Details
| Original language | English |
|---|---|
| Pages (from-to) | 91-112 |
| Journal | Energy Journal |
| Volume | 42 |
| Issue number | 2 |
| Publication status | Published - 25 Dec 2021 |
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In: Energy Journal, Vol. 42, No. 2, 25.12.2021, p. 91-112.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - The Natural Gas Announcement Day Puzzle
AU - Prokopczuk, Marcel
AU - Wese Simen, Chardin
AU - Wichman, Robert
N1 - Funding Information: Juan Ignacio Peña and Rosa Rodriguez acknowledge financial support from the Ministry of Economics and Competitiveness, respectively, through grants ECO2012-35023, ECO2016-77807-P, and ECO2012-36559. We thank Eduardo S. Schwartz, Alvaro Cartea, Isabel Figuerola-Ferretti and participants in the Energy Finance 2014 conference, the VI Workshop of Energy Markets, and in the XXII Foro de Finanzas for their useful suggestions, as well as to Diego Fresoli for his advice on Matlab. Two anonymous referees provided many constructive suggestions that considerably improved the paper. The usual disclaimer applies.
PY - 2021/12/25
Y1 - 2021/12/25
UR - https://www.scopus.com/record/display.uri?eid=2-s2.0-85131144665&origin=inward&txGid=1f85195a0e87ee01062dee40a65d4b5f
U2 - 10.5547/01956574.42.2.mpro
DO - 10.5547/01956574.42.2.mpro
M3 - Article
VL - 42
SP - 91
EP - 112
JO - Energy Journal
JF - Energy Journal
SN - 0195-6574
IS - 2
ER -