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Comparing price forecast accuracy of natural gas models and futures markets

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  • Wong-Parodi, Gabrielle
  • Dale, Larry
  • Lekov, Alex

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  • Wong-Parodi, Gabrielle & Dale, Larry & Lekov, Alex, 2006. "Comparing price forecast accuracy of natural gas models and futures markets," Energy Policy, Elsevier, vol. 34(18), pages 4115-4122, December.
    • Handle: RePEc:eee:enepol:v:34:y:2006:i:18:p:4115-4122
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    References listed on IDEAS

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    1. W. David Walls, 1995. "An Econometric Analysis of the Market for Natural Gas Futures," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 71-84.
    2. Menzie D. Chinn & Michael LeBlanc & Olivier Coibion, 2005. "The Predictive Content of Energy Futures: An Update on Petroleum, Natural Gas, Heating Oil and Gasoline," NBER Working Papers 11033, National Bureau of Economic Research, Inc.
    3. Herbert, John H., 1993. "The relation of monthly spot to futures prices for natural gas," Energy, Elsevier, vol. 18(11), pages 1119-1124.
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    Cited by:

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    3. Tonn, Victor Lux & Li, H.C. & McCarthy, Joseph, 2010. "Wavelet domain correlation between the futures prices of natural gas and oil," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 408-414, November.
    4. Xie, Gang & Jiang, Fuxin & Zhang, Chengyuan, 2023. "A secondary decomposition-ensemble methodology for forecasting natural gas prices using multisource data," Resources Policy, Elsevier, vol. 85(PA).
    5. Albulescu, Claudiu Tiberiu & Mutascu, Mihai Ioan, 2021. "Fuel price co-movements among France, Germany and Italy: A time-frequency investigation," Energy, Elsevier, vol. 225(C).

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