, Scott C.; Zhu, Zhen - In: Journal of international money and finance 42 (2014), pp. 156-173
Persistent link: https://www.econbiz.de/10010371814
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Energy and agricultural commodity markets interaction : an analysis of crude oil, natural gas, corn, soybean, and ethanol prices
Song Zan Chiou Wei; Chen, Sheng-Hung; Zhu, Zhen - In: The energy journal 40 (2019) 2, pp. 265-296
Persistent link: https://www.econbiz.de/10012037451
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Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei; Chen, Sheng-Hung; Zhu, Zhen - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
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Stochastic seasonality in commodity prices : the case of US natural gas
Chen, Sheng-Hung; Song Zan Chiou Wei; Zhu, Zhen - In: Empirical economics : a quarterly journal of the … 62 (2022) 5, pp. 2263-2284
Persistent link: https://www.econbiz.de/10013197300
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Dynamics of Arbitrage
Ederington, Louis H.; Fernando, Chitru S.; Holland, … - 2021
We study the dynamics of cash-and-carry arbitrage using the U.S. crude oil market. Sizable arbitrage-related inventory movements occur at the NYMEX futures contract delivery point but not at other storage locations where, instead, operational factors explain most inventory changes. We add to the...
Persistent link: https://www.econbiz.de/10013247693
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Investment and operating choice : oil and natural gas futures prices and drilling activity
Chen, Fan; Linn, Scott C. - In: Energy economics 66 (2017), pp. 54-68
Persistent link: https://www.econbiz.de/10011896425
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Dynamics of Arbitrage
Ederington, Louis H. - 2020
We study the dynamics of cash-and-carry arbitrage using the U.S. crude oil market. Sizable arbitrage-related inventory movements occur at the NYMEX futures contract delivery point but not at other storage locations where, instead, operational factors explain most inventory changes. We add to the...
Persistent link: https://www.econbiz.de/10012851936
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EIA storage announcements, analyst storage forecasts, and energy prices
Ederington, Louis H.; Lin, Fang; Linn, Scott C.; Yang, … - In: The energy journal 40 (2019) 5, pp. 121-142
Persistent link: https://www.econbiz.de/10012118239
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Dynamics of arbitrage
Ederington, Louis H.; Fernando, Chitru S.; Holland, … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334