DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?
Yıl: 2016 Cilt: 15 Sayı: 29/1 (15.yıl) Sayfa Aralığı: 135 - 143 Metin Dili: İngilizce İndeks Tarihi: 29-07-2022
DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?
Öz: This paper investigates the relationship between natural gas spot and futures prices by using threshold error correction model developed by Hansen and Seo (2002) and threshold granger causality test developed by Li (2006). We found that there is a threshold cointegration relationship between spot and futures prices of natural gas. We also found that there is partially bidirectional causality between spot and futures prices of natural gas. The evidence obtained from this paper also suggests that there is information flow between natural gas spot and future market and there is no profitable arbitrage opportunity exists.
Anahtar Kelime: Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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| APA | TURANLI M, GÜRİŞ B, CENGİZ D, Özden Ü, BAĞDATLI KALKAN S (2016). DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. , 135 - 143. |
| Chicago | TURANLI Münevver,GÜRİŞ Burak,CENGİZ Dicle,Özden Ünal Halit,BAĞDATLI KALKAN Seda DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. (2016): 135 - 143. |
| MLA | TURANLI Münevver,GÜRİŞ Burak,CENGİZ Dicle,Özden Ünal Halit,BAĞDATLI KALKAN Seda DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. , 2016, ss.135 - 143. |
| AMA | TURANLI M,GÜRİŞ B,CENGİZ D,Özden Ü,BAĞDATLI KALKAN S DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. . 2016; 135 - 143. |
| Vancouver | TURANLI M,GÜRİŞ B,CENGİZ D,Özden Ü,BAĞDATLI KALKAN S DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. . 2016; 135 - 143. |
| IEEE | TURANLI M,GÜRİŞ B,CENGİZ D,Özden Ü,BAĞDATLI KALKAN S "DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?." , ss.135 - 143, 2016. |
| ISNAD | TURANLI, Münevver vd. "DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?". (2016), 135-143. |
| APA | TURANLI M, GÜRİŞ B, CENGİZ D, Özden Ü, BAĞDATLI KALKAN S (2016). DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi, 15(29/1 (15.yıl)), 135 - 143. |
| Chicago | TURANLI Münevver,GÜRİŞ Burak,CENGİZ Dicle,Özden Ünal Halit,BAĞDATLI KALKAN Seda DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi 15, no.29/1 (15.yıl) (2016): 135 - 143. |
| MLA | TURANLI Münevver,GÜRİŞ Burak,CENGİZ Dicle,Özden Ünal Halit,BAĞDATLI KALKAN Seda DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi, vol.15, no.29/1 (15.yıl), 2016, ss.135 - 143. |
| AMA | TURANLI M,GÜRİŞ B,CENGİZ D,Özden Ü,BAĞDATLI KALKAN S DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi. 2016; 15(29/1 (15.yıl)): 135 - 143. |
| Vancouver | TURANLI M,GÜRİŞ B,CENGİZ D,Özden Ü,BAĞDATLI KALKAN S DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi. 2016; 15(29/1 (15.yıl)): 135 - 143. |
| IEEE | TURANLI M,GÜRİŞ B,CENGİZ D,Özden Ü,BAĞDATLI KALKAN S "DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?." Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi, 15, ss.135 - 143, 2016. |
| ISNAD | TURANLI, Münevver vd. "DO ARBITRAGE OPPORTUNITIES EXIST IN THE NATURAL GAS MARKET?". Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi 15/29/1 (15.yıl) (2016), 135-143. |
