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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Journal |
| Published: |
2019
|
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |
Be the first to leave a comment!