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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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Natural gas volatility predictability in a data-rich world
Lu, Fei; Ma, Feng; Li, Pan; Huang, Dengshi - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
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Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian; Ma, Feng; Bouri, Elie; Zhong, Juandan - In: Energy economics 108 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
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Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao; Xia, Zhenglan; Lai, Xiaodong; Wang, Lu - In: Energy economics 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
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A three-factor model on the natural gas forward curve including temperature forecasts
Jablonowski, Christoph; Schicks, Markus - In: The journal of energy markets 10 (2017) 3, pp. 87-105
Persistent link: https://www.econbiz.de/10011999462
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Energy forecasting : focus: natural gas : dissertation
Greitzer, Maria - 2021
Persistent link: https://www.econbiz.de/10013270072
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Charting the future global status of oil and natural gas using grey forecasting
Dehdar, Fatemeh; Yap, Su-Fei; Naghavi, M.S.; Dehdar, M. … - In: Institutions and economies 8 (2016) 3, pp. 105-125
Persistent link: https://www.econbiz.de/10011646899
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Forecasting natural gas : a literature survey
Tamba, Jean Gaston; Essiane, Salome Njakomo; Sapnken, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 216-249
Persistent link: https://www.econbiz.de/10011881352
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Uncovering the nonlinear predictive causality between natural gas and electricity prices
Uribe, Jorge; Guillén, Montserrat; Mosquera-López, … - In: Energy economics 74 (2018), pp. 904-916
Persistent link: https://www.econbiz.de/10011972999
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Natural Gas Storage Forecasts : Is the Crowd Wiser?
Fernandez-Perez, Adrian - 2020
This paper examines the usefulness of crowdsourced relative to professional forecasts for natural gas storage changes. We find that crowdsourced forecasts are less accurate than professional forecasts on average. We investigate possible reasons for this inferior performance and find evidence of...
Persistent link: https://www.econbiz.de/10012846396