Shen Gao

Center for Economics, Finance and Management Studies, Hunan University, China

2 Lushan South Rd

Changsha, CA Hunan 410082

China

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Forecasting Natural Gas Prices Using Highly Flexible Time-Varying Parameter Models

CAMA Working Paper No. 30/2020
Number of pages: 24 Posted: 14 May 2020
Shen Gao, Chenghan Hou and Bao H. Nguyen
Center for Economics, Finance and Management Studies, Hunan University, China, Hunan University - Center for Economics, Finance and Management Studies and Tasmanian School of Business and Economics, University of Tasmania
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Abstract:

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Natural Gas Price, Structural Breaks, Forecasting, Time-Varying Parameter, Markov Switching, Stochastic Volatility