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Cointegration between gas and power spot prices
http://www.erasmusenergy.com/articles/191/1/Cointegration-between-gas-and-power-spot-prices/Page1.html
Cyriel de Jong
Cyriel de Jong is director at Kyos Energy Consulting 
By Cyriel de Jong
Published on 08/23/2010
 

Keywords: power prices, cointegration, regime switching, spot prices
Published in: The Journal of Energy Markets
Publication year: 2009, Volume 2, Number 3
Co-author 1: Stefan Schneider, EON Energy Trading

In this paper we show how
cointegration can be applied to capture the joint dynamics of multiple energy spot prices. As an exemplary system we study the gas spot markets TTF, Zeebrugge and NBP, and additionally the power spot market APX, since these markets are strongly connected in terms of physical transportation and generation of power from gas. We develop a cointegrating multi-market model framework which is able to plausibly connect different single market spot price models. This is achieved by considering the mean-reverting spot-forward price spreads instead of spot prices only. Our analysis shows that the gas prices are strongly cointegrated, with a specific connection pattern of the markets, whereas cointegration of gas and power prices is on long-term forward price levels only.  

 


Cointegration between gas and power spot prices

Keywords: power prices, cointegration, regime switching, spot prices
Published in: The Journal of Energy Markets
Publication year: 2009, Volume 2, Number 3
Co-author 1: Stefan Schneider, EON Energy Trading


In this paper we show how
cointegration can be applied to capture the joint dynamics of multiple energy spot prices. As an exemplary system we study the gas spot markets TTF, Zeebrugge and NBP, and additionally the power spot market APX, since these markets are strongly connected in terms of physical transportation and generation of power from gas. We develop a cointegrating multi-market model framework which is able to plausibly connect different single market spot price models. This is achieved by considering the mean-reverting spot-forward price spreads instead of spot prices only. Our analysis shows that the gas prices are strongly cointegrated, with a specific connection pattern of the markets, whereas cointegration of gas and power prices is on long-term forward price levels only.