Impulse responses in a threshold cointegrated system : the case of natural gas markets
Year of publication: |
2003
|
---|---|
Authors: | Root, T. H. ; Lien, Da-hsiang Donald |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 1, p. 23-35
|
Subject: | Erdgasmarkt | Natural gas market | Rohstoffderivat | Commodity derivative | Schock | Shock | Schätzung | Estimation |
-
Chen, Yufeng, (2022)
-
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei, (2020)
-
Ergen, Ibrahim, (2016)
- More ...
-
Impulse responses in a threshold cointegrated system: the case of natural gas markets
Root, T. H., (2003)
-
Information asymmetry and adverse wealth effects of crowdfunding
Firoozi, Fathali, (2016)
-
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald, (2008)
- More ...