Modeling Natural Gas Prices Volatility

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Volatility in Natural Gas and Oil Markets

I use daily futures price data to examine the behavior of natural gas and crude oil price volatility in the U.S. since 1990. I test whether there has been a significant trend in volatility, whether there was a short-term increase in volatility during the time of the Enron collapse, and whether natural gas and crude oil price volatilities are interrelated. I also measure the persistence of shock...

متن کامل

Natural Gas Prices on Three Continents

We investigate the pricing formation of natural gas markets on three different continents (Europe, Asia and North America). We find that natural gas markets showed a strong relationship with the crude oil market between 1992 and 2001 and natural gas prices tended to thermal parity with crude oil prices. From 2002 natural gas markets exhibited a less pronounced relationship with the crude oil ma...

متن کامل

The Effect of Natural Gas Prices on Gas Consumption by Iranian Industries

Natural gas has an advantageous position compared to other energy carriers in policy making of energy consumption due to its many advantages, especially in terms of environmental indicators. In Iran, the industrial sector is considered as one of the important sectors of natural gas consumption. The main purpose of this paper is to investigate the relationship between natural gas prices and indu...

متن کامل

Easing the Natural Gas Crisis: Reducing Natural Gas Prices Through Electricity Supply Diversification

I am here today to report on the findings of a recent study that I helped manage and conduct, a study titled “Easing the Natural Gas Crisis: Reducing Natural Gas Prices Through Increased Deployment of Renewable Energy and Energy Efficiency.” This study explores the relationship between renewable generation and energy efficiency investments and natural gas prices. As I will describe, the report ...

متن کامل

U . S . oil and natural gas reserve prices , 1982 - 2003

A time series is estimated of in-ground prices of U.S. oil and natural gas reserve prices for the period 1982–2003, usingmarket transaction data. Reserves sold are considered as proved; errors in this respectmay affect estimates, in either direction. The data are also used to examine the impact of reserve status, production rate, andwell head prices, on reserve prices. Both oil and gas current ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Alphanumeric Journal

سال: 2014

ISSN: 2148-2225

DOI: 10.17093/aj.49750