The crucial relationship among energy commodity prices: Evidence from the Spanish electricity market

Energy Policy

Volumn 39, Issue 10, 2011, Pages 5898-5908

  Moutinho, Victor ^a   Vieira, Joel ^a   Carrizo Moreira, António ^a  

^a UNIVERSITY OF AVEIRO   (Portugal)

Author keywords

Co integration; Commodities; Electricity and fuel prices

Indexed keywords

COINTEGRATION; COMMODITIES; COMMODITY PRICES; ELECTRICITY MARKET; ELECTRICITY PRICES; ENERGY COMMODITY; GRANGER CAUSALITY TEST; SPOT ELECTRICITY MARKET; SPOT PRICE; STOCHASTIC TRENDS; VECTOR AUTOREGRESSIONS; VECTOR ERROR CORRECTION MODEL;

COMMERCE; ELECTRIC INDUSTRY; ELECTRICITY; FOSSIL FUELS; FUELS; REGRESSION ANALYSIS;

COSTS;

COINTEGRATION ANALYSIS; COMMODITY PRICE; ECONOMETRICS; ELECTRICITY SUPPLY; FOSSIL FUEL; GRANGER CAUSALITY TEST; PRICE DETERMINATION; VECTOR AUTOREGRESSION;

SPAIN;

EID: 80052768744     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2011.06.043     Document Type: Article

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