The Law of one Price in Global Natural Gas Markets - A Threshold Cointegration Analysis
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nadiia Pysar & Victoria Dergacheva, 2018. "Determination of Parity Price for Gas and Electricity in Terms of Estimation of Household Incomes and Energy Costs," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 342-346.
- Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015. "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, vol. 52(PA), pages 240-245.
More about this item
Keywordsnatural gas market; liquiﬁed natural gas; law of one price; arbitrage; nonlinear models; threshold error correction;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ENE-2016-03-29 (Energy Economics)
- NEP-INT-2016-03-29 (International Trade)
- NEP-REG-2016-03-29 (Regulation)
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