A multi-factor model with time-varying and seasonal risk premiums for the natural gas market
Year of publication: |
July 2015
|
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Authors: | Shao, Chengwu ; Bhar, Ramaprasad ; Colwell, David B. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 50.2015, p. 207-214
|
Subject: | Natural gas | Short-term and long-term factors | Risk premium | Seasonality | Risikoprämie | Erdgasmarkt | Natural gas market | Saisonale Schwankungen | Seasonal variations | Erdgas | Theorie | Theory |
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