Publications

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Shale gas production and U.S. natural gas market dynamics: a TVP-VAR approach

The boom in the United States production of shale gas has significantly impacted domestic natural gas market from 2005, through increased trade flows, lower prices and increased consumption. In this paper, we investigated the role of the shale revolution in U.S. gas market dynamics.

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Do Futures Prices Predict Spot Prices?

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Intra-day hedging with financial options: the case of electricity

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Afrique du Sud, les leçons d’un scrutin

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Cross-country performance of Lévy regime-switching models for stock markets

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Electricity Retail Competition: The Case of the UK

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