Which way the natural gas price: An attempt to predict the direction of natural gas spot price movements using trader positions

Energy Economics

Volumn 23, Issue 3, 2001, Pages 279-293

  Buchanan, W K ^a   Hodges, P ^b   Theis, J ^b  

^a VALDOSTA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS OF THE PERMIAN BASIN   (United States)

Author keywords

Market; Natural gas; Price movements

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS;

SPOT PRICE MOVEMENTS;

NATURAL GAS;

ENERGY MARKET; METHODOLOGY; NATURAL GAS; PRICE DYNAMICS;

EID: 0035341070     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0140-9883(00)00074-8     Document Type: Article

References (17)

1. Returns to speculators and the theory of normal backwardation
2. Testing for market timing ability: A framework for forecast evaluation
3. Testing for market timing ability: A framework for forecast evaluation
4. A state regulatory strategy for the transitional phase of gas regulation
5. Open access and the emergence of a competitive natural gas market
6. Commodity futures prices: Some evidence on forecasting power, premiums, and the theory of storage
7. Luck versus forecast ability: Determinants of trader performance in futures markets
8. On market timing and investment performance, II: Statistical procedures for evaluating forecasting skills
9. Optimal futures hedging in the presence of asymmetric information
10. A theory of hedging in commodity futures under asymmetric information
11. A supply of storagetheory with asymmetric information
12. The informational content of the basis: Evidence from Canadian barley, oats and canola futures markets
13. The returns and forecasting ability of large traders in the frozen pork bellies futures market
14. Consequences and detection of mis-specified nonlinear regression models