The Law of One Price in a Network: Arbitrage and Price Dynamics in Natural Gas City Gate Markets
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Bibliographic InfoPaper provided by California Irvine - School of Social Sciences in its series Papers with number 93-94-17.
Length: 22 pages
Date of creation: 1994
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Postal: UNIVERSITY OF CALIFORNIA IRVINE, SCHOOL OF SOCIAL SCIENCES, IRVINECALIFORNIA 91717 U.S.A.
natural gas ; prices;
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- Kleit, Andrew N., 2001. "Defining electricity markets: an arbitrage cost approach," Resource and Energy Economics, Elsevier, vol. 23(3), pages 259-270, July.
- Root, Thomas H. & Lien, Donald, 2003. "Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?," International Review of Financial Analysis, Elsevier, vol. 12(2), pages 117-133.
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- Park, Haesun & Mjelde, James W. & Bessler, David A., 2008. "Price interactions and discovery among natural gas spot markets in North America," Energy Policy, Elsevier, vol. 36(1), pages 290-302, January.
- Lien, Donald & Root, Thomas H., 1999. "Convergence to the long-run equilibrium: the case of natural gas markets," Energy Economics, Elsevier, vol. 21(2), pages 95-110, April.
- Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra, 2012. "Price convergence and information efficiency in German natural gas markets," EWI Working Papers 2012-5, Energiewirtschaftliches Institut an der Universitaet zu Koeln.
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