Fuel Taxes And Cointegration Of Energy Prices
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Engle, Robert & Granger, Clive, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-276, March.
- Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
- Sims, Christopher A & Stock, James H & Watson, Mark W, 1990. "Inference in Linear Time Series Models with Some Unit Roots," Econometrica, Econometric Society, vol. 58(1), pages 113-144, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Olsson, Olle & Hillring, Bengt, 2014. "The wood fuel market in Denmark – Price development, market efficiency and internationalization," Energy, Elsevier, vol. 78(C), pages 141-148.
- Mohammadi, Hassan, 2009. "Electricity prices and fuel costs: Long-run relations and short-run dynamics," Energy Economics, Elsevier, vol. 31(3), pages 503-509, May.
- repec:eee:eneeco:v:63:y:2017:i:c:p:66-74 is not listed on IDEAS
- Aloui, Riadh & Aïssa, Mohamed Safouane Ben & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2014.
"Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management,"
Elsevier, vol. 42(C), pages 332-342.
- Riadh Aloui & Mohamed Safouane Ben Aïssa & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management," Working Papers 2014-590, Department of Research, Ipag Business School.
- Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad, 2017.
"Another look on the relationships between oil prices and energy prices,"
Elsevier, vol. 102(C), pages 318-331.
- Amine Lahiani & Anthony Miloudi & Ramzi Benkraiem & Shahbaz Muhammad, 2017. "Another look on the relationships between oil prices and energy prices," Post-Print hal-01429682, HAL.
- Logar, Ivana & van den Bergh, Jeroen C.J.M., 2013. "The impact of peak oil on tourism in Spain: An input–output analysis of price, demand and economy-wide effects," Energy, Elsevier, vol. 54(C), pages 155-166.
- repec:eee:juipol:v:45:y:2017:i:c:p:76-83 is not listed on IDEAS
- Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M., 2017. "The dynamic linkages between crude oil and natural gas markets," Energy Economics, Elsevier, vol. 62(C), pages 155-170.
- Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014.
"Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices,"
Elsevier, vol. 65(C), pages 567-573.
- Ahmed Atil & Amine Lahiani & Duc Khuong Nguyen, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Post-Print halshs-01022598, HAL.
- 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.
- 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.
- Lee, Kiseok & Ni, Shawn, 2002. "On the dynamic effects of oil price shocks: a study using industry level data," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 823-852, May.
- Jadidzadeh, Ali & Serletis, Apostolos, 2017.
"How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?,"
Elsevier, vol. 63(C), pages 66-74.
- Ali Jadidzadeh & Apostolos Serletis, "undated". "How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market?," Working Papers 2017-02, Department of Economics, University of Calgary.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:coecpo:v:12:y:1994:i:3:p:33-41. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/weaaaea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.