Asymmetric impacts of fundamentals on the natural gas futures volatility: An augmented GARCH approach

Author:

Ergen Ibrahim,Rizvanoghlu Islam

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference34 articles.

1. Price dynamics in energy spot and futures markets: the role of inventory and weather;Ates,2007

2. The supply of storage;Brennan;Am. Econ. Rev.,1958

3. The small sample behavior of some statistics which test the equality of several means;Brown;Technometrics,1974

4. Effect of inventory announcements on crude oil price volatility;Bu;Energy Econ.,2014

5. Are commodity prices chaotic?;Chatrath;Agric. Econ.,2002

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