Market Watch:Gas Markets

NGWs Gas Market Reconnaissance Group

首页> 外文期刊>NGW's Gas Market Reconnaissance >Market Watch:Gas Markets

【24h】

Market Watch:Gas Markets

机译：市场观察：天然气市场

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

US December natural gas jumped 5% to close in the mid-$2.70s per million Btu with colder weather finally expected to arrive and pick up heating demand in the eastern US. However, while most weather models are calling for intermittent cold in the East, they differ on exactly when it will move in or the ultimate impact it will have on the market.

机译：美国12月份天然气价格上涨5％，收于每百万Btu 2.70美元左右，天气最终有望降温，美国东部的取暖需求也将增加。但是，尽管大多数天气模型都要求东部地区出现间歇性寒冷，但它们的确切进入时间或对市场的最终影响却有所不同。

著录项

来源
《NGW's Gas Market Reconnaissance》 |2016年第14期|共1页
作者
NGWs Gas Market Reconnaissance Group;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类工业经济;
关键词
入库时间 2022-08-18 13:14:58

相似文献

外文文献
中文文献
专利

1. Market Watch:Gas Markets [J] . NGWs Gas Market Reconnaissance Group NGW's Gas Market Reconnaissance . 2016,第Deca7期

机译：市场观察：天然气市场
2. Market Watch:Gas Markets [J] . NGWs Gas Market Reconnaissance Group NGW's Gas Market Reconnaissance . 2016,第Nova14期

机译：市场观察：天然气市场
3. Market Watch:Gas Markets [J] . NGWs Gas Market Reconnaissance Group NGW's Gas Market Reconnaissance . 2016,第Nova16期

机译：市场观察：天然气市场
4. COVID-19 And The Business Aviation Market Waiting And Watching [C] . Richard Aboulafia Business General Aviation Conference . 2020

机译：covid-19和商业航空市场等待和观看
5. THE LCD MARKET: THE ORIGIN AND UNDERLYING REASONS FOR THE GROWTH OF LIQUID CRYSTAL DISPLAY TECHNOLOGY IN THE USA--FOCUS: ELECTRONIC WATCH AND CALCULATOR APPLICATIONS. [D] . GRABIS, DIETRICH WALTER. 1980

机译：液晶显示器市场：美国液晶显示技术发展的起源和根本原因-焦点：电子手表和计算器的应用。
6. A Queen of Hearts trial of organ markets: why Scheper‐Hughess objections to markets in human organs fail [O] . J S Taylor 2007

机译：器官市场的红心皇后试验：为何Scheper-Hughes对人体器官市场的反对失败
7. We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (“market impact”) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of trader’s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US SP500 and how they scale with the state-of-the-book. We finally test the Iceberg’s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60. [O] . Gökhan Cebiro˜glu, Ulrich Horst 100

机译：我们在限价订单簿中开发了冰山订单执行的顺序交易模型。 Iceberg-trader可以自由地揭露他的交易意图，或者（部分）屏蔽其他市场参与者的真实订单规模。订单暴露最终会导致市场反应激烈（“市场影响”），导致交易成本上升。另一方面，冰山交易员在隐藏他的意图时面临优先权损失，因为大多数电子限价订单都会惩罚隐藏流动性的使用。因此，冰山商人面临着找到正确权衡的问题。我们的模型为限额订单市场中的冰山交易者提供了最佳的风险敞口策略。特别是，我们提供了一系列分析性陈述，这些陈述与最近关于交易者暴露策略决定因素的实证研究结果一致。在此框架下，我们还研究了市场影响以及限价订单的市场影响。我们为来自美国标准普尔500指数的一系列高科技股票提供最佳曝光配置文件，以及它们如何随着本书的规模扩展。我们最终根据极限订单测试了冰山的表现，发现冰山订单可以显着提升贸易业绩高达60％。

Market Watch:Gas Markets

摘要

著录项

相似文献

相关主题

期刊订阅