The Message in North American Energy Prices

Apostolos Serletis and John Herbert
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John Herbert: University of Calgary, Canada

Chapter 13 in Quantitative and Empirical Analysis of Energy Markets, 2007, pp 156-171 from World Scientific Publishing Co. Pte. Ltd.

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

Keywords: Electricity Markets; Natural Gas Markets; Crude Oil Markets; Forecasting Energy Prices; Energy Markets Volatility; Business Cycles and Energy Prices; Common Features in Energy Markets; Codependent Cycles in Energy Markets; Volatility Modeling in Energy Markets; Chaos; Fractals; and Random Modulations in Energy Markets (search for similar items in EconPapers)
Date: 2007
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Journal Article: The message in North American energy prices (1999)
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