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