A statistical analysis of the natural gas futures market : the interplay of sentiment, volatility and prices
Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2010. === Vita. Cataloged from PDF version of thesis. === Includes bibliographical references (p. 70-71). === This paper attempts to understand the price dynamics of the North American natural gas market through a st...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2010
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| Online Access: | http://hdl.handle.net/1721.1/59118 |