How are day-ahead prices informative for predicting the next day’s consumption of natural gas?
Arthur Thomas (),
Olivier Massol and
Benoît Sévi ()
Additional contact information
Arthur Thomas: IFPEN - IFP Energies nouvelles, LEMNA - Laboratoire d'économie et de management de Nantes Atlantique - IEMN-IAE Nantes - Institut d'Économie et de Management de Nantes - Institut d'Administration des Entreprises - Nantes - UN - Université de Nantes
Benoît Sévi: GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille - EHESS - École des hautes études en sciences sociales - AMU - Aix Marseille Université - ECM - École Centrale de Marseille - CNRS - Centre National de la Recherche Scientifique
Post-Print from HAL
Date: 2019-05-29
References: Add references at CitEc
Citations:
Published in 42nd Annual IAEE International Conference, International Association for Energy Economics (IAEE), May 2019, Montréal (Québec), Canada
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
Working Paper: How are Day-Ahead Prices Informative for Predicting the Next Day’s Consumption of Natural Gas ? (2020) 
Working Paper: How are day-ahead prices informative for predicting the next day’s consumption of natural gas? (2019)
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:hal:journl:hal-04319396
Access Statistics for this paper
More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().