Integration of physical and futures prices in the US natural gas market
Year of publication: |
May 2016
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Authors: | Ghoddusi, Hamed |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 56.2016, p. 229-238
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Subject: | Natural gas | Spot-futures cointegration | VECM | Causality | Erdgasmarkt | Natural gas market | Kointegration | Cointegration | USA | United States | Erdgas | Gaswirtschaft | Gas industry | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis |
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