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Publikováno v:
Annals of Operations Research
Annals of Operations Research, 2022
Annals of Operations Research, 2022
This paper is the first attempt to provide a comprehensive account of pricing and informational efficiency of the US and EU natural gas markets. We rely on Maximum Overlap Discrete Wavelet decomposition (MODWT) of daily data of US Henry Hub, British
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76a1e7838803aae8c2f5733db0fec4fa
https://doi.org/10.1007/s10479-022-04750-z
https://doi.org/10.1007/s10479-022-04750-z
