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Performance of generated moving average strategies in natural gas futures prices at different time scales

Performance of generated moving average strategies in natural gas futures prices at different time scales

Liu, Xiaojia; An, Haizhong; Wang, Lijun
  • 期刊名称Journal of Natural Gas Science and Engineering
  • 作者Liu, Xiaojia; An, Haizhong; Wang, Lijun
  • 卷第24卷
  • 印刷ISSN1875-5100
  • 文件大小855.41KB
  • 发表时间2015-05
  • DOI10.1016/j.jngse.2015.03.031
  • 页码337-345
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