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Market-driven coal prices and state-administered electricity prices in China
16 references·9 citing·33 second hop
Market-driven coal prices and state-administered electricity prices in China (2013)Market-driven coal prices and state-admin…Electricity prices and fuel costs: Long-run relations and short-run dynamics (2009)Electricity prices and fuel c…Interaction of European Carbon Trading and Energy Prices (2007)Interaction of European Carbo…Electricity consumption and economic growth in China: Cointegration and co-feature analysis (2006)Electricity consumption and e…Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets (2002)Sticky Prices, Inventories, a…Comparison of unit root tests for time series with level shifts (2002)Comparison of unit root tests…Testing for asymmetric pricing in the Canadian retail gasoline market (2000)Testing for asymmetric pricin…Numerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes? (1997)Do Gasoline Prices Respond As…Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets (1996)Sticky Prices, Inventories, a…Retail price asymmetries in local gasoline markets (1996)Retail price asymmetries in l…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore (1996)Asymmetric adjustment of comm…Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes (1991)Rockets and feathers: the asy…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…A novel decomposition integration model for power coal price forecasting (2023)A novel decomposition integra…The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method (2022)The dynamic spillovers among …The role of national carbon pricing in phasing out China's coal power (2021)The role of national carbon p…Probability density forecasts for steam coal prices in China: The role of high-frequency factors (2021)Probability density forecasts…Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach (2020)Financial contagion between t…Does market-based electricity price affect China's energy efficiency? (2020)Does market-based electricity…Multi-fractal fluctuation features of thermal power coal price in China (2016)Multi-fractal fluctuation fea…How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China (2016)How does coal price drive up …Firm-level determinants of energy and carbon intensity in China (2014)Firm-level determinants of en…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)CO2 emissions, electricity consumption and output in ASEAN (2010)The contribution of foreign direct investment to clean energy use, carbon emissions and economic growth (2013)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Sample Splitting and Threshold Estimation (2000)A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices (2005)Asymmetric error correction models for the oil–gasoline price relationship (2005)EDGEWORTH PRICE CYCLES: EVIDENCE FROM THE TORONTO RETAIL GASOLINE MARKET* (2007)Critical Values for Cointegration Tests (2010)Foundations of Economic Analysis. (1948)Energy prices and aggregate economic activity: an interpretative survey (2002)Oil prices and economic activity: An asymmetric cointegration approach (2006)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)China statistical yearbook (1988)A literature survey on energy–growth nexus (2009)Energy consumption, carbon emissions, and economic growth in China (2009)Energy consumption, carbon emissions and economic growth nexus in Bangladesh: Cointegration and dynamic causality analysis (2012)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Efficient Tests for an Autoregressive Unit Root (1996)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Dealing with Structural Breaks (2005)The dynamics of electricity consumption and economic growth: A revisit study of their causality in Pakistan (2012)The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa (2013)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The Theory of Industrial Organization (1988)Prices Rise Faster than They Fall (2000)The Economic Effects of Energy Price Shocks (2008)Bounds testing approaches to the analysis of level relationships (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 1997Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?1,029 cited
  • 1991Rockets and feathers: the asymmetric speed of adjustment of UK retail gasoline prices to cost changes577 cited
  • 2006Electricity consumption and economic growth in China: Cointegration and co-feature analysis414 cited
  • 2002Comparison of unit root tests for time series with level shifts300 cited
  • 2000Testing for asymmetric pricing in the Canadian retail gasoline market188 cited
  • 2002Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets182 cited
  • 2007Interaction of European Carbon Trading and Energy Prices182 cited
  • 1996Sticky Prices, Inventories, and Market Power in Wholesale Gasoline Markets179 cited
  • 1996Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore145 cited

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  • 2009Electricity prices and fuel costs: Long-run relations and short-run dynamics144 cited
  • 1996Retail price asymmetries in local gasoline markets104 cited
  • Cited by

    • 2021The role of national carbon pricing in phasing out China's coal power76 cited
    • 2016How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China73 cited
    • 2020Does market-based electricity price affect China's energy efficiency?70 cited
    • 2022The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method67 cited
    • 2014Firm-level determinants of energy and carbon intensity in China62 cited
    • 2016Multi-fractal fluctuation features of thermal power coal price in China57 cited
    • 2021Probability density forecasts for steam coal prices in China: The role of high-frequency factors49 cited
    • 2023A novel decomposition integration model for power coal price forecasting30 cited
    • 2020Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach23 cited