Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions Export

@article{citeulike:4523689, abstract = {This research provides a method of predicting direction of spot price movements in the natural gas market for the month succeeding from market participants positions in the futures market. Cumby and Modest (Cumby, R.E., Modest, D.M., 1987. Testing for market timing ability: a framework for forecast evaluation. Journal of Financial Economics 19, 169–189) provide the backdrop for analyzing the futures market positions of large hedgers and speculators to arrive at conclusions of market price movements in the spot market. This methodology is suggested as a means for municipalities entering the natural gas market to improve upon their ordering of quantities of gas for the ensuing months in order to take advantage of possibly foreseeable price trends.}, author = {Buchanan, W.}, citeulike-article-id = {4523689}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/S0140-9883(00)00074-8}, citeulike-linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0140-9883(00)00074-8}, doi = {10.1016/S0140-9883(00)00074-8}, issn = {01409883}, journal = {Energy Economics}, keywords = {behaviour, derivative, forecast, information}, month = {May}, number = {3}, pages = {279--293}, posted-at = {2009-05-15 15:47:52}, priority = {2}, title = {Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions}, url = {http://dx.doi.org/10.1016/S0140-9883(00)00074-8}, volume = {23}, year = {2001} }

TY - JOUR ID - citeulike:4523689 L3 - citeulike-article-id:4523689 N2 - This research provides a method of predicting direction of spot price movements in the natural gas market for the month succeeding from market participants positions in the futures market. Cumby and Modest (Cumby, R.E., Modest, D.M., 1987. Testing for market timing ability: a framework for forecast evaluation. Journal of Financial Economics 19, 169–189) provide the backdrop for analyzing the futures market positions of large hedgers and speculators to arrive at conclusions of market price movements in the spot market. This methodology is suggested as a means for municipalities entering the natural gas market to improve upon their ordering of quantities of gas for the ensuing months in order to take advantage of possibly foreseeable price trends. IS - 3 JF - Energy Economics SN - 01409883 EP - 293 TI - Which way the natural gas price: an attempt to predict the direction of natural gas spot price movements using trader positions VL - 23 SP - 279 KW - behaviour KW - derivative KW - forecast KW - information AU - Buchanan, W PY - 2001/05// UR - http://dx.doi.org/10.1016/S0140-9883(00)00074-8 ER -