Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility
Year of publication: |
2019
|
---|---|
Authors: | Weylandt, Michael |
Other Persons: | Han, Yu (contributor) ; Ensor, Katherine B. (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Erdgas | Natural gas | Erdgasmarkt | Natural gas market | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (65 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 25, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3425531 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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