Price discovery in energy markets
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- repec:eee:eneeco:v:63:y:2017:i:c:p:174-184 is not listed on IDEAS
- Kyle Olsen & James Mjelde & David Bessler, 2015. "Price formulation and the law of one price in internationally linked markets: an examination of the natural gas markets in the USA and Canada," The Annals of Regional Science, Springer;Western Regional Science Association, pages 117-142.
More about this item
KeywordsUnit root; Cointegration; Price discovery; Energy futures;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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