Natural Gas Pricing
The study suggests a no-arbitrage model that combines a seasonal stochastic convenience yield and a local volatility factor to accurately predict natural gas spot futures and options prices.
Featured in No. 91 on 2 Apr 2025 · 4 days after release
- Released
- 29 Mar 2025
- First featured
- No. 91 · 2 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5198298
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