Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/27345
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dc.contributor.authorNeumann, Anneen_US
dc.date.accessioned2008-12-02en_US
dc.date.accessioned2009-08-06T13:20:25Z-
dc.date.available2009-08-06T13:20:25Z-
dc.date.issued2008en_US
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_US
dc.language.isoengen_US
dc.publisher|aDeutsches Institut für Wirtschaftsforschung (DIW) |cBerlinen_US
dc.relation.ispartofseries|aDIW Discussion Papers |x822en_US
dc.subject.jelL95en_US
dc.subject.jelQ49en_US
dc.subject.jelF15en_US
dc.subject.ddc330en_US
dc.subject.keywordMarket integrationen_US
dc.subject.keywordspot marketsen_US
dc.subject.keywordLNGen_US
dc.subject.keywordnatural gasen_US
dc.subject.stwErdgasen_US
dc.subject.stwFlüssiggasen_US
dc.subject.stwPreisen_US
dc.subject.stwMarktintegrationen_US
dc.subject.stwAtlantischer Ozeanen_US
dc.subject.stwNordamerikaen_US
dc.subject.stwEuropaen_US
dc.titleLinking natural gas markets: is LNG doing its job?en_US
dc.type|aWorking Paperen_US
dc.identifier.ppn586180265en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:diw:diwwpp:dp822en_US

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