International Market Integration for Natural Gas? A Cointegration Analysis of Prices in Europe, North America and Japan

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Convergence of European spot market prices for natural gas? A real-time analysis of market integration using the Kalman Filter (2006, background): “Siliverstovs et al. (2006) are the first to analyse the degree of integration of international natural gas markets.”
EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry (2009, background): “electricity demand response to the price increases induced is not large enough to stop the operation of a set of power generators ( Sijm et al., 2006 ).”
The Relationship of Natural Gas to Oil Prices (2008, background): “There is also a literature examining the cointegration of a single commodity across different locations (see, for example, DeVany and Walls (1993, 1999) and Siliverstovs et al. (2005)). cantly faster than do Henry Hub prices to deviations in their long run relationship.”
Linking Natural Gas Markets - Is LNG Doing its Job? (2009, background): “Last but not least, Siliverstovs et al. (2005) were the first to address the issue of international market integration for natural gas; they concluded that for the period preceding liberalization of natural gas markets in Europe, i.e. the 1990s, the hypothesis of integrated transatlantic natural…”