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The Journal of Alternative Investments

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Primary Article

Energy Commodity Prices

Is Mean-Reversion Dead?

Helyette Geman
The Journal of Alternative Investments Fall 2005, 8 (2) 31-45; DOI: https://doi.org/10.3905/jai.2005.591576
Helyette Geman
A professor of finance at the University of Paris Dauphine and ESSEC Business School.
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Abstract

Energy commodity prices have been rising at an unprecedented pace over the last five years. As oil supplies tighten and prices frequently break new highs, major oil companies have recently unveiled a flurry of multi-billion dollar deals for new projects whose target is not oil but natural gas. This article explores new sources of natural gas as well as whether natural gas and oil prices exhibit mean-reversion. The author notes that the three major unconventional gas resources identified so far are coalbed methane (CBM), tight gas sands, and organic gas shales. She concludes that with prices of oil approaching $70 per barrel at the end of August 2005 and oil futures trading above $70 on the NYMEX, these alternative sources of natural gas appear today to be a partial answer to the world energy needs.

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The Journal of Alternative Investments
Vol. 8, Issue 2
Fall 2005
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Energy Commodity Prices
Helyette Geman
The Journal of Alternative Investments Sep 2005, 8 (2) 31-45; DOI: 10.3905/jai.2005.591576

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Energy Commodity Prices
Helyette Geman
The Journal of Alternative Investments Sep 2005, 8 (2) 31-45; DOI: 10.3905/jai.2005.591576
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