Work

Variance dynamics and term structure of the natural gas market

Year: 2024

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2024.107780

Authors: Chengwu Shao, Ramaprasad Bhar, David B. Colwell, Ni Sheng, Xinyang Wei

Institutions: Nanjing Audit University, UNSW Sydney, Macau University of Science and Technology, Nagoya University of Commerce and Business

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Japan Society for the Promotion of Science

Award: Assessment of the Contagion Effects of Japan's Energy Policies in Asia

OpenAlex ID: W4401009186

FWCI:

Cites: 49

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Related to: 10