Natural Gas Storage Forecasts: Is the Crowd Wiser?

Fernández-Pérez, Adrián; Garel, Alexandre; Indriawan, Ivan

doi:10.5547/01956574.41.5.afer

Cited by 5 publications

(2 citation statements)

References 54 publications

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“…Halova et al (2014) and Ederington et al (2019) show that crude oil futures trading volume and volatility on days with EIA crude oil inventory announcements are higher than days without. Similar findings are documented for the natural gas inventory announcements (see, e.g., Fernandez-Perez et al, 2020;Gay et al, 2009;Gu and Kurov, 2018).…”

Section: Introductionsupporting

confidence: 82%

Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements

Indriawan¹,

Lien²,

Xu³

2023

The Energy Journal

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We study the impact of the announcements released by the US Energy Information Administration (EIA) on crude oil storage every Wednesday at 10:30 ET (the beginning of the third half-hour interval) on intraday return predictability, that is, intraday momentum. Our results indicate that returns on the third half-hour on EIA announcement days can significantly and positively predict the returns in the last half-hour, whereas, on non-EIA announcement days, only returns in the first half-hour have significant predictability. The dominant source of prediction in the first half-hour return mainly comes from the overnight component. EIA announcements contribute to intraday momentum because they attract more informed traders and because the period surrounding their release is often associated with a reduction in liquidity. Substantial economic gains can be made by using efficient intraday predictors as trading signals.

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Section: Introductionsupporting

confidence: 82%

Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements

Indriawan¹,

Lien²,

Xu³

2023

The Energy Journal

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“…The coverage approach can be a good complementary analysis to follow changes in fluidity domain distributions, due to changes in membrane composition 30 or cell interactions. 32 Although there are data from GP experiments in the literature obtained on fixed samples, the validity of this approach is limited due to the extreme sensitivity of LAURDAN to the membrane physical state and water activity. 33…”

Section: The Gp Approach To Measure Membrane Heterogeneitymentioning

confidence: 99%

LAURDAN since Weber: The Quest for Visualizing Membrane Heterogeneity

et al. 2021

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Any chemist studying the interaction of molecules with lipid assemblies will eventually be confronted by the topic of membrane bilayer heterogeneity and may ultimately encounter the heterogeneity of natural membranes. In artificial bilayers, heterogeneity is defined by phase segregation that can be in the nano-and micrometer range. In biological bilayers, heterogeneity is considered in the context of small (10-200 nm) sterol and sphingolipid-enriched heterogeneous and highly dynamic domains. Several techniques can be used to assess membrane heterogeneity in living systems. Our approach is to use a fluorescent reporter molecule immersed in the bilayer, which, by changes in its spectroscopic properties, senses physical-chemistry aspects of the membrane. This dye in combination with microscopy and fluctuation techniques can give information about membrane heterogeneity at different temporal and spatial levels: going from average fluidity to number and diffusion coefficient of nanodomains. LAURDAN (6 dodecanoyl-2-(dimethylamino) naphthalene), is a fluorescent probe designed and synthesized in 1979 by Gregorio Weber with the purpose to study the phenomenon of dipolar relaxation. The spectral displacement observed when LAURDAN is either in fluid or gel phase permitted the use of the technique in the field of membrane dynamics. The quantitation of the spectral Corresponding AuthorSusana A. Sánchez -

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