BUSINESS CYCLE AND GAS PRICES

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Date

2023

Journal Title

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Volume Title

Publisher

Nazarbayev University Graduate School of Business

Abstract

The theory of storage is essential for the prediction of spot and forward price changes. The research analyzes the theory through a stable energy source - natural gas. The hypothesis of the theory of storage implies that during low inventory, the current price is more volatile than future prices, while during high inventory periods, prices change equally. Moreover, spot prices greatly affect futures during high inventory periods. The theory also observes the negative relationship between inventory and the business cycle. This means that during business cycle peaks, inventory is low which causes an increase in prices. Current research observed the direct and indirect test of inventory to support the storage theory. The results for natural gas in the analysis of both approaches of inventory support the theory, while the business cycle has a minor effect on the prediction of prices..

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Type of access: Gated

Citation

Kabkenova, Sh. (2023). Business Cycle And Gas Prices. Nazarbayev University Graduate School of Business