Selected Related Publications - Energy Market Analysis

The following are examples of publications which are relevant to our energy market analysis services:

“Natural Gas Price Volatility,” Veljko Fotak,Scott Linn and Zhen Zhu, Natural Gas and Electricity, Vol. 24, Number 11, page 8-13, June 2008

 “Asymmetric Price Responses, Market Integration and Market Power:A Study of the U.S. Natural Gas Market,” Donald Murry and Zhen Zhu, Energy Economics, Vol. 30, page 748-765, 2008.

“Commodity convenience yield and risk premium determination: the case of the U.S. natural gas market,” with Zhen Zhu, Song Zan and Chiou Wei, Energy Economics, Vol. 28, issue 4, page 523-34, July 2006.

“The forecasting performance of fundamental natural gas price models, hedging strategies and the average cost of gas: A study of the U.S. natural gas market,” Scott Linn and Zhen Zhu, Review of Futures Markets, Vol. 14, issue 4, pp. 485-518, Spring 2006.

"Storage Announcement and Natural Gas Futures Market Volatility," Scott Linn and Zhen Zhu, Journal of Futures Markets, March 2004, v. 24, iss. 3, pp. 283-313.

 “EnronOnline and Informational Efficiency in the U.S. Natural Gas Market,” Donald Murry and Zhen Zhu, The Energy Journal, v. 25, iss. 2, 2004 57-74.