Option Prices Incorporate Fundamentals: Evidence from US Natural Gas Market

SSRN Electronic Journal ◽

10.2139/ssrn.3026119 ◽

2017 ◽

Author(s):

Sahar Emamzadehfard ◽

Hamed Ghoddusi

Keyword(s):

Natural Gas ◽

Option Prices ◽

Natural Gas Market ◽

Gas Market

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Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market

Quantitative Finance ◽

10.1080/14697688.2011.586355 ◽

2012 ◽

Vol 12 (12) ◽

pp. 1877-1891 ◽

Cited By ~ 5

Author(s):

Yijun Du ◽

Chen Wang ◽

Yibing Du

Keyword(s):

Natural Gas ◽

General Theory ◽

Probability Density ◽

Probability Density Functions ◽

Density Functions ◽

Option Prices ◽

Natural Gas Market ◽

Risk Neutral ◽

Gas Market

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- Inversion of Option Prices for Implied Risk-Neutral Probability Density Functions: General Theory and Its Applications to the Natural Gas Market

Commodities ◽

10.1201/b19020-14 ◽

2015 ◽

pp. 186-207

Keyword(s):

Natural Gas ◽

General Theory ◽

Probability Density ◽

Probability Density Functions ◽

Density Functions ◽

Option Prices ◽

Natural Gas Market ◽

Risk Neutral ◽

Gas Market

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Inversion of Option Prices for Implied Risk Neutral Probability Density Functions: General Theory and its Applications to the Natural Gas Market

SSRN Electronic Journal ◽

10.2139/ssrn.1088785 ◽

2008 ◽

Author(s):

Chen Wang ◽

Yijun Du

Keyword(s):

Natural Gas ◽

General Theory ◽

Probability Density ◽

Probability Density Functions ◽

Density Functions ◽

Option Prices ◽

Natural Gas Market ◽

Risk Neutral ◽

Gas Market

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Infrastructural equip ment and regulati on. Key interv entions for sustaining security and development of the Italian natural gas market

ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT ◽

10.3280/efe2013-001002 ◽

2013 ◽

pp. 23-40 ◽

Cited By ~ 2

Author(s):

Alessandro Fiorini ◽

Antonio Sileo

Keyword(s):

Natural Gas ◽

Natural Gas Market ◽

Gas Market

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The Future of the Natural Gas Market in Southeast Europe

10.1596/978-0-8213-7864-9 ◽

2010 ◽

Cited By ~ 1

Author(s):

Franz Gerner

Keyword(s):

Natural Gas ◽

Southeast Europe ◽

Natural Gas Market ◽

The Future ◽

Gas Market

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Research on imbalance between supply and demand in China's natural gas market under the double-track price system

Energy Policy ◽

10.1016/j.enpol.2021.112380 ◽

2021 ◽

Vol 155 ◽

pp. 112380

Author(s):

Jian Chai ◽

Xiaokong Zhang ◽

Quanying Lu ◽

Xuejun Zhang ◽

Yabo Wang

Keyword(s):

Natural Gas ◽

Supply And Demand ◽

Price System ◽

Natural Gas Market ◽

Gas Market ◽

Double Track

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Assessment of the barriers of natural gas market development and implementation: A case of developing country

Energy Policy ◽

10.1016/j.enpol.2021.112195 ◽

2021 ◽

Vol 152 ◽

pp. 112195

Author(s):

Atul Rawat ◽

Chandra Prakash Garg

Keyword(s):

Natural Gas ◽

Developing Country ◽

Market Development ◽

Natural Gas Market ◽

Gas Market

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An empirical analysis on regional natural gas market of China from a spatial pattern and social network perspective

Energy ◽

10.1016/j.energy.2021.122598 ◽

2021 ◽

pp. 122598

Author(s):

Fengyun Li ◽

Xingmei Li

Keyword(s):

Social Network ◽

Natural Gas ◽

Spatial Pattern ◽

Empirical Analysis ◽

Natural Gas Market ◽

Gas Market

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Elasticities of Supply for the US Natural Gas Market

SSRN Electronic Journal ◽

10.2139/ssrn.2433002 ◽

2014 ◽

Cited By ~ 3

Author(s):

Micaela Ponce ◽

Anne Neumann

Keyword(s):

Natural Gas ◽

Natural Gas Market ◽

The Us ◽

Gas Market

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Impact of natural gas market on power generation development in Russia

2008 IEEE Power and Energy Society General Meeting - Conversion and Delivery of Electrical Energy in the 21st Century ◽

10.1109/pes.2008.4596358 ◽

2008 ◽

Author(s):

N.I. Voropai ◽

V.I. Rabchuk ◽

S.M. Senderov ◽

N.I. Pyatkova

Keyword(s):

Power Generation ◽

Natural Gas ◽

Natural Gas Market ◽

Gas Market

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