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Price interactions and discovery among natural gas spot markets in North America

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  • Park, Haesun
  • Mjelde, James W.
  • Bessler, David A.

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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.
    • Handle: RePEc:eee:enepol:v:36:y:2008:i:1:p:290-302
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    References listed on IDEAS

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    1. John Cuddington & Zhongmin Wang, 2006. "Assessing the Degree of Spot Market Integration for U.S. Natural Gas: Evidence from Daily Price Data," Journal of Regulatory Economics, Springer, vol. 29(2), pages 195-210, March.
    2. Apostolos Serletis & Ricardo Rangel-Ruiz, 2007. "Testing for Common Features in North American Energy Markets," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 14, pages 172-187, World Scientific Publishing Co. Pte. Ltd..
    3. Robert Engle & Clive Granger, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    4. Phillips, Peter C B, 1996. "Econometric Model Determination," Econometrica, Econometric Society, vol. 64(4), pages 763-812, July.
    5. Arthur De Vany & W. David Walls, 1994. "Open Access And The Emergence Of A Competitive Natural Gas Market," Contemporary Economic Policy, Western Economic Association International, vol. 12(2), pages 77-96, April.
    6. Taylor, Alan M, 2001. "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," Econometrica, Econometric Society, vol. 69(2), pages 473-498, March.
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    8. repec:aen:journl:1993v14-04-a01 is not listed on IDEAS
    9. Kleit, Andrew N, 1998. "Did Open Access Integrate Natural Gas Markets? An Arbitrage Cost Approach," Journal of Regulatory Economics, Springer, vol. 14(1), pages 19-33, July.
    10. Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393.
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    13. Wilson, Patrick Impero, 1997. "Deregulation and natural gas trade relationships: lessons from the Alberta-California experience," Energy Policy, Elsevier, vol. 25(10), pages 861-869, August.
    14. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    15. 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.
    16. Bernanke, Ben S., 1986. "Alternative explanations of the money-income correlation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 49-99, January.
    17. Hoover, Kevin D., 2005. "Automatic Inference Of The Contemporaneous Causal Order Of A System Of Equations," Econometric Theory, Cambridge University Press, vol. 21(1), pages 69-77, February.
    18. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501.
    19. Apostolos Serletis, 2007. "Is There an East-West Split in North American Natural Gas Markets?," World Scientific Book Chapters, in: Quantitative And Empirical Analysis Of Energy Markets, chapter 6, pages 59-72, World Scientific Publishing Co. Pte. Ltd..
    20. Arthur De Vany & W. David Walls, 1993. "Pipeline Access and Market Integration in the Natural Gas Industry: Evidence from Cointegration Tests," The Energy Journal, , vol. 14(4), pages 1-19, October.
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    22. Wang, Zijun & Bessler, David A., 2005. "A Monte Carlo Study On The Selection Of Cointegrating Rank Using Information Criteria," Econometric Theory, Cambridge University Press, vol. 21(3), pages 593-620, June.
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