• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • DRM (UMR CNRS 7088)
  • DRM : Publications
  • View Item
  •   BIRD Home
  • DRM (UMR CNRS 7088)
  • DRM : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Energy Commodity Prices : Is Mean-reversion Dead ?

Geman, Hélyette (2005), Energy Commodity Prices : Is Mean-reversion Dead ?, The Journal of Alternative Investments, 8, 2, p. 31-45

Type
Article accepté pour publication ou publié
Date
2005-01
Journal name
The Journal of Alternative Investments
Volume
8
Number
2
Publisher
Euromoney Institutional Investor
Pages
31-45
Metadata
Show full item record
Author(s)
Geman, Hélyette
Abstract (EN)
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.
Subjects / Keywords
Commodities product; Energy needs; Resources; Natural gas; Price
JEL
R32 - Other Spatial Production and Pricing Analysis
Q40 - General

Related items

Showing items related by title and author.

  • Thumbnail
    Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy 
    Geman, Hélyette (2005) Ouvrage
  • Thumbnail
    Understanding the Fine Structure of Electricity Prices 
    Geman, Hélyette; Roncoroni, Andréa (2006-04) Article accepté pour publication ou publié
  • Thumbnail
    Essais sur les prix des matières premières et les marchés de l'énergie 
    Ben Kebaier, Sana (2019-11-05) Thèse
  • Thumbnail
    Stochastic Volatility for Levy Processes 
    Geman, Hélyette; Carr, Peter; Madan, Dilip B.; Yor, Marc (2003-07) Article accepté pour publication ou publié
  • Thumbnail
    Hedge Funds Revisited : Distributional Characteristics, Dependence Structure and Diversification 
    Kharoubi, Cécile; Geman, Hélyette (2003) Article accepté pour publication ou publié
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo