Optimal hedging in the US natural gas market : the effect of maturity and cointegration
Year of publication: |
March 2017
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Authors: | Ghoddusi, Hamed ; Emamzadehfard, Sahar |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 63.2017, p. 92-105
|
Subject: | Natural gas | Optimal hedging | Hedging effectiveness | Hedging with cointegrated series | Hedging | Erdgasmarkt | Natural gas market | Kointegration | Cointegration | Erdgas | Theorie | Theory | USA | United States | Rohstoffderivat | Commodity derivative |
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