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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. |
| Author(s): | 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 Coal trade United States Costs |
| JEL Code(s): | C22: Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes C51: Model Construction and Estimation Q31: Nonrenewable Resources and Conservation: Demand and Supply; Prices Q41: Energy: Demand and Supply; Prices |
| Issue Date: | 31-Jan-2009 |
| Date Deposited: | 28-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 Paper |
| URI: | http://hdl.handle.net/1893/713 |
| Affiliation: | Economics Economics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SEDP-2009-01-Alagidede-Lange.pdf | Fulltext - Accepted Version | 152.22 kB | Adobe PDF | View/Open |
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