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European natural gas seasonal effects on futures hedging
Martínez, Beatriz; Torró, Hipòlit - 2015
This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF … values of the basis (futures price minus spot price). This fact remain true for short (a week) and long (one, three and six …
Persistent link: https://www.econbiz.de/10010479020
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European natural gas seasonal effects on futures hedging
Martínez, Beatriz; Torró, Hipòlit - In: Energy economics 50 (2015), pp. 154-168
Persistent link: https://www.econbiz.de/10011564010
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European Natural Gas Seasonal Effects on Futures Hedging
Martínez, Beatriz - 2015
This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF … values of the basis (futures price minus spot price). This fact remain true for short (a week) and long (one, three and six …
Persistent link: https://www.econbiz.de/10013028042
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Hedging spark spread risk with futures
Martínez, Beatriz; Torró, Hipòlit - 2017 - Version: July 2017
Persistent link: https://www.econbiz.de/10011745081
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Do firms sell forward for strategic reasons? : an application to the wholesale market for natural gas
Eijkel, Remco van; Moraga-González, José Luis - 2010
Building on a model of the interaction of risk-averse frms that compete in forward and spot markets, we develop an empirical strategy to test whether oligopolistic frms use forward contracts for strategic motives, for risk-hedging, or for both. An increase in the number of players weakens the...
Persistent link: https://www.econbiz.de/10011380799
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Anatomy of risk premium in UK natural gas futures
Martínez, Beatriz; Torró, Hipòlit - 2016
In many futures markets, trading is concentrated in the front contract and positions are rolled-over until the strategy … in rolled-over positions in the front contract is carried out for UK natural gas futures. Several novel results are … months, this difference increases from 1% to 10%. Secondly, it is the first time that risk premium in day-ahead futures has …
Persistent link: https://www.econbiz.de/10011451477
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Hybrid Capital Structures and the Governance of State-Owned Companies : The Case of SABESP
Mirandola, Carlos Mauricio - 2010
Persistent link: https://www.econbiz.de/10013141012
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The Implication of Integration and Diversification on 'Oil and Gas' Industries Among ASEAN Countries
Do, Hung Quang - 2016
This paper examines the investment opportunities in oil and gas industries in six selected ASEAN countries. The study employs the VAR as well as the bivariate VARMA-MGARCH-ABEKK model on 15 years' daily time series data. The empirical results report that some investors can obtain a cross-country...
Persistent link: https://www.econbiz.de/10013001275
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Commodities, energy and finance
Gnan, Ernest (ed.); Guðmundsson, Már (ed.) - Workshop on "Commodities, Energy and Finance" <2008, Wien>; … - 2008
Persistent link: https://www.econbiz.de/10011704678
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Simulating security of supply effects of the Nabucco and South Stream projects for the European natural gas market
Dieckhöner, Caroline - 2010
Due to the increasing European import dependency, significant additional natural gas volumes will be required. In addition to the Nord Stream pipeline, the Nabucco and South Stream pipeline are projects planned for the next decade to provide further gas supplies to the European market. As one of...
Persistent link: https://www.econbiz.de/10008856179