Research graph
References from Convergence to the long-run equilibrium: the case of natural gas markets. Local targets link to admitted publications; unresolved targets remain external evidence.
Short term and long term efficiency in commodity spot and futures markets
1994 · External reference
The long memory of the forward premium
10.1016/0261-5606(94)90005-1 · 1994 · External reference
Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets
10.2307/2331251 · 1995 · External reference
Regional limitations on the hedging effectiveness of natural gas futures
10.5547/issn0195-6574-ej-vol16-no3-5 · 1995 · External reference
The law of one price in a network: arbitrage and price dynamics in natural gas city gate markets
10.1111/j.1467-9787.1996.tb01118.x · 1996 · External reference
Cointegration in partial systems and the efficiency of single-equation analysis
10.1016/0304-4076(92)90019-n · 1992 · External reference
Persistence profiles and business cycle fluctuations in a disaggregated model of UK output growth
10.1016/0035-5054(93)90032-x · 1993 · External reference
Estimating multiperiod hedge ratios in cointegrated markets
10.1002/fut.3990130808 · 1993 · External reference
Impulse response analysis of cointegrated systems
10.1016/0165-1889(92)90005-y · 1992 · External reference
Cointegration and speed of convergence to equilibrium
10.1016/0304-4076(94)01697-6 · 1996 · External reference
A cointegration analysis of petroleum futures prices
10.1016/0140-9883(94)90002-7 · 1994 · External reference
Unit root behavior in energy futures prices
10.5547/issn0195-6574-ej-vol13-no2-6 · 1994 · External reference
An econometric analysis of the market for natural gas futures
1995 · External reference
Fuel taxes and cointegration of energy prices
10.1111/j.1465-7287.1994.tb00432.x · 1994 · External reference
