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I need to de-seasonalize Nat Gas futures data for a project and am hoping to get good suggestions. As we all know natural gas futures are priced higher for the winter months and to analyze/model the term structure we need to de-seasonalize the data.

Any ideas how would one do it?

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Section 5.2.1 of the book "Commodity Option Pricing - A practioner's guide", by Iain Clark, have provided one such approach for deseasonalizing the natural gas forward curves. – Gordon Aug 14 '14 at 17:33

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