Price discovery function of electricity futures market

被引：0
|
作者：
Changsha University of Science and Technology, Changsha 410076, China [1 ]
不详 [2 ]
机构：
来源：
Dianli Zidonghua Shebei / Electric Power Automation Equipment | 2008年 / 28卷 / 07期
关键词：
Cointegration relationship - Cointegration theories - Electricity futures market - Error correction models - Granger causality test - Impulse response analysis - Price discovery - Variance decomposition;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：57 / 61
相关论文
共 50 条
  • [1] Empirical research on price discovery efficiency in electricity futures market
    Feng, Weilin
    Liu, Sidong
    Lai, Mingyong
    Deng, Xuehua
    [J]. 2007 IEEE POWER ENGINEERING SOCIETY GENERAL MEETING, VOLS 1-10, 2007, : 2814 - +
  • [2] The Price Discovery Function of Shanghai Copper Futures Market
    Song, Dongwei
    Liu, Dehong
    [J]. INTERNATIONAL CONFERENCE ON ENGINEERING AND BUSINESS MANAGEMENT (EBM2011), VOLS 1-6, 2011, : 1851 - 1853
  • [3] Research on the Price Discovery Function of Chinese Corn Futures Market
    Guan, Wei
    Zhang, Mu
    [J]. PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON HUMANITIES AND SOCIAL SCIENCE (HSS 2016), 2016, 33 : 559 - 565
  • [4] Price Discovery in Index Futures Market
    Zhou, Zhou
    Wei, Zhuo
    Wang, Shouyang
    [J]. 2012 FIFTH INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING (BIFE), 2012, : 257 - 261
  • [5] Price discovery in the treasury futures market
    Brandt, Michael W.
    Kavajecz, Kenneth A.
    Underwood, Shane E.
    [J]. JOURNAL OF FUTURES MARKETS, 2007, 27 (11) : 1021 - 1051
  • [6] Role of futures market in price discovery
    Sunita Arora
    Narender Kumar
    [J]. DECISION, 2013, 40 (3) : 165 - 179
  • [7] An Empirical Analysis of the Price Discovery Function of Dalian Soybean Futures Market
    Xiang Yi
    Sun Qiming
    Sun Yin
    Li Kai
    [J]. PROCEEDINGS OF THE 2015 3D INTERNATIONAL CONFERENCE ON ADVANCED INFORMATION AND COMMUNICATION TECHNOLOGY FOR EDUCATION, 2015, 11 : 308 - 312
  • [8] Price discovery in the foreign exchange futures market
    Tse, Yiuman
    Xiang, Ju
    Fung, Joseph K. W.
    [J]. JOURNAL OF FUTURES MARKETS, 2006, 26 (11) : 1131 - 1143
  • [9] Determinants of price discovery in the VIX futures market
    Chen, Yu-Lun
    Tsai, Wei-Che
    [J]. JOURNAL OF EMPIRICAL FINANCE, 2017, 43 : 59 - 73
  • [10] Asymmetric price discovery in Chinese futures market
    Liang Zhao-hui
    Zhang Wei
    Li Shu-sheng
    [J]. 2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31, 2008, : 9791 - +
12345