Price volatility across the Atlantic: the US and the European Natural Gas Markets

• Type: Article in International Conference Proceedings Book
• Date: 2017

Authors

Costa, D (Author) Other; Garaffa, R (Author) Other; Branco, DC (Author) Other; Danko, A (Author) Other; António Fiúza (Author) FEUP

Conference proceedings International

Title: 2017 14TH INTERNATIONAL CONFERENCE ON THE EUROPEAN ENERGY MARKET (EEM 17)

14th International Conference on the European Energy Market (EEM)

Dresden, GERMANY, JUN 06-09, 2017

Indexing

ISI Web of Knowledge - 0 Citations

Other information

Authenticus ID: P-00N-2DV

Abstract (EN): Price volatility in the natural gas markets of the United States of America and the European Union have been the subject of several studies in recent years as these markets experienced important changes. The purpose of this study is to address and discuss market factors that have influenced price behavior. For this, the annualized monthly volatility for the "Henry Hub" (US Market) and the "London Natural Gas Index" (European Market) were calculated based on daily natural gas spot prices, from 2003 to 2014. The results show the different price behaviors and allow the comparison of these two markets.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 5