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International market integration for natural gas? : A cointegration analysis of prices in Europe, North America and Japan
Siliverstovs, Boriss; L'Hégaret, Guillaume; Neumann, Anne - In: Energy economics 27 (2005) 4, pp. 603-615
Persistent link: https://www.econbiz.de/10003007119
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The Globalization of Steam Coal Markets and the Role of Logistics : An Empirical Analysis
Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - 2009
short-term dynamics of individual markets. Furthermore, we examine whether logistics enter coal price dynamics through …
Persistent link: https://www.econbiz.de/10014199847
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Stationarity Changes in Long-Run Fossil Resource Prices : Evidence from Persistence Break Testing
Zaklan, Aleksandar - 2011
This paper considers the question of whether changes in persistence have occurred during the long-run evolution of U.S. prices of the non-renewable energy resources crude oil, natural gas and bituminous coal. Our main contribution is to allow for a structural break when testing for a break in...
Persistent link: https://www.econbiz.de/10013120371
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The globalization of steam coal markets and the role of logistics : an empirical analysis
Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - In: Energy economics 34 (2012) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10009616322
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Linking natural gas markets : is LNG doing its job?
Neumann, Anne - In: The energy journal 30 (2009) 5, pp. 187-200
Persistent link: https://www.econbiz.de/10003843302
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The globalization of steam coal markets and the role of logistics : an empirical analysis
Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - 2009
short-term dynamics of individual markets. Furthermore, we examine whether logistics enter coal price dynamics through …
Persistent link: https://www.econbiz.de/10003908306
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Stationarity changes in long-run fossil resource prices : evidence from persistence break testing
Zaklan, Aleksandar; Abrell, Jan; Neumann, Anne - 2011
This paper considers the question of whether changes in persistence have occurred during the long-run evolution of U.S. prices of the non-renewable energy resources crude oil, natural gas and bituminous coal. Our main contribution is to allow for a structural break when testing for a break in...
Persistent link: https://www.econbiz.de/10009579658
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Convergence of European spot market prices for natural gas? : A real-time analysis of market integration using the Kalman filter
Neumann, Anne; Siliverstovs, Boriss; Hirschhausen, … - In: Applied economics letters 13 (2006) 11, pp. 727-732
Persistent link: https://www.econbiz.de/10003377819
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Theory of storage : an empirical assessment of the European natural gas market
Stronzik, Marcus (contributor);  … - 2008
We analyze the relation between European natural gas storage facilities and price patterns at major trading points …
Persistent link: https://www.econbiz.de/10003779200
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Convergence of European spot market prices for natural gas? : A real-time analysis of market integration using the Kalman filter
Neumann, Anne (contributor);  … - 2005
This paper provides a textbook example of integration between commodity markets, and the subsequent price convergence … or absence thereof. We analyze price relations between spot markets for natural gas in Europe. We apply time …-varying coefficient estimation applying the Kalman filter, to test whether price convergence between different locations is really taking …
Persistent link: https://www.econbiz.de/10003079763