{"title":"Did Amaranth's absolute, relative and extreme positions affect natural gas futures prices, spreads and volatilities?","authors":"John Marthinsen, Y. Gai","doi":"10.1057/JDHF.2010.3","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":433287,"journal":{"name":"Journal of Derivatives & Hedge Funds","volume":"70 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2010-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Derivatives & Hedge Funds","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1057/JDHF.2010.3","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}