activities occur in the first second of every minute, which is a telltale sign of the Time-Weighted Average Price (TWAP …. After separating the data according to seasons, the temperature forecast is strongly cointegrated with natural gas price … percentage of the average daily price fluctuations, which supports the hypothesis that the variations in temperature dominates …

have sought to disentangle commodity price impacts caused by unique changes in food and non-food agricultural product … demand. Using a data-modified version of the relative-price-of-a-substitute method, we distinguish the consequences of the …