NaturalGas Pairs trading profitability. • Pairs trading in the Nat Gas market outperforms the other energy markets. St = κ(θ - St)dt + σdWt;St = yt - xt.

The paper presents the analysis of trading strategies taking into account the limitations of the existing regulations, market liquidity, price volatility and ...

The specific types of commodity trading strategies that are included are trend-following and calendar-spread trading.

1. Seasonal Trading: This strategy exploits the predictable seasonal swings in natural gas demand. Traders buy contracts during the off-season (spring and ...

19 мая 2018 г. · The paper presents the analysis of trading strategies taking into account the limitations of the existing regulations, market liquidity, price volatility and ...

2 июн. 2014 г. · Metrics and Trading Strategies in World Natural Gas. Spot and Forward ... trading/energy/natural-gas/natural-.

This dissertation studies the three main energy commodities—oil, coal and natural gas—against a backdrop of the US shale revolution and the recent oil market ... Не найдено: pdf | Нужно включить: pdf

In this study, we bring together a number of different data analysis tools to improve our understanding of natural gas futures trading activities.

As the global market for natural gas is deregulated, hedging of quantities and prices is crucial and basically the best way to set up a counter-strategy. This ...

To use best endeavours to secure competition in the contract gas market;. To introduce a separate pricing regime for transportation;. To publish a transparent ...