Weather, Demand and Natural Gas Futures Price Volatility in the UK

The dissertation deals with modelling of natural gas demand and natural gas futures price volatility with weather variables of the United Kingdom. The first chapter introduces some basic concept like volatility and background information of natural gas market in the UK. The second part is the litera...

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Bibliographic Details
Main Author: Yang, Yuntao
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2012
Online Access:https://eprints.nottingham.ac.uk/26002/