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Impact of natural gas storage on natural gas prices an empirical analysis of the Western European gas marke

Master Thesis Economic Analysis / This paper examines the effect of natural gas storage on natural gas prices. Using a
comprehensive dataset containing daily data for the period 2010-2014 we estimate two
specifications for the Dutch, German and British natural gas markets. We do not find
evidence of a stabilising effect of natural gas storage on daily price changes. However we do
find strong evidence of a positive effect of inventory levels of natural gas storage facilities on
intertemporal price spreads

Identiferoai:union.ndltd.org:UCHILE/oai:repositorio.uchile.cl:2250/142637
Date12 1900
CreatorsVan der Maat, Jan-Pieter
ContributorsSerra Banfi, Pablo
PublisherUniversidad de Chile
Source SetsUniversidad de Chile
LanguageEnglish
Detected LanguageEnglish
TypeTesis
RightsAttribution-NonCommercial-NoDerivs 3.0 Chile, http://creativecommons.org/licenses/by-nc-nd/3.0/cl/

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