The informational efficiency of European natural gas hubs : price formation and intertemporal arbitrage
Year of publication: |
April 2016
|
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Authors: | Nick, Sebastian |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 37.2016, 2, p. 1-30
|
Subject: | Natural gas market | Informational efficiency | Nonlinear causality | Threshold error correction | Kalman filter | Erdgasmarkt | Informationseffizienz | Effizienzmarkthypothese | Efficient market hypothesis | Erdgas | Natural gas | EU-Staaten | EU countries | Gaswirtschaft | Gas industry | Zustandsraummodell | State space model | Kointegration | Cointegration | Preis | Price | Kausalanalyse | Causality analysis |
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