版主:雅歌  新东  胖胖  熊熊  

ZT;EIA Henry Hub现货价格公式 (谈股论金)  345次阅读

作者: 雄仓佳措 @, 发表于: 2018-12-05 (1970天前) @ 胖胖

观看【雄仓佳措】的博客

Here is the EIA Henry Hub Spot Price Equation
Log(NGHHUUS) =
a0 +
a1 * Log((NGWGPUS(-1) - (NGWGPUS(average)) +
a2 * ((ZWHDPUS - ZWHNPUS)/ZSAJQUS)) +
a3 * ((ZWCDPUS - ZWCNPUS)/ZSAJQUS)) +
Log(NGHHUUS(-1) +
monthly dummies
Where:
NGHHUUS = Henry Hub spot price, dollars per million
Btu NGWGPUS = total U.S. working gas inventory, Bcf
NGWGPUS(average) = total U.S. working gas in storage, previous 3-year average, Bcf
ZWHDPUS = heating degree days, U.S. population-weighted average
ZWHNPUS = normal heating degree days, U.S. population-weighted average
ZSAJQUS = number of days in month ZWCDPUS = cooling degree days, U.S. population-weighted average
ZWCNPUS = normal cooling degree days, U.S. population-weighted average
See:
seekingalpha.com/...


完整帖子:

 主题RSS Feed

打开手机微信,选【发现】->【扫一扫】左边的二维码就会在手机出现这个帖子,然后点击右上角的三个点,选分享到朋友圈。
我是歌手 新闻速递 谈股论金 聊天灌水 影视在线 心灵大学 原创天地 笑话连篇 美食天下 视觉艺术 伴奏交流