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Nikolaos A. Kyriazis
This study sets out to explore the impacts of the Russian-Ukrainian conflict on worldwide financial markets by considering a large array of national currencies, precious metals and fuel, agricultural commodities and cryptocurrencies. Estimations span the...
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Vigaile Semaskaite, Marijonas Bogdevicius, Tatjana Paulauskiene, Jochen Uebe and Ludmila Filina-Dawidowicz
Natural gas plays a vital role in the economically and environmentally sustainable future of energy. Its reliable deliveries are required, especially nowadays, when the energy market is so volatile and unstable. The conversion of natural gas to its lique...
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Inzamam UI Haq, Hira Nadeem, Apichit Maneengam, Saowanee Samantreeporn, Nhan Huynh, Thasporn Kettanom and Worakamol Wisetsri
The high volatility and energy usage of rare earths have raised sustainable and financial concerns for environmentalists and sustainable investors. Therefore, this paper aims to investigate time-varying volatility transmission among rare earths elements,...
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Patrick Hénaff, Ismail Laachir and Francesco Russo
This paper focuses on the valuation and hedging of gas storage facilities, using a spot-based valuation framework coupled with a financial hedging strategy implemented with futures contracts. The contributions of this paper are two-fold. Firstly, we prop...
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Fernando Antonio Lucena Aiube,Carlos Patrício Samanez,Larissa de Oliveira Resende,Tara Keshar Nanda Baidya
Pág. 511 - 535
We examine the ability of three different GARCH-class models, with four innovation distributions, to capture the volatility properties of natural gas futures contracts traded on the New York Mercantile Exchange. We jointly estimate the long-memory proces...
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Péter Erdos and Mihály Ormos
We investigate the pricing formation of natural gas markets on three different continents (Europe, Asia and North America). We find that natural gas markets showed a strong relationship with the crude oil market between 1992 and 2001 and natural gas pric...
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Mike Greig,Gary Bull
Forest carbon management is rapidly evolving in British Columbia. The province is perhaps the most active jurisdiction on this front in Canada as it seeks to meet the requirements of its new suite of greenhouse gas legislation, regulations, and policies ...
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Steven A. Gabriel, Supat Kiet, Jifang Zhuang.
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