Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/27345 
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dc.contributor.authorNeumann, Anneen
dc.date.accessioned2008-12-02-
dc.date.accessioned2009-08-06T13:20:25Z-
dc.date.available2009-08-06T13:20:25Z-
dc.date.issued2008-
dc.identifier.urihttp://hdl.handle.net/10419/27345-
dc.description.abstractThe 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
dc.language.isoengen
dc.publisher|aDeutsches Institut für Wirtschaftsforschung (DIW) |cBerlinen
dc.relation.ispartofseries|aDIW Discussion Papers |x822en
dc.subject.jelL95en
dc.subject.jelQ49en
dc.subject.jelF15en
dc.subject.ddc330en
dc.subject.keywordMarket integrationen
dc.subject.keywordspot marketsen
dc.subject.keywordLNGen
dc.subject.keywordnatural gasen
dc.subject.stwErdgasen
dc.subject.stwFlüssiggasen
dc.subject.stwPreisen
dc.subject.stwMarktintegrationen
dc.subject.stwAtlantischer Ozeanen
dc.subject.stwNordamerikaen
dc.subject.stwEuropaen
dc.titleLinking natural gas markets: is LNG doing its job?-
dc.type|aWorking Paperen
dc.identifier.ppn586180265en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:diw:diwwpp:dp822en

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