Essays about: "Nadia Gnerre"

Found 1 essay containing the words Nadia Gnerre.

  1. 1. Understanding European Natural Gas Market Dynamics : An ARCH Analysis of the Relationship Between Natural Gas Prices and Imports

    University essay from

    Author : Christoph Ellersiek; Nadia Gnerre; [2023]
    Keywords : Natural Gas; TTF Prices; Natural Gas Imports; ARCH Model; Edgeworth Model; Price Volatility;

    Abstract : This thesis analyses the relationship between month-ahead natural gas prices and imports into Europe against the backdrop of the 2022 Russian gas curtailment and gas price spike. Employing an ARCH model, the analysis focuses on the consortium of five major European consumers of natural gas: Italy, Germany, the Netherlands, the United Kingdom, and France. READ MORE