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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

Time regularities in the Nordic power market : potentials for profitable investments and trading strategies?

Gjølberg, Ole - In: Energy, natural resources and environmental economics, (pp. 155-166). 2010

Persistent link: https://www.econbiz.de/10008651622

Are freight futures markets efficient? : evidence from IMAREX

Goulas, Lambros; Skiadopoulos, George - In: International journal of forecasting 28 (2012) 3, pp. 644-659

Persistent link: https://www.econbiz.de/10009659883

Convergence of European spot market prices for natural gas? : A real-time analysis of market integration using the Kalman filter

Neumann, Anne (contributor); … - 2005

-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

Are Freight Futures Markets Efficient? Evidence from IMAREX

Goulas, Lambros - 2011

The International Maritime Exchange (IMAREX) is the leading regulated marketplace for trading and clearing shipping freight derivatives. We investigate for the first time whether the IMAREX freight futures market is efficient over daily and weekly horizons. To this end, we address the question...

Persistent link: https://www.econbiz.de/10013133709