What causes price volatility and regime shifts in the natural gas market

Energy

Volumn 55, Issue , 2013, Pages 553-563

  Lin, Boqiang ^a,b   Wesseh, Presley K ^b  

^a MINJIANG UNIVERSITY   (China)

^b XIAMEN UNIVERSITY   (China)

Author keywords

Natural gas price; Regime switching; Volatility forecasts

Indexed keywords

COMMERCE; ECONOMICS; GAS INDUSTRY; INVESTMENTS; RISK MANAGEMENT; RISK PERCEPTION;

EVALUATION CRITERIA; NATURAL GAS FUTURES; NATURAL GAS MARKETS; NATURAL GAS PRICE; REGIME SWITCHING; REGIME SWITCHING MODEL; TRANSITION PROBABILITIES; VOLATILITY FORECASTS;

NATURAL GAS;

GAS PRODUCTION; GAS SUPPLY; GAS TRADE; NATURAL GAS; POLICY MAKING; PRICE DYNAMICS; PROBABILITY; RISK ASSESSMENT;

EID: 84878662268     PISSN: 03605442     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.energy.2013.03.082     Document Type: Article

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