Title page for ETD etd-05132001-163912


Type of Document Master's Thesis
Author Ryan, Douglas William
URN etd-05132001-163912
Title A Comparison of Natural Gas Spot Price Linear Regression Forecasting Models
Degree Master of Arts
Department Economics
Advisory Committee
Advisor Name Title
Waud, Roger N. Committee Chair
Lang, William W. Committee Member
Lutton, Thomas J. Committee Member
Keywords
  • spot price
  • price forecasting
  • natural gas
Date of Defense 2001-05-07
Availability unrestricted
Abstract
The market for natural gas in the United States follows a yearly price pattern of high prices during the winter heating season and lows during the summer months. During the winter heating season the daily and weekly price fluctuations for natural gas are normally related to ambient air temperature and other weather related phenomenon. This paper examines a natural gas price forecasting model developed by the U.S. Department of Energy, Energy Information Agency (EIA). This paper proposes that a more accurate forecasting model can be created from the EIA model by focusing on forecasting price during only the winter heating season and by adding other variables to the EIA model. The forecasting results of the core EIA model are compared to the results of other linear regression models.

Files
  Filename       Size       Approximate Download Time (Hours:Minutes:Seconds) 
 
 28.8 Modem   56K Modem   ISDN (64 Kb)   ISDN (128 Kb)   Higher-speed Access 
  Table_T_3.pdf 16.09 Kb 00:00:04 00:00:02 00:00:02 00:00:01 < 00:00:01
  Thesis_Fig2_5_13_01.pdf 9.70 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig4_5_13_01.pdf 9.59 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig5_5_13_01.pdf 11.03 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig6_5_13_01.pdf 11.10 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig7_5_13_01.pdf 10.11 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_12.pdf 7.01 Kb 00:00:01 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_1__5_9_01.pdf 9.00 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_3_5_20.pdf 11.22 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_1.pdf 9.34 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_10_11.pdf 13.56 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_13.pdf 9.00 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_14.pdf 9.00 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_15.pdf 9.04 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_16.pdf 8.95 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_17.pdf 9.62 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_18.pdf 8.99 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_19.pdf 8.94 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_2.pdf 9.37 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_20.pdf 8.92 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_21.pdf 9.07 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_22.pdf 9.00 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_3.pdf 9.45 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_4.pdf 9.59 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_5.pdf 9.36 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_6_7.pdf 13.70 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Fig_F_8_9.pdf 13.80 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_pp_11_15.pdf 13.28 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_pp_16_19.pdf 9.27 Kb 00:00:02 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_pp_1_5.pdf 12.80 Kb 00:00:03 00:00:01 00:00:01 < 00:00:01 < 00:00:01
  Thesis_pp_6_10.pdf 14.13 Kb 00:00:03 00:00:02 00:00:01 < 00:00:01 < 00:00:01
  Thesis_References_5_13_01.pdf 7.54 Kb 00:00:02 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table2_5_13_01.pdf 4.61 Kb 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table3_5_13_01_rev1.pdf 7.96 Kb 00:00:02 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table4_5_13_01.pdf 14.40 Kb 00:00:04 00:00:02 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table5_5_13_01.pdf 14.01 Kb 00:00:03 00:00:02 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table_Cont_5_20.pdf 7.61 Kb 00:00:02 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table_T_1.pdf 38.65 Kb 00:00:10 00:00:05 00:00:04 00:00:02 < 00:00:01
  Thesis_Table_T_2__5_20.pdf 4.44 Kb 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table_T_4_5_13_01.pdf 6.44 Kb 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Table_T_5__5_13_01.pdf 4.52 Kb 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01
  Thesis_Vita_P_75.pdf 3.39 Kb < 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01 < 00:00:01

Browse All Available ETDs by ( Author | Department )

dla home
etds imagebase journals news ereserve special collections
virgnia tech home contact dla university libraries

If you have questions or technical problems, please Contact DLA.