BIROn - Birkbeck Institutional Research Online

    Energy commodity prices: is mean-reversion dead?

    Geman, Helyette (2005) Energy commodity prices: is mean-reversion dead? Journal of Alternative Investments 8 (2), pp. 31-45. ISSN 1520-3255.

    Full text not available from this repository.

    Abstract

    Energy commodity prices have been rising at an unprecedented pace over the last five years. As oil supplies tighten and prices frequently break new highs, major oil companies have recently unveiled a flurry of multi-billion dollar deals for new projects whose target is not oil but natural gas. This article explores new sources of natural gas as well as whether natural gas and oil prices exhibit mean-reversion. The author notes that the three major unconventional gas resources identified so far are coalbed methane (CBM), tight gas sands, and organic gas shales. She concludes that with prices of oil approaching $70 per barrel at the end of August 2005 and oil futures trading above $70 on the NYMEX, these alternative sources of natural gas appear today to be a partial answer to the world energy needs.

    Metadata

    Item Type: Article
    School: School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Sarah Hall
    Date Deposited: 02 Jun 2020 15:57
    Last Modified: 02 Jun 2020 15:57
    URI: https://eprints.bbk.ac.uk/id/eprint/32112

    Statistics

    Downloads
    Activity Overview
    0Downloads
    84Hits

    Additional statistics are available via IRStats2.

    Archive Staff Only (login required)

    Edit/View Item Edit/View Item