What causes price volatility and regime shifts in the natural gas marketBoqiang Lin, Presley K. Wesseh2013-04-29articleEnergy71 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingEconomics of Agriculture and Food MarketsMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 71 citations exist upstream.References1986Generalized autoregressive conditional heteroskedasticity1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1991Conditional Heteroskedasticity in Asset Returns: A New Approach1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M ModelCited by2018Agricultural environmental total factor productivity in China under technological heterogeneity: characteristics and determinants2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model