Browsing NHH Brage by Author "Fladmark, Baste"
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Seasonality in natural gas prices : an empirical study of Henry Hub Natural Gas Futures Prices
Fladmark, Baste; Grimstad, Guro Berg (Master thesis, 2013)In this thesis we investigate whether seasonality is a significant factor in natural gas futures prices. We test for seasonality by estimating the two-factor model of Schwartz & Smith (2000), using Kalman filtering techniques ...