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The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market

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  • Jason West

Abstract

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Suggested Citation

  • Jason West, 2011. "The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market," Discussion Papers in Finance finance:201108, Griffith University, Department of Accounting, Finance and Economics.
    • Handle: RePEc:gri:fpaper:finance:201108
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    File URL: https://research-repository.griffith.edu.au/bitstream/handle/10072/390430/2011-08-the-effect-of-quality-differentials-on-integration-of-the-seaborne-thermal-coal-market.pdf
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    References listed on IDEAS

    as
    1. Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-472, August.
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    More about this item

    Keywords

    Arbitrage; Thermal coal; Energy; Kalman filter;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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