Showing 1 - 10 of 251,287
This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF and Zeebrugge). A common feature of energy prices is that conditional mean and volatility are driven by seasonal trends due to weather, demand, and storage level seasonalities....
Persistent link: https://www.econbiz.de/10013028042
This paper is the first to discuss the design of futures hedging strategies in European natural gas markets (NBP, TTF and Zeebrugge). A common feature of energy prices is that conditional mean and volatility are driven by seasonal trends due to weather, demand, and storage level seasonalities....
Persistent link: https://www.econbiz.de/10010479020
Persistent link: https://www.econbiz.de/10011774799
Persistent link: https://www.econbiz.de/10009737960
Persistent link: https://www.econbiz.de/10010405149
Persistent link: https://www.econbiz.de/10014441490
Persistent link: https://www.econbiz.de/10014384212
Persistent link: https://www.econbiz.de/10012703198
Persistent link: https://www.econbiz.de/10011564010
Persistent link: https://www.econbiz.de/10013477588