{"title":"Amaranth的绝对、相对和极端头寸是否影响了天然气期货价格、价差和波动性?","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":"{\"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}","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}