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Volume: 2 Number: 1 September 9, 2014
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References

  1. Alterman, S., 2012, Natural Gas Prices Volatility in U.K. and North America, Oxford Institute for Energy Studies, Registered Cahrity No: 286084, ISBN: 978-907555-43-5, Oxford Universty Press, United Kingdom.
  2. Bollerslev T., 1986, Generalized Autoregressive Conditional Heteroscedasticity, Jounal of Econometrics, Journal of Econometrics 31 (1986) 307-327. North-Holland.
  3. Box, G. E.P., Jenkins, G. N., Reinsel, 1976, Time Series Analysis Forecasting and Control, Holden-Day Inc., ISBN:0-8162-1104-3, USA.
  4. Chevallier, J., Sévi, B., 2011, On The Volatility-Volume Relationship in Energy Futures Markets Using Intraday Data, Document de Travail Working Paper 2011-16, Université de Paris Ouest Nanterre La Défense Press, Paris France.
  5. D. Dickey, W. Fuller, 1979, Distribution of the Estimators for Autoregressive Time Series With a Unit Root. Journal of the American Statistical Association, 74, 427-431.
  6. Duong T. Le., Volatility in the Natural Gas Market: GARCH, Asymmetry, Seasonality and Announcement Effects, Enders, W., 2004, Applied Econometric Times Series, International Edition, Wiley Series in Probability and Mathematical Statistics, Wiley & Sons, Incorporated, John, ISBN: 9780471451730, Newyork, USA.
  7. Engle., R., F. 1982 Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of UK Inflation, Econometrica, Vol. 50, No. 4. (Jul., 1982), pp. 987-1007.
  8. Fazilah, S., Sonal, B., 2009, Performance and Volatility of Oil and Gas Stocks: a Comparative Study on Selected O&G Companies, International Business Research, Vol:2 No:4, Octaber 2009.

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Turkish

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September 9, 2014

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September 9, 2014

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Year 2014 Volume: 2 Number: 1

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