A Note on Natural Gas Price Transmission from TTF to Other European Hubs

Several recent studies pointed out to strong links among the most liquid core European natural gas markets. However, the evidence on the integration of less liquid, peripheral and core European markets is scarce. We address this topic by investigating the dynamics of daily natural gas prices quoted...

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Bibliographic Details
Main Author: Michał Rubaszek
Format: Article
Language:English
Published: SGH Warsaw School of Economics, Collegium of Economic Analysis 2024-12-01
Series:Econometric Research in Finance
Subjects:
Online Access:https://www.erfin.org/journal/index.php/erfin/article/view/206
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