Natural gas price, market fundamentals and hedging effectiveness
Song-Zan Chiou-Wei, Sheng-Hung Chen, Zhen Zhu
| Year of publication: |
2020
|
|---|---|
| Authors: | Song Zan Chiou Wei ; Chen, Sheng-Hung ; Zhu, Zhen |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 78.2020, p. 321-337
|
| Subject: | DCC-MGARCH | Hedge ratio | Macroeconomic News | Natural gas Market | VECM | Volatility | Weather | Hedging | Volatilität | Erdgasmarkt | Natural gas market | Erdgas | Natural gas | Preis | Price | ARCH-Modell | ARCH model | Wetter | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Großbritannien | United Kingdom | Gaspreis | Gas price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2020.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012431299