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The crucial relationship among energy commodity prices: evidence from the spanish electricity market

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dc.contributor.authorMoutinho, V.
dc.contributor.authorVieira, J.
dc.contributor.authorMoreira, Antonio
dc.date.accessioned2026-01-29T18:46:40Z
dc.date.available2026-01-29T18:46:40Z
dc.date.issued2011en_US
dc.date.updated2026-01-27T11:13:06Z
dc.description.abstractThe main purpose of this article is twofold to analyze: (a) the long-term relation among the commodities prices and between spot electricity market price and commodity prices, and (b) the short-term dynamics among commodity prices and between electricity prices and commodity prices. Data between 2002 and 2005 from the Spanish electricity market was used. Econometric methods were used in the analysis of the commodity spot price, namely the vector autoregression model, the vector error correction model and the granger causality test. The co-integration approach was used to analyze the long-term relationship between the common stochastic trends of four fossil fuel prices. One of the findings in the long-term relation is that the prices of fuel and the prices of Brent are intertwined, though the prices of Brent ten to ‘‘move’’ to reestablish the price equilibrium. Another finding is that the price of electricity is explained by the evolution of the natural gas series.eng
dc.description.abstractCommodities, Electricity and fuel prices, Co-integrationpor
dc.description.versioninfo:eu-repo/semantics/publishedVersion
dc.identifier.doi10.1016/j.enpol.2011.06.043en_US
dc.identifier.eid2-s2.0-80052768744en_US
dc.identifier.slugcv-prod-367255
dc.identifier.urihttp://hdl.handle.net/10400.2/21088
dc.language.isoeng
dc.peerreviewedyes
dc.rights.uriN/A
dc.subjectCommodities
dc.subjectElectricity and fuel prices
dc.subjectCo-integration
dc.titleThe crucial relationship among energy commodity prices: evidence from the spanish electricity marketeng
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage5908
oaire.citation.issue10en_US
oaire.citation.startPage5898
oaire.citation.titleEnergy Policyen_US
oaire.citation.volume39en_US
oaire.versionhttp://purl.org/coar/version/c_970fb48d4fbd8a85
person.familyNameMoreira
person.givenNameAntonio
person.identifier.orcid0000-0002-6613-8796
rcaap.cv.cienciaid541F-5442-5666 | António Carrizo Moreira
rcaap.rightsrestrictedAccessen_US
relation.isAuthorOfPublication51ad303d-335c-4e2f-bae3-fffffef2e2f5
relation.isAuthorOfPublication.latestForDiscovery51ad303d-335c-4e2f-bae3-fffffef2e2f5

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