Original title: Zemní plyn v EU: Empirická studie cenových determinantů v čase expandujíciho břidlicového plynu a vývozu LNG.
Translated title: Natural gas in the EU: An empirical study of price determinants in the age of blooming shale gas and LNG exports
Authors: Abbaspour, Zankoo ; Kočenda, Evžen (advisor) ; Janda, Karel (referee)
Document type: Master’s theses
Year: 2020
Language: eng
Abstract: 1 Abstract This paper forecasts day-ahead prices of Title Transfer Facility Gas Hub, Europe's most liquid gas market, by employing a comprehensive list of autoregressive and regionalized fundamental variables. Using a dataset containing daily data for the period 2018-2019, we estimate two specifcations using Extreme Gradient Boosting Algorithm. We fnd that yearly differentials in flling rate of European underground gas storage to carry signifcant information gain. Our results also confrm short term inertia in the price.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/116724

Permalink: http://www.nusl.cz/ntk/nusl-410716


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Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses