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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/713
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dc.contributor.authorAlagidede, Paulen_UK
dc.contributor.authorLange, Ianen_UK
dc.date.accessioned2017-06-22T02:29:12Z-
dc.date.available2017-06-22T02:29:12Z-
dc.date.issued2009-01-31en_UK
dc.identifier.urihttp://hdl.handle.net/1893/713-
dc.description.abstractMonthly 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.en_UK
dc.language.isoenen_UK
dc.relationAlagidede P & Lange I (2009) Variability in coal prices: evidence from the U.S. Stirling Economics Discussion Paper, 2009-01.en_UK
dc.relation.ispartofseriesStirling Economics Discussion Paper, 2009-01en_UK
dc.subjectCoal pricesen_UK
dc.subjectVariabilityen_UK
dc.subjectPersistence and randomnessen_UK
dc.subjectCoal trade United States Costsen_UK
dc.titleVariability in coal prices: evidence from the U.S.en_UK
dc.typeWorking Paperen_UK
dc.citation.publicationstatusUnpublisheden_UK
dc.citation.peerreviewedUnrefereeden_UK
dc.type.statusAM - Accepted Manuscripten_UK
dc.author.emailpaul.alagidede@stir.ac.uken_UK
dc.subject.jelC22: Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processesen_UK
dc.subject.jelC51: Model Construction and Estimationen_UK
dc.subject.jelQ31: Nonrenewable Resources and Conservation: Demand and Supply; Pricesen_UK
dc.subject.jelQ41: Energy: Demand and Supply; Pricesen_UK
dc.contributor.affiliationEconomicsen_UK
dc.contributor.affiliationEconomicsen_UK
dc.identifier.wtid839945en_UK
dcterms.dateAccepted2009-01-31en_UK
dc.date.filedepositdate2009-01-28en_UK
rioxxterms.typeWorking paperen_UK
rioxxterms.versionAMen_UK
local.rioxx.authorAlagidede, Paul|en_UK
local.rioxx.authorLange, Ian|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2009-01-28en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||2009-01-28en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/all-rights-reserved|2009-01-28|en_UK
local.rioxx.filenameSEDP-2009-01-Alagidede-Lange.pdfen_UK
local.rioxx.filecount1en_UK
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