Zaklan, Aleksandar; Cullmann, Astrid; Neumann, Anne; … - 2009
In this paper, we provide a comprehensive multivariate cointegration analysis of three parts of the steam coal value … chain - export, transport and import prices. The analysis is based on a rich dataset of international coal prices; in … particular, we combine data on steam coal prices with freight rates, covering the period December 2001 until August 2009 at …
