Fleming, J, Kirby, C & and Volatility: Evidence from Weather-Sensitive Ostdiek, B 2006, “Information, Trading, vol. 61, no. 6, pp. 2899-2930. The Journal of Finance, Markets,” Gay, GD, Simkins, BJ & Turac, M 2009, forecasts and price discovery in futures markets: The case of “Analyst natural gas vol. 29, no. 5, pp. 451-477. Journal of Futures Markets, storage,” Halova, MW, Kurov, A & Kucher, O 2014, inventory announcements and energy Journal of “Noisy prices,” vol. 34, no. 10, pp. 911-933. Futures Markets, Hu, JWS, Hu, YC & Lin, CY 2014, of Temperature Shock and Inventory Surprises on Natural Gas and “Effect Heating Oil Futures The Scientific World Journal. Returns,” Mu, X 2007, storage, and natural gas price dynamics: Fundamentals and Energy Economics, “Weather, volatility,” vol. 29, no.1, pp. 46-63. Suenaga, H, Smith, A & Williams, J 2008, dynamics of NYMEX natural gas futures Journal of “Volatility prices,” vol. 28, no. 5, pp. 438-463. Futures Markets,
Fleming, J, Kirby, C & Ostdiek, B 2006, “Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets,” The Journal of Finance, vol. 61, no. 6, pp. 2899-2930. Gay, GD, Simkins, BJ & Turac, M 2009, “Analyst forecasts and price discovery in futures markets: The case of natural gas storage,” Journal of Futures Markets, vol. 29, no. 5, pp. 451-477. Halova, MW, Kurov, A & Kucher, O 2014, “Noisy inventory announcements and energy prices,” Journal of Futures Markets, vol. 34, no. 10, pp. 911-933. Hu, JWS, Hu, YC & Lin, CY 2014, “Effect of Temperature Shock and Inventory Surprises on Natural Gas and Heating Oil Futures Returns,” The Scientific World Journal. Mu, X 2007, “Weather, storage, and natural gas price dynamics: Fundamentals and volatility,” Energy Economics, vol. 29, no.1, pp. 46-63. Suenaga, H, Smith, A & Williams, J 2008, “Volatility dynamics of NYMEX natural gas futures prices,” Journal of Futures Markets, vol. 28, no. 5, pp. 438-463.
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