Understanding the US natural gas market : a Markov switching VAR approach
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
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Subject: | Bayesian model comparison | Markov switching VAR model | Natural gas market | Erdgasmarkt | VAR-Modell | VAR model | Markov-Kette | Markov chain | USA | United States | Bayes-Statistik | Bayesian inference | Theorie | Theory |
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