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Chengwu Shao

Nanjing Audit University

86 Yushan W Rd

Pukou, 210017

China

SCHOLARLY PAPERS

1

DOWNLOADS

164

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Variance Dynamics and Term Structure of the Natural Gas Market

UNSW Business School Research Paper Forthcoming
Number of pages: 33 Posted: 18 Sep 2023
Nanjing Audit University, UNSW Australia Business School, School of Banking and Finance, Macau University of Science and Technology and Nagoya University of Commerce and Business
Downloads 164 (459,428)

Abstract:

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Natural gas, Two variance factors, Hump-shaped variance term structure, Hedging