Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - In: Energy Economics 34 (2012) 1, pp. 105-116
In this paper, we provide a comprehensive multivariate cointegration analysis of three parts of the steam coal value … particular, we combine data on steam coal prices with freight rates, covering the period December 2001 until August 2009 at … weekly frequency. We then test whether the demand and supply side components of steam coal trade are consistently integrated …