Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Modeling global and local dependence in a pair of commodity forward curves with an application to the US natural gas and heating oil markets

Published:2010-03 Issue:2 Volume:32 Page:373-388
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Ohana Steve

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference31 articles.

1. Correlation and cointegration in energy markets;Alexander,1999

2. Natural Gas and Energy Price Volatility,2003

3. The UK market for natural gas, oil and electricity: are prices decoupled?;Asche;Energy Journal,2006

4. Ates A., Wang G. (2005), Storage, Weather and Dynamics of Natural Gas Prices in Futures and Spot Markets, Working Paper.

5. Brown S., and Yucel M. (2007), What Drives Natural Gas Prices, Federal Reserve Bank of Dallas. Working Paper 0703.

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Predicting Natural Gas Prices Based on a Novel Hybrid Model with Variational Mode Decomposition;Computational Economics;2023-01-10

2. Forecasting energy prices using a novel hybrid model with variational mode decomposition;Energy;2022-05

3. Stochastic seasonality in commodity prices: the case of US natural gas;Empirical Economics;2021-08-04

4. On the Brazilian fuel pricing policy: a Gaussian factor model approach;Applied Economics;2019-09-10

5. Data Driven Natural Gas Spot Price Prediction Models Using Machine Learning Methods;Energies;2019-05-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP