Volatility, storage and convenience: Evidence from natural gas markets
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Cited by:
- Thompson, Andrew C., 2001. "The Hotelling Principle, backwardation of futures prices and the values of developed petroleum reserves -- the production constraint hypothesis," Resource and Energy Economics, Elsevier, vol. 23(2), pages 133-156, April.
- Regnard, Nazim & Zakoïan, Jean-Michel, 2011.
"A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices,"
Energy Economics, Elsevier, vol. 33(6), pages 1240-1251.
- Regnard, Nazim & Zakoian, Jean-Michel, 2010. "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," MPRA Paper 22642, University Library of Munich, Germany.
- Christopher C. Geczy & Bernadette A. Minton & Catherine Schrand, "undated". "Choices Among Alternative Risk Management Strategies: Evidence from the Natural Gas Industry," Rodney L. White Center for Financial Research Working Papers 28-99, Wharton School Rodney L. White Center for Financial Research.
- Guillermo Benavides, 2010. "Forecasting Short-Run Inflation Volatility using Futures Prices: An Empirical Analysis from a Value at Risk Perspective," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 4(2), pages 1-27.
- Stronzik, Marcus & Rammerstorfer, Margarethe & Neumann, Anne, 2008. "Wettbewerb im Markt für Erdgasspeicher," WIK Discussion Papers 305, WIK Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste GmbH.
- Oglend, Atle & Kleppe, Tore Selland, 2017. "On the behavior of commodity prices when speculative storage is bounded," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 52-69.
- Umberto Desideri & Alaa Krayem & Eva Thorin, 2023. "The Unprecedented Natural Gas Crisis in Europe: Investigating the Causes and Consequences with a Focus on Italy," Energies, MDPI, vol. 16(16), pages 1-21, August.
- Bu, Hui, 2014. "Effect of inventory announcements on crude oil price volatility," Energy Economics, Elsevier, vol. 46(C), pages 485-494.
- Lewis Evans & Graeme Guthrie, 2009. "How Options Provided by Storage Affect Electricity Prices," Southern Economic Journal, John Wiley & Sons, vol. 75(3), pages 681-702, January.
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