Are China's energy markets cointegrated?
The paper investigates energy price co-movement over the period 01/1999-12/2005 for China as a whole, and over sub-periods and for seven regions, using panel unit root and panel cointegration tests developed by Pedroni (1999, 2004). The results suggest that not all energy sources are spatially homog...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/21849 |