Published 1993 | Version v1
Journal article Metadata-only

Do changes in natural gas futures prices influence changes in natural gas spot prices?

Creators

  • 1. Energy Information Administration, Washington, DC (United States)
  • 2. Virginia Polytechnic Inst. and State Univ., Blacksburg, VA (United States)

Description

Data on natural gas futures and spot markets are examined to determine if variability in price on futures markets influences variability in price on spot markets. Using econometric techniques, it is found that changes in futures contract prices do not precede changes in spot market prices. (Author)

Additional details

Publishing Information

Journal Title
Energy Exploration and Exploitation
Journal Volume
11
Journal Issue
5
Journal Page Range
p. 467-472.
ISSN
0144-5987
CODEN
EEEXDU

INIS

Country of Publication
United Kingdom
Country of Input or Organization
United Kingdom
INIS RN
25040920
Subject category
S03: NATURAL GAS;
Descriptors DEI
ECONOMETRICS; FLUCTUATIONS; NATURAL GAS; PRICES; SPOT MARKET
Descriptors DEC
ECONOMIC ANALYSIS; ECONOMICS; ENERGY SOURCES; FLUIDS; FOSSIL FUELS; FUEL GAS; FUELS; GAS FUELS; GASES; MARKET; VARIATIONS