Understanding the US natural gas market : a Markov switching VAR approach
Chenghan Hou, Bao H. Nguyen
| Year of publication: |
September 2018
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|---|---|
| Authors: | Hou, Chenghan ; Bao Hoang Nguyen |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 75.2018, p. 42-53
|
| Subject: | Bayesian model comparison | Markov switching VAR model | Natural gas market | USA | United States | Erdgasmarkt | Markov-Kette | Markov chain | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011973858