Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market

Apostolos Serletis and Asghar Shahmoradi ()

Chapter 15 in Quantitative and Empirical Analysis of Energy Markets, 2007, pp 193-204 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionThe DataModeling ReturnsModeling VolatilityConclusion

Keywords: Electricity Markets; Natural Gas Markets; Crude Oil Markets; Forecasting Energy Prices; Energy Markets Volatility; Business Cycles and Energy Prices; Common Features in Energy Markets; Codependent Cycles in Energy Markets; Volatility Modeling in Energy Markets; Chaos; Fractals; and Random Modulations in Energy Markets (search for similar items in EconPapers)
Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789812770462_0015 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789812770462_0015 (text/html)
Ebook Access is available upon purchase.

Related works:
Journal Article: Returns and volatility in the NYMEX Henry Hub natural gas futures market (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789812770462_0015

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().