Understanding cointegration: An application to the western United States electricity market

被引：0
|
作者：
Mjelde, James W. [1 ,1 ]
Bessler, David A. [1 ,1 ]
Jerko, Christine A. [1 ,1 ]
机构：
[1] Department of Agricultural Economics, Texas A/M Univ. in College Station, College Station, TX, United States
来源：
Electricity Journal | 2002年 / 15卷 / 09期
关键词：
D O I：
10.1016/S1040-6190(02)00382-2
中图分类号：
学科分类号：
摘要：
Cointegration analysis of six electricity markets in the western U.S. suggests that the relationship tends toward five cointegrating vectors when taking into account temperature variability. But periods of independent stationary markets tend to occur during periods of large increases or decreases in price.
引用
收藏
页码：81 / 90
相关论文
共 50 条
  • [1] A Dataset for Electricity Market Studies on Western and Northeastern Power Grids in the United States
    Zhang, Qiwei
    Li, Fangxing
    SCIENTIFIC DATA, 2023, 10 (01)
  • [2] A Dataset for Electricity Market Studies on Western and Northeastern Power Grids in the United States
    Qiwei Zhang
    Fangxing Li
    Scientific Data, 10
  • [3] Electricity governance and the Western energy imbalance market in the United States: The necessity of interorganizational collaboration
    Lenhart, Stephanie
    Nelson-Marsh, Natalie
    Wilson, Elizabeth J.
    Solan, David
    ENERGY RESEARCH & SOCIAL SCIENCE, 2016, 19 : 94 - 107
  • [4] Are subsidies market manipulation? The politics of electricity market hybridization in the United States
    Breslau, Daniel
    ENERGY RESEARCH & SOCIAL SCIENCE, 2024, 115
  • [5] UNDERSTANDING THE FUTURE OF THE UNITED STATES' ELECTRICITY MARKETS.
    Murphy, Frederic H.
    Sanders, Reginald
    1600, (11):
  • [6] Analysis on Default Risk Quantification in Electricity Market of United States
    Gan B.
    Wang J.
    Tian L.
    Xu L.
    Ji T.
    Jing Z.
    Dianwang Jishu/Power System Technology, 2020, 44 (06): : 2087 - 2096
  • [7] Determinants of Water Market Prices in the Western United States
    Toll, Kris
    Broadbent, Craig D.
    Beeson, Quinn
    WATER ECONOMICS AND POLICY, 2019, 5 (03)
  • [8] THE UNITED-STATES AND THE WESTERN PACIFIC - UNDERSTANDING THE FUTURE
    PALMER, ND
    CURRENT HISTORY, 1986, 85 (510): : 145 - &
  • [9] Cycles in competitive electricity markets: a simulation study of the western United States
    Ford, A
    ENERGY POLICY, 1999, 27 (11) : 637 - 658
  • [10] Emissions implications of downscaled electricity generation scenarios for the western United States
    Nsanzineza, Rene
    O'Connell, Matthew
    Brinkman, Gregory
    Milford, Jana B.
    ENERGY POLICY, 2017, 109 : 601 - 608
12345