New kernel methods for asset pricing : application to natural gas price prediction
Year of publication: |
2011
|
---|---|
Authors: | Hu, Yinan ; Trafalis, Theodore B. |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 2.2011, 1/2, p. 106-120
|
Subject: | Theorie | Theory | Erdgas | Natural gas | Prognoseverfahren | Forecasting model | CAPM | Preis | Price |
-
Modeling natural gas prices as a random walk : the advantages for generation planning
Felder, Frank A., (1995)
-
Predicting natural gas prices based on a novel hybrid model with variational mode decomposition
Lu, Qin, (2024)
-
State-space implementation in forecasting carbon and gas prices in commodity markets
Azhar, Rialdi, (2022)
- More ...
-
New kernel methods for asset pricing : application to natural gas price prediction
Hu, Yinan, (2011)
-
New kernel methods for asset pricing: application to natural gas price prediction
Hu, Yinan, (2011)
-
Hu, Yinan, (2011)
- More ...