Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/713
Appears in Collections:Economics Working Papers
Peer Review Status: Unrefereed
Title: Variability in coal prices: evidence from the U.S.
Authors: Alagidede, Paul
Lange, Ian
Contact Email: paul.alagidede@stir.ac.uk
Citation: Alagidede P & Lange I (2009) Variability in coal prices: evidence from the U.S.. Stirling Economics Discussion Paper, 2009-01.
Keywords: Coal prices
Variability
Persistence and randomness
JEL Code(s): C22
C51
Q31
Q41
Issue Date: Jan-2009
Series/Report no.: Stirling Economics Discussion Paper, 2009-01
Abstract: Monthly U.S. coal price time series data are tested to determine the persistence of shocks. The time series is then disaggregated by length of agreement to further explore the first and second moments of pricing behaviour. Results show that prices have a variance that changes over time and tend to be highly persistent. Prices from long-term transaction agreements tend to require more lags and have a higher degree of persistence.
Type: Working or Discussion Paper
URI: http://hdl.handle.net/1893/713
Affiliation: Economics
Economics

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