Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Fabrizio Spargoli and Paolo Zagaglia
| Year of publication: |
15 Aug. 2007
|
|---|---|
| Other Persons: | Spargoli, Fabrizio (contributor) ; Zagaglia, Paolo (contributor) |
| Publisher: |
Stockholm : Dep. of Economics |
| Subject: | Rohstoffpreis | Commodity price | Erdgas | Natural gas | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | USA | United States | 1994-2007 |
| Extent: | Online Ressource, 21 S., Text graph. Darst |
|---|---|
| Series: | Working papers / Department of Economics, Stockholms Universitet. - Stockholm, ZDB-ID 2105770-9. - Vol. 2007,16 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003521058