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
  • [31] Impact of competitive electricity market on renewable generation technology choice and policies in the United States
    Resource Management Associates of, Madison, Inc, Madison, United States
    Renewable Energ, 1 -4 pt 2 (1237-1240):
  • [32] Application of Road Weather Information Systems in the western United States
    Horel, J
    Splitt, M
    Conger, S
    17TH INTERNATIONAL CONFERENCE ON INTERACTIVE INFORMATION AND PROCESSING SYSTEMS (IIPS) FOR METEOROLOGY, OCEANOGRAPHY, AND HYDROLOGY, 2001, : 211 - 213
  • [33] Response of electricity sector air pollution emissions to drought conditions in the western United States
    Herrera-Estrada, Julio E.
    Diffenbaugh, Noah S.
    Wagner, Fabian
    Craft, Amy
    Sheffield, Justin
    ENVIRONMENTAL RESEARCH LETTERS, 2018, 13 (12):
  • [34] The Western United States
    不详
    EDUCATION, 1904, 25 (03): : 189 - 190
  • [35] The Western United States
    不详
    ELEMENTARY SCHOOL TEACHER, 1905, 5 (06): : 383 - 383
  • [36] Cointegration analysis of spot electricity prices: insights on transmission efficiency in the western US
    De Vany, AS
    Walls, WD
    ENERGY ECONOMICS, 1999, 21 (05) : 435 - 448
  • [37] Day-ahead Electricity Market Price Forecasting Based on Panel Cointegration
    Li, Xuran Ivan
    Yu, C. W.
    Ren, Shuyun
    Meng, Ke
    Liu, Guozhong
    IEEE POWER AND ENERGY SOCIETY GENERAL MEETING 2010, 2010,
  • [38] Understanding the United States S4S hardwood board market
    Bowe, SA
    Smith, RL
    LaBissoniere, MD
    FOREST PRODUCTS JOURNAL, 2005, 55 (02) : 21 - 27
  • [39] MEASURING RELATIVE MARKET POWER IN THE WESTERN UNITED-STATES COAL MARKET USING SHAPLEY VALUES
    WOLAK, FA
    KOLSTAD, CD
    RESOURCES AND ENERGY, 1988, 10 (04): : 293 - 314
  • [40] Understanding the Asymmetry of Annual Streamflow Responses to Seasonal Warming in the Western United States
    Ban, Zhaoxin
    Das, Tapash
    Cayan, Dan
    Xiao, Mu
    Lettenmaier, Dennis P.
    WATER RESOURCES RESEARCH, 2020, 56 (12)
12345