Convergence to the long-run equilibrium: the case of natural gas markets
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References listed on IDEAS
- W. David Walls, 1995. "An Econometric Analysis of the Market for Natural Gas Futures," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 71-84.
- Serletis, Apostolos, 1994. "A cointegration analysis of petroleum futures prices," Energy Economics, Elsevier, vol. 16(2), pages 93-97, April.
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- Mine K. Vücel & Shengyi Guo, 1994. "Fuel Taxes And Cointegration Of Energy Prices," Contemporary Economic Policy, Western Economic Association International, vol. 12(3), pages 33-41, July.
- Emile J. Brinkmann & Ramon Rabinovitch, 1995. "Regional Limitations on the Hedging Effectiveness of Natural Gas Futures," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 113-124.
- Pesaran, M. Hashem & Shin, Yongcheol, 1996.
"Cointegration and speed of convergence to equilibrium,"
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- De Vany, A. & Walls, W.D., 1994. "The Law of One Price in a Network: Arbitrage and Price Dynamics in Natural Gas City Gate Markets," Papers 93-94-17, California Irvine - School of Social Sciences.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2011.
"An analysis of oil production by OPEC countries: Persistence, breaks, and outliers,"
Elsevier, vol. 39(1), pages 442-453, January.
- Carlos Pestana Barros & Luis A. Gil-Alana & James E. Payne, 2011. "An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers," Faculty Working Papers 01/11, School of Economics and Business Administration, University of Navarra.
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