Andrés García Mirantes

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

2

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (1)

1.

The Stochastic Seasonal Behaviour of Natural Gas Prices

European Financial Management, Vol. 18, Issue 3, pp. 410-443, 2012
Number of pages: 34 Posted: 19 May 2012
Andrés García Mirantes, Francisco Javier Población García and Gregorio Serna
affiliation not provided to SSRN, European Central Bank (ECB) and University of Castilla, La Mancha
Downloads 2 (776,084)
Citation 2
  • Add to Cart

Abstract:

Loading...

stochastic calculus, seasonality, commodity prices, Kalman filter, natural gas