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Papers by Mahdjouba Belaifa

Research paper thumbnail of Forecasting Natural Gas Demand in the Short-term

Understanding the driving factors of global gas demand is of great importance for gas exporting c... more Understanding the driving factors of global gas demand is of great importance for gas exporting countries such as Gas Exporting Countries Forum (GECF). Particularly, when we aim at developing a tool to forecast global gas consumption in the near future, it is necessary to identify the role of driving factors in explaining the fluctuations of natural gas consumption. Indeed, demand for natural gas not only depend on economic growth, but also, on gas price as well as use of other competing fuels, policies, seasonality and other factors which are directly or indirectly linked to the natural gas market. The aim of this paper is to address the relationship between natural gas consumption and its drivers including economic growth, gas prices and energy demand, in order to forecast natural gas demand in the short term. For this aim, and after identifying and assessing the driving factors of natural gas demand, we have developed a Variance Decomposition based on Vector Autoregressive (VAR) ...

Research paper thumbnail of Forecasting volatility for options valuation

OPEC Review, 2006

ABSTRACT

Research paper thumbnail of Forecasting volatility for options valuation

Opec Energy Review, 2006

ABSTRACT

Research paper thumbnail of Forecasting Natural Gas Demand in the Short-term

Understanding the driving factors of global gas demand is of great importance for gas exporting c... more Understanding the driving factors of global gas demand is of great importance for gas exporting countries such as Gas Exporting Countries Forum (GECF). Particularly, when we aim at developing a tool to forecast global gas consumption in the near future, it is necessary to identify the role of driving factors in explaining the fluctuations of natural gas consumption. Indeed, demand for natural gas not only depend on economic growth, but also, on gas price as well as use of other competing fuels, policies, seasonality and other factors which are directly or indirectly linked to the natural gas market. The aim of this paper is to address the relationship between natural gas consumption and its drivers including economic growth, gas prices and energy demand, in order to forecast natural gas demand in the short term. For this aim, and after identifying and assessing the driving factors of natural gas demand, we have developed a Variance Decomposition based on Vector Autoregressive (VAR) ...

Research paper thumbnail of Forecasting volatility for options valuation

OPEC Review, 2006

ABSTRACT

Research paper thumbnail of Forecasting volatility for options valuation

Opec Energy Review, 2006

ABSTRACT

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