Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets
Year of publication: |
2010
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Authors: | Ohana, Steve |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 2, p. 373-388
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Subject: | Energieversorgung | Energy supply | Erdgas | Natural gas | Welt | World | Rohstoffderivat | Commodity derivative | Theorie | Theory | Ölpreis | Oil price | Ölmarkt | Oil market |
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