Predicting gas component prices over different horizons is important for both energy producers and consumers. In this study, we model and predict the joint dynamics of butanes, propane and naphtha traded in the north European market. Our approach is to use multivariate time series with...

This paper investigates the relationship between futures prices of electricity, on the one hand and crude oil, natural gas and coal on the other hand, in the United Kingdom, German and Nordic energy markets. Energy traders and market participants use statistical models in their trading...