Expectations for statistical arbitrage in energy futures markets
Year of publication: |
March 2019
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Authors: | Nakajima, Tadahiro |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 1/14, p. 1-12
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Subject: | cointegration | statistical arbitrage | natural gas | wholesale electricity | futures market | spark spread | Arbitrage | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Erdgas | Natural gas | Warenbörse | Commodity exchange | Kointegration | Cointegration | EU-Staaten | EU countries |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12010014 [DOI] hdl:10419/238939 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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