|
EconStor >
Deutsches Institut für Wirtschaftsforschung (DIW), Berlin >
DIW-Diskussionspapiere >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/27345
|
| | |
Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Neumann, Anne | | en_US |
| dc.date.accessioned | | 2008-12-02 | | en_US |
| dc.date.accessioned | | 2009-08-06T13:20:25Z | | - |
| dc.date.available | | 2009-08-06T13:20:25Z | | - |
| dc.date.issued | | 2008 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/27345 | | - |
| dc.description.abstract | | The increase in liquefied natural gas trade has accelerated the integration of previously segmented markets in North America, Europe, and Asia. This paper provides evidence on the integration of the transatlantic natural gas market. We test the theoretical proposition that in integrating markets commodity prices should move closer than before. Using 2,059 pairs of daily spot prices for natural gas in North America and Europe we investigate price dynamics covering the period from 1999 until 2008. We apply the Kalman Filter technique to gain detailed information on trends inherent over time. Results suggest an increasing convergence of spot prices on either side of the Atlantic Basin. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Deutsches Institut für Wirtschaftsforschung (DIW) Berlin | | en_US |
| dc.relation.ispartofseries | | Discussion papers // German Institute for Economic Research 822 | | en_US |
| dc.subject.jel | | L95 | | en_US |
| dc.subject.jel | | Q49 | | en_US |
| dc.subject.jel | | F15 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Market integration | | en_US |
| dc.subject.keyword | | spot markets | | en_US |
| dc.subject.keyword | | LNG | | en_US |
| dc.subject.keyword | | natural gas | | en_US |
| dc.subject.stw | | Erdgas | | en_US |
| dc.subject.stw | | Flüssiggas | | en_US |
| dc.subject.stw | | Preis | | en_US |
| dc.subject.stw | | Marktintegration | | en_US |
| dc.subject.stw | | Atlantischer Ozean | | en_US |
| dc.subject.stw | | Nordamerika | | en_US |
| dc.subject.stw | | Europa | | en_US |
| dc.title | | Linking natural gas markets: is LNG doing its job? | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 586180265 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Publikationen von Forscherinnen und Forschern des DIW DIW-Diskussionspapiere
|
| Files in This Item:
| |
|
| No. of Downloads:
| |
| last Month |
last 3 Month |
total |
|
|
|
|
|
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.
|