Weather, storage, and natural gas price dynamics: Fundamentals and volatility

By Xiaoyi Mu. 2007

196 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2465a3f16e2175d61175498b9347974cad80df24

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. O. Efimova
2. Sebastian Nick
3. Apostolos Serletis
4. S. Thoenes
5. George Filis
6. Stavros Degiannakis *
7. Lutz Kilian

In Finance

1. Sebastian Nick
2. O. Efimova
3. Apostolos Serletis
4. S. Thoenes

Citations in the corpus

• What drives natural gas prices? — A structural VAR approach (2013, background): “For example, Hartley et al. (2008), Panagiotidis and Rutledge (2007) as well as Brown and Yücel (2008) use a cointegration framework and specify error correction models to capture the mechanisms among the markets for natural gas and crude oil both in the short run and the long run.”
• Energy markets volatility modelling using GARCH (2014, methodology): “4 Temperature data is transformed into Degree Days (DD), a common measure used in the empirical finance literature – see Mu (2007).”