Volatility dynamics of Nymex natural gas futures prices

Journal of Futures Markets

Volumn 28, Issue 5, 2008, Pages 438-463

  Suenaga, Hiroaki ^a   Smith, Aaron ^b,c   Williams, Jeffrey ^b,c  

^a CURTIN UNIVERSITY   (Australia)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c Giannini Foundation   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 41949132479     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20317     Document Type: Article

References (13)

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