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Applied Economics Letters Volume 13, 2006 - Issue 11
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Original Articles

Convergence of European spot market prices for natural gas? A real-time analysis of market integration using the Kalman Filter

Anne Neumann Dresden University of Technology, Dresden, GermanyCorrespondence[email protected]
,
Boriss Siliverstovs DIW, Berlin, Germany
&
Christian von Hirschhausen Dresden University of Technology, Dresden, Germany; DIW, Berlin, Germany
Pages 727-732 | Published online: 02 Feb 2007

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Fu-Kuang Ko & Hui-Chih Chai. (2017) The link between liquefied natural gas prices and its policy implications-the case of high importing dependency Asian countries. Energy Sources, Part B: Economics, Planning, and Policy 12:4, pages 377-386.
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F. Bilgili. (2014) Convergence Analysis of Oil and Diesel Prices for Industries and Households in the European Region. Energy Sources, Part B: Economics, Planning, and Policy 9:2, pages 140-148.
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Paolo Agnolucci & Andrew Venn. (2011) Industrial energy intensities in the UK: is there a deterministic or stochastic difference among sectors?. Applied Economics 43:12, pages 1447-1462.
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A. Neumann & A. Cullmann. (2012) What's the story with natural gas markets in Europe? Empirical evidence from spot trade data. What's the story with natural gas markets in Europe? Empirical evidence from spot trade data.
Olle Olsson, Bengt Hillring & Johan Vinterbäck. (2012) Estonian‐Swedish wood fuel trade and market integration: a co‐integration approach. International Journal of Energy Sector Management 6:1, pages 75-90.
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Marcus Stronzik, Margarethe Rammerstorfer & Anne Neumann. (2009) Does the European natural gas market pass the competitive benchmark of the theory of storage? Indirect tests for three major trading points. Energy Policy 37:12, pages 5432-5439.
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Kathleen AranoMarieta Velikova. (2023) Price Convergence in Natural Gas Markets: City-Gate and Residential Prices. The Energy Journal 30:3, pages 129-154.
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Chung-Wei Kao & Jer-Yuh Wan. (2009) Information transmission and market interactions across the Atlantic — an empirical study on the natural gas market. Energy Economics 31:1, pages 152-161.
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Marcus Stronzik, Margarethe Rammersdorfer & Anne Neumann. (2008) Theory of storage - An empirical assessment of the European natural gas market. Theory of storage - An empirical assessment of the European natural gas market.
Franziska Holz, Christian von Hirschhausen & Claudia Kemfert. (2008) A strategic model of European gas supply (GASMOD). Energy Economics 30:3, pages 766-788.
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Monika Papież, Michał Rubaszek, Karol Szafranek & Sławomir Śmiech. (2022) Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis. SSRN Electronic Journal.
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Monika Papież, Michał Rubaszek, Karol Szafranek & Sławomir Śmiech. (2022) Are European Natural Gas Markets Connected? A Time-Varying Spillovers Analysis. SSRN Electronic Journal.
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Jose Roberto Loureiro, Julian Inchauspe & Roberto Federico Aguilera. (2022) World Regional Natural Gas Prices: Convergence, Divergence or What? New Evidence. SSRN Electronic Journal.
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Andrea Bastianin, Marzio Galeotti & Michele Polo. (2018) Convergence of European natural gas prices. SSRN Electronic Journal.
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Anne Neumann. (2008) Linking Natural Gas Markets - Is LNG Doing its Job?. SSRN Electronic Journal.
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Marcus Stronzik, Margarethe Rammerstorfer & Anne Neumann. (2008) Theory of Storage: An Empirical Assessment of the European Natural Gas Market. SSRN Electronic Journal.
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