Effects of the structural change on transaction costs between North America natural gas spot markets

© 2016 Informa UK Limited, trading as Taylor & Francis Group. Threshold cointegration between market pairs before and after the potential structural break associated with the shale gas revolution is examined. Pairwise transaction costs differ between the pre- and post-break periods. During the...

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Main Authors: Kannika Duangnate, James W. Mjelde
Format: Journal
Published: 2018
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http://cmuir.cmu.ac.th/jspui/handle/6653943832/57234
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-572342018-09-05T03:36:54Z Effects of the structural change on transaction costs between North America natural gas spot markets Kannika Duangnate James W. Mjelde Economics, Econometrics and Finance © 2016 Informa UK Limited, trading as Taylor & Francis Group. Threshold cointegration between market pairs before and after the potential structural break associated with the shale gas revolution is examined. Pairwise transaction costs differ between the pre- and post-break periods. During the post-break period, five of seven pairwise transaction costs decrease, while the remaining two pair-wise transaction costs increase relative to the pre-break period. Alterations in natural gas flows as the result of the shale gas revolution partially explain the changes in transaction costs. 2018-09-05T03:36:54Z 2018-09-05T03:36:54Z 2017-02-07 Journal 14664283 00036846 2-s2.0-84979084985 10.1080/00036846.2016.1203065 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84979084985&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57234
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Economics, Econometrics and Finance
spellingShingle Economics, Econometrics and Finance
Kannika Duangnate
James W. Mjelde
Effects of the structural change on transaction costs between North America natural gas spot markets
description © 2016 Informa UK Limited, trading as Taylor & Francis Group. Threshold cointegration between market pairs before and after the potential structural break associated with the shale gas revolution is examined. Pairwise transaction costs differ between the pre- and post-break periods. During the post-break period, five of seven pairwise transaction costs decrease, while the remaining two pair-wise transaction costs increase relative to the pre-break period. Alterations in natural gas flows as the result of the shale gas revolution partially explain the changes in transaction costs.
format Journal
author Kannika Duangnate
James W. Mjelde
author_facet Kannika Duangnate
James W. Mjelde
author_sort Kannika Duangnate
title Effects of the structural change on transaction costs between North America natural gas spot markets
title_short Effects of the structural change on transaction costs between North America natural gas spot markets
title_full Effects of the structural change on transaction costs between North America natural gas spot markets
title_fullStr Effects of the structural change on transaction costs between North America natural gas spot markets
title_full_unstemmed Effects of the structural change on transaction costs between North America natural gas spot markets
title_sort effects of the structural change on transaction costs between north america natural gas spot markets
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84979084985&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57234
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