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Price discovery in European natural gas markets

Schultz, Emma; Swieringa, John

Description

We provide the first high-frequency investigation of price discovery within the physical and financial layers of Europe's natural gas markets. Testing not only looks at short-term return dynamics, but also considers each security's contribution to price e

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
URI: http://hdl.handle.net/1885/74706
Source: Energy Policy
DOI: 10.1016/j.enpol.2013.06.080

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