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Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016
natural gas spot and futures returns data from two major international natural gas derivatives markets, namely NYMEX (USA) and … ICE (UK), as well as ETF data of natural gas companies from the stock markets in the USA and UK. The empirical results … show that there are significant spillover effects in natural gas spot, futures and ETF markets for both USA and UK. Such a …
Persistent link: https://www.econbiz.de/10011490999
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Gas Storage Valuation : A Comparative Simulation Study
Felix, Bastian - 2014
The purpose of this paper is the comparative analysis of four natural gas storage valuation approaches. In competitive natural gas markets the optimal valuation and operation of natural gas storages is a key task for natural gas companies operating storages. Within this paper, four spot based...
Persistent link: https://www.econbiz.de/10014040622
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Gas Storage and Security of Supply in the Medium Run
Creti, Anna; Villeneuve, Bertrand; Chaton, Corinne - 2015
This paper analyzes the role of storage for economies facing the risk of a gas supply disruption. We characterize the optimal/competitive transitory dynamics (accumulation, drainage and target stock). We partially relax the irreversibility hypothesis, by extending the model in two directions:...
Persistent link: https://www.econbiz.de/10014222555
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Stacking Low Carbon Policies on the Renewable Fuels Standard : Economic and Greenhouse Gas Implications
Huang, Haixiao; Khanna, Madhu; Onal, Hayri; Chen, Xiaoguang - 2015
primarily induces fuel conservation and achieves larger GHG emissions reduction compared to the other policy scenarios. All of …
Persistent link: https://www.econbiz.de/10014173408
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Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting - 2016 - Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
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Introducing distances between commodity markets : the case of the US and UK natural gas
Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016
Persistent link: https://www.econbiz.de/10011800340
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Natural gas pricing in competitive markets
Morgan, Trevor - 1998
Persistent link: https://www.econbiz.de/10014273871
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Bank Profitability in Times of High Government Debt and Austerity Measures : A Panel Data Analysis for Europe and the United States (2000–2007)
Georgiou, Miltiades N. - 2011
a certain critical level. The sample covers during the period 2000–2007 commercial baking sector of Europe and USA. The …
Persistent link: https://www.econbiz.de/10013118499
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Trust and European-Russian energy cooperation : the case of oil and gas partnerships and long-term contracts
Ozawa, Marc - 2014
Persistent link: https://www.econbiz.de/10010405149
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Follow the Money : Does the Financial Sector Intermediate Natural Resource Windfalls?
Beck, Thorsten - 2017
The need to absorb windfalls gains and manage them appropriately has been discussed extensively by academics and policy makers alike. We explore the role of the financial sector in intermediating these windfalls. Controlling for the level of financial development, inflation, GDP growth and...
Persistent link: https://www.econbiz.de/10012960101