Prequential forecasting in the presence of structure breaks in natural gas spot markets
© 2019, Springer-Verlag GmbH Germany, part of Springer Nature. The natural gas sector has undergone major regulatory and technological changes. These changes may induce structural changes in price relationships among natural gas markets. Tests for structural breaks suggest two potential structural b...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85065698625&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65572 |
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| Institution: | Chiang Mai University |