Long-run relations and short-run dynamics among coal, natural gas and oil prices
AbstractWe examine the long-run relations and short-run dynamics among the three primary energy prices-coal, natural gas and crude oil-using the annual and monthly US data for the post-1970 period. The results are consistent with the view that oil prices are determined globally; natural gas prices are determined regionally and coal prices are set by long-term contracts.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics.
Volume (Year): 43 (2011)
Issue (Month): 2 ()
Contact details of provider:
Web page: http://www.tandfonline.com/RAEC20
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Kentaka Aruga & Shunsuke Managi, 2013.
"Linkages among the US energy futures markets,"
International Journal of Global Energy Issues,
Inderscience Enterprises Ltd, vol. 36(1), pages 13-26.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).
If references are entirely missing, you can add them using this form.