Volatility in the Natural Gas Market PDF Download
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Author: United States. Congress. Senate. Committee on Homeland Security and Governmental Affairs. Permanent Subcommittee on Investigations
Publisher:
ISBN:
Category : Electronic government information
Languages : en
Pages : 168
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Book Description
Author: United States. Congress. Senate. Committee on Homeland Security and Governmental Affairs. Permanent Subcommittee on Investigations
Publisher:
ISBN:
Category : Electronic government information
Languages : en
Pages : 168
Get Book Here
Book Description
Author: United States. Congress
Publisher: Createspace Independent Publishing Platform
ISBN: 9781984998118
Category :
Languages : en
Pages : 168
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Book Description
Volatility in the natural gas market : the impact of high natural gas prices on American consumers : hearing before the Permanent Subcommittee on Investigations of the Committee on Homeland Security and Governmental Affairs, United States Senate, One Hundred Ninth Congress, second session, February 13, 2005, field hearing in St. Paul, Minnesota.
Author: Robert S. Pindyck
Publisher:
ISBN:
Category :
Languages : en
Pages : 21
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Book Description
Using daily futures price data, I examine the behavior of natural gas and crude oil price volatility 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 shocks to volatility and discuss its implications for gas-and oil-related contingent claims.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Duong Thuy Le
Publisher:
ISBN: 9781109337273
Category :
Languages : en
Pages : 193
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Book Description
Author:
Publisher:
ISBN:
Category : Gas industry
Languages : en
Pages : 62
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Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: United States. Congress. Senate. Committee on Homeland Security and Governmental Affairs. Permanent Subcommittee on Investigations
Publisher:
ISBN:
Category : Electronic government information
Languages : en
Pages : 168
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Book Description
Author: Sofya Alterman
Publisher:
ISBN: 9781907555435
Category : Gas industry
Languages : en
Pages : 50
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Book Description
Author: Raul Susmel
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
This papers tests a theoretical implication of the theory of storage. We examine the U.S. natural gas market over a period of extensive change in market structure brought about by regulatory action. We motivate and test the hypothesis that the change in market structure increased spot price volatility. The theory of storage implies that a shift to a higher volatility state leads to an increase in convenience yield and therefore, an increase in the use of storage. Using a switching ARCH model, which allows the ARCH parameters to be state dependent, we find evidence that volatility of natural gas prices increased with the change in market structure. We also find that the switch to a higher volatility state is associated with investment in additional storage capacity.
