Title of article
Understanding Cointegration: An Application to the Western United States Electricity Market
Author/Authors
James W. Mjelde، نويسنده , , David A. Bessler، نويسنده , , Christine A. Jerko، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
10
From page
81
To page
90
Abstract
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.
Journal title
The Electricity Journal
Serial Year
2002
Journal title
The Electricity Journal
Record number
432862
Link To Document