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In entry-exit gas markets as they are currently implemented in Europe, network constraints do not affect market …
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Chapter 1. Why Gas? -- Chapter 2. Why Latin Europe? -- Part 1: Dawn and Consolidation of Latin Europe … Europe in the 19th Century -- Chapter 4. First Steps of Industrial Associationism in Latin Europe’s Gas Sector: the Société … During the Second Half of the 19th Century -- Chapter 7. The Role of the Technical Press in the Diffusion of Gas in Europe …
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In this study, the informational efficiency of the European natural gas market is analyzed by empirically investigating price formation and arbitrage efficiency between spot and futures markets. Econometric approaches are specified that explicitly account for nonlinearities and the low...
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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....
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