Add to ORKGThe 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 literature review on related area and topics. The third chapter introduces the terminology and methodology in this dissertation. In the fourth chapter both linear models and non-linear ARIMA models are used to analyse the natural gas demand and the relationship between natural gas demand and heating degree days. In the fifth chapter a GARCH model is used to analyse the natural gas futures price volatility and the relationship with weather surprise. The...
Daily gas demand in the UK is variable. This is partly due to weather patterns and the changing natu...
This paper assesses how market fundamentals affect asset return volatility by drawing on evidence fr...
This diploma thesis specifically focuses on comparison of the front month futures prices on the US (...
Master's thesis in FinanceIn this thesis we investigate the relationship between temperature deviati...
ABSTRACT This dissertation analyses the UK natural gas market through the lens of the Theory of Stor...
This thesis deals with the impact of weather on the natural gas market. We describe the development ...
We investigate if and how gas price volatility can be explained on the basis of market fundamentals....
This thesis deals with the impact of weather on the natural gas market. We describe the development ...
We investigate if and how gas price volatility can be explained on the basis of market fundamentals....
We investigate if and how gas price volatility can be explained on the basis of market fundamentals....
The growing concern for security of energy supply and climate change has prompted this study. The th...
ABSTRACT Weather makes influence on our daily lives and choices and has substantial impact on corp...
Weather and more precisely average temperature is undoubtedly the most significant natural factor to...
The weather has an enormous impact on the cash flow of a company. Weather risk has serious implicati...
Lacking a commonly held definition, volatility is an often over-generalised term with different mean...
Daily gas demand in the UK is variable. This is partly due to weather patterns and the changing natu...
This paper assesses how market fundamentals affect asset return volatility by drawing on evidence fr...
This diploma thesis specifically focuses on comparison of the front month futures prices on the US (...
Master's thesis in FinanceIn this thesis we investigate the relationship between temperature deviati...
ABSTRACT This dissertation analyses the UK natural gas market through the lens of the Theory of Stor...
This thesis deals with the impact of weather on the natural gas market. We describe the development ...
We investigate if and how gas price volatility can be explained on the basis of market fundamentals....
This thesis deals with the impact of weather on the natural gas market. We describe the development ...
We investigate if and how gas price volatility can be explained on the basis of market fundamentals....
We investigate if and how gas price volatility can be explained on the basis of market fundamentals....
The growing concern for security of energy supply and climate change has prompted this study. The th...
ABSTRACT Weather makes influence on our daily lives and choices and has substantial impact on corp...
Weather and more precisely average temperature is undoubtedly the most significant natural factor to...
The weather has an enormous impact on the cash flow of a company. Weather risk has serious implicati...
Lacking a commonly held definition, volatility is an often over-generalised term with different mean...
Daily gas demand in the UK is variable. This is partly due to weather patterns and the changing natu...
This paper assesses how market fundamentals affect asset return volatility by drawing on evidence fr...
This diploma thesis specifically focuses on comparison of the front month futures prices on the US (...