Essays on natural gas price behavior

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dc.contributor.advisorWalls, W. David
dc.contributor.authorIourkova, Inna
dc.date.accessioned2005-08-08T20:09:56Z
dc.date.available2005-08-08T20:09:56Z
dc.date.issued2003
dc.descriptionBibliography: p. 125-129en
dc.description.abstractTo analyze patterns in the behavior of North American natural gas prices, we consider a number of topics, which are organized in separate chapters. The second chapter introduces the reader not familiar with the energy industry to the North American gas and the world oil commodity markets. The rest of the chapters would be useful for the energy market participants interested in modeling energy price behavior. We examine statistical properties of the Henry Hub natural gas price series over the deregulated period starting 1991. We also examine the properties of the WTI oil price where appropriate, as we distinguish between the oil market being a world commodity market, and the natural gas market being a North American market. We look for possible dependencies in the behavior of the commodity prices on spot and futures markets while testing for effectiveness of futures price formation. We also address a macro-economic issue of the cyclical patterns in natural gas and oil prices behavior.
dc.format.extentvi, 129 leaves : ill. ; 30 cm.en
dc.identifier.citationIourkova, I. (2003). Essays on natural gas price behavior (Master's thesis, University of Calgary, Calgary, Canada). Retrieved from https://prism.ucalgary.ca. doi:10.11575/PRISM/23868en_US
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/23868
dc.identifier.urihttp://hdl.handle.net/1880/40162
dc.language.isoeng
dc.publisher.institutionUniversity of Calgaryen
dc.publisher.placeCalgaryen
dc.rightsUniversity of Calgary graduate students retain copyright ownership and moral rights for their thesis. You may use this material in any way that is permitted by the Copyright Act or through licensing that has been assigned to the document. For uses that are not allowable under copyright legislation or licensing, you are required to seek permission.
dc.titleEssays on natural gas price behavior
dc.typemaster thesis
thesis.degree.disciplineEconomics
thesis.degree.grantorUniversity of Calgary
thesis.degree.nameMaster of Arts (MA)
ucalgary.item.requestcopytrue
ucalgary.thesis.accessionTheses Collection 58.002:Box 1446 520708881
ucalgary.thesis.notesUARCen
ucalgary.thesis.uarcreleaseyen
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