New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications
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More about this item
KeywordsSignificant price discovery contracts; Natural gas; Exempt commercial markets; Time series methods; Vector autoregression;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
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