The Convenience Yield Implied in the European Natural Gas Markets - The Impact of Macrofactors and Weather

T. Kremser, M. Rammerstorfer

Research output: Contribution to conference › Paper

Keywords

@conference{96847a5501fa426c85581577effc7a2f,

title = "The Convenience Yield Implied in the European Natural Gas Markets - The Impact of Macrofactors and Weather",

keywords = "Natural Gas, Futures, Convenience Yield, Options, GARCH",

author = "T. Kremser and M. Rammerstorfer",

year = "2013",

month = apr,

day = "10",

language = "English",

pages = "1--3",

}