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The Message in North American Energy Prices

In: Quantitative And Empirical Analysis Of Energy Markets

Listed author(s):
  • Apostolos Serletis

    (University of Calgary, Canada)

  • John Herbert

    (University of Calgary, Canada)

AbstractThe following sections are included:IntroductionSome Basic FactsThe Integration Properties of the VariablesShared Price TrendsError Correction Estimates and Causality TestsConclusion

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File URL: http://www.worldscientific.com/doi/pdf/10.1142/9789812770462_0013
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File URL: http://www.worldscientific.com/doi/abs/10.1142/9789812770462_0013
Download Restriction: Ebook Access is available upon purchase.

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This chapter was published in:
  • Apostolos Serletis, 2007. "Quantitative and Empirical Analysis of Energy Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6352, June.
  • This item is provided by World Scientific Publishing Co. Pte. Ltd. in its series World Scientific Book Chapters with number 9789812770462_0013.
    Handle: RePEc:wsi:wschap:9789812770462_0013
    Contact details of provider: Web page: http://www.worldscientific.com/page/worldscibooks

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    1. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    2. Marlin King & Milan Cuc, 1996. "Price Convergence in North American Natural Gas Spot Markets," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 17-42.
    3. Dolado, Juan J & Jenkinson, Tim & Sosvilla-Rivero, Simon, 1990. " Cointegration and Unit Roots," Journal of Economic Surveys, Wiley Blackwell, vol. 4(3), pages 249-273.
    4. Apostolos Serletis, 1997. "Is There an East-West Split in North American Natural Gas Markets?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 47-62.
    5. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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