Volatility dynamics of nymex natural gas futures prices
Despite their importance in pricing futures and other derivative contracts, seasonalvariations in mean and variance of energy prices have not been fully captured inprevious studies of energy prices. We examine the volatility dynamics of daily naturalgas futures traded on the NYMEX via the partially...
| Main Authors: | , , |
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| Format: | Conference Paper |
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Curtin University of Technology
2006
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| Online Access: | http://hdl.handle.net/20.500.11937/14008 |