Price dynamics of the natural gas futures market: the role of market fundamentals

In this thesis, I examine the effect of market fundamentals upon the price of the natural gas futures contract. The market fundamentals that I address capture the effects of the demand for natural gas, such as weather effects, and the supply of natural gas, such as inventory effects. I also addres...

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Bibliographic Details
Main Author: WEI, YAWEI
Format: Others
Published: 2013
Online Access:http://spectrum.library.concordia.ca/977229/1/Yawei%2DWei_MSc_S2013.pdf
WEI, YAWEI <http://spectrum.library.concordia.ca/view/creators/WEI=3AYAWEI=3A=3A.html> (2013) Price dynamics of the natural gas futures market: the role of market fundamentals. Masters thesis, Concordia University.