Volatility storage and convenience: Evidence from natural gas markets

被引：0
|
作者：
Susmel, R [1 ]
Thompson, A [1 ]
机构：
[1] VIRGINIA POLYTECH INST & STATE UNIV, BLACKSBURG, VA 24061 USA
来源：
JOURNAL OF FUTURES MARKETS | 1997年 / 17卷 / 01期
关键词：
D O I：
10.1002/(SICI)1096-9934(199702)17:1<17::AID-FUT2>3.0.CO;2-J
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：17 / 43
页数：27
相关论文
共 50 条
  • [1] The convenience yield implied in the European natural gas markets: the impact of storage and weather
    Kremser, Thomas
    Rammerstorfer, Margarethe
    [J]. JOURNAL OF ENERGY MARKETS, 2016, 9 (03) : 27 - 58
  • [2] Measuring and testing natural gas and electricity markets volatility: Evidence from Alberta's deregulated markets
    Serletis, Apostolos
    Shahmoradi, Akbar
    [J]. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2006, 10 (03):
  • [3] Natural gas prices and the gas storage report: Public news and volatility in energy futures markets
    Linn, SC
    Zhu, Z
    [J]. JOURNAL OF FUTURES MARKETS, 2004, 24 (03) : 283 - 313
  • [4] Volatility transmission in the oil and natural gas markets
    Ewing, BT
    Malik, F
    Ozfidan, O
    [J]. ENERGY ECONOMICS, 2002, 24 (06) : 525 - 538
  • [5] Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market
    Milonas, Nikolaos
    Paratsiokas, Nikolaos
    [J]. JOURNAL OF FUTURES MARKETS, 2017, 37 (05) : 522 - 538
  • [6] Asymmetric Effects of Prices and Storage on Rig Counts: Evidence from the US Natural Gas and Crude Oil Markets
    Chiou-Wei, Song-Zan
    Chen, Shengi-Hung
    Chen, Wei-Hung
    [J]. ENERGIES, 2023, 16 (15)
  • [7] Does natural gas volatility affect Bitcoin volatility? Evidence from the HAR-RV model
    Omura, Akihiro
    Cheung, Adrian
    Su, Jen Je
    [J]. APPLIED ECONOMICS, 2024, 56 (04) : 414 - 425
  • [8] Natural gas consumption and economic growth: Evidence from selected natural gas vehicle markets in Europe
    Fadiran, Gideon
    Adebusuyi, Adebisi T.
    Fadiran, David
    [J]. ENERGY, 2019, 169 : 467 - 477
  • [9] Price volatility across the Atlantic: the US and the European Natural Gas Markets
    Costa, Daniele
    Garaffa, Rafael
    Branco, David Castelo
    Danko, Anthony
    Fiuza, Antonio
    [J]. 2017 14TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET (EEM 17), 2017,
  • [10] Forward curves, scarcity and price volatility in oil and natural gas markets
    Geman, Helyette
    Ohana, Steve
    [J]. ENERGY ECONOMICS, 2009, 31 (04) : 576 - 585
12345