Effect of Temperature Shock and Inventory Surprises on Natural Gas and Heating Oil Futures Returns
The aim of this paper is to examine the impact of temperature shock on both near-month and far-month natural gas and heating oil futures returns by extending the weather and storage models of the previous study. Several notable findings from the empirical studies are presented. First, the expected t...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Wiley
2014-01-01
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| coleção: | The Scientific World Journal |
| Acesso em linha: | http://dx.doi.org/10.1155/2014/457636 |
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