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Jump processes in natural gas markets
Mason, Charles F.; Wilmot, Neil - 2014
Natural gas is likely to become increasingly important in the future. Understanding the stochastic underpinnings of natural gas prices will be critical, both to policy analysts and to market participants. To this end, we investigate the potential presence of jumps in natural gas spot prices in...
Persistent link: https://www.econbiz.de/10010235818
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Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei; Chen, Sheng-Hung; Zhu, Zhen - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
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Jump processes in natural gas markets
Mason, Charles F.; Wilmot, Neil A. - In: Energy economics 46 (2014), pp. 69-79
Persistent link: https://www.econbiz.de/10011299350
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Parameter variation and the components of natural gas price volatility
Brigida, Matthew - In: The journal of energy markets 12 (2019) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012020337
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Volatility and dependence in energy markets
Liu, Jinan; Serletis, Apostolos - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
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Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
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Corn price behavior : price transmission during the boom on futures markets
Ledebur, Oliver von; Schmitz, Jochen - 2009
Persistent link: https://www.econbiz.de/10003874709
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Do energy prices stimulate food price volatility? : examining volatility transmission between US oil, ethanol and corn markets
Gardebroek, Cornelis; Hernandez, Manuel A. - In: Energy economics 40 (2013), pp. 119-129
Persistent link: https://www.econbiz.de/10010349598
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Climate factors and Maize price volatility in developing countries : evidence from Benin
Mounirou, Ichaou; Lokonon, Boris Odilon Kounagbè - In: Studies in agricultural economics 124 (2022) 1, pp. 30-36
Persistent link: https://www.econbiz.de/10013262652
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Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets
Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10011833454