Testing for Common Features in North American Energy Markets

Apostolos Serletis and Ricardo Rangel-Ruiz
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Ricardo Rangel-Ruiz: University of Calgary, Canada

Chapter 14 in Quantitative and Empirical Analysis of Energy Markets, 2007, pp 172-187 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionCommon Trends and Common CyclesCommon TrendsCommon CyclesCodependent CyclesThe EvidenceCommon Features in Natural Gas MarketsConclusion

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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