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.
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收藏
页码：81 / 90
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