• Asche, F., P. Osmundsen and R. Tveteras (2002), ‘European Market Integration for Gas?’, Volume Flexibility and Political Risk’, Energy Economics 24, 249265.
  • Barrett, C. B. and J. R. Li (2002), ‘Distinguishing between Equilibrium and Integration in Spatial Price Analysis’, American Journal of Agricultural Economics 84, 292307.
    Direct Link:
  • Cuddington, J. and Z. Wang (2006), ‘Assessing the Degree of Spot Market Integration for U.S. Natural Gas: Evidence from Daily Price Data’, Journal of Regulatory Economics 29, 195210.
  • De Vany, A. and W. D. Walls (1993), ‘Pipeline Access and Market Integration in the Natural Gas Industry: Evidence from Cointegration Tests’, The Energy Journal 14, 120.
  • De Vany, A. and W. D. Walls (1996), ‘The Law of One Price in a Network: Arbitrage and Price Dynamics in Natural Gas City Gate Markets’, Journal of Regional Science 36, 555570.
  • Dickey, D. A. and W. A. Fuller (1979), ‘Distribution of the Estimators for Autoregressive Time Series with a Unit Root’, Journal of the American Statistical Association 74, 427431.
  • Growitsch, C., and C. Weber (2008), ‘On the Electricity Reserves Market Redesign in Germany’, CNI Working Paper (2008-01).
  • Harvey, A. (1987), ‘Applications of the Kalman Filter’, in: T. F. Bewley (ed.), Advances in Econometrics, Fifth World Congress, Vol. 1, Cambridge University Press, Cambridge, pp. 285313.
  • Johansen, S. (1988), ‘Statistical Analysis of Cointegration Vectors’, Journal of Economic Dynamics and Control 12, 231254.
  • Johansen, S. (1991), ‘Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models’, Econometrica 59, 15511580.
  • Kalman, R. E. (1960), ‘A New Approach to Linear Filtering and Prediction Problems’, Journal of Basic Engineering 82, 3545.
  • King, M. and M. Cuc (1996), ‘Price Convergence in North American Natural Gas Spot Markets’, The Energy Journal 17, 1742.
  • Kwiatkowski, D., P. C. Phillips and P. Schmidt (1992), ‘Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root’, Journal of Econometrics 54, 159178.
  • Monopolkommission (2009), Mehr Wettbewerb, wenig Ausnahmen. Achtzehntes Hauptgutachten gemäß § 44 Abs. 1 Satz 1 GWB.
  • Neumann, A. (2009), ‘Linking Natural Gas Markets – Is LNG Doing Its Job?’, The Energy Journal 30(Special I), 187200.
  • Neumann, A., B. Siliverstovs and C. von Hirschhausen (2006), ‘Convergence of European Spot Market Prices for Natural Gas? A Real-Time Analysis of Market Integration Using the Kalman Filter’, Applied Economics Letters 13, 727732.
  • Ripple, R. (2001), ‘US West Coast Petroleum Industry in the 1990s: Isolated or Globally Integrated’, Oil, Gas and Energy Quarterly 50, 105139.
  • Serletis, A. and R. Rangel-Ruiz (2004), ‘Testing for Common Features in North American Energy Markets’, Energy Economics 26, 401414.
  • Siliverstovs, B., G. L'Hegaret, A. Neumann and C. von Hirschhausen (2005), ‘International Market Integration for Natural Gas? A Cointegration Analysis of Prices in Europe, North America and Japan’, Energy Economics 27, 603615.
  • Walls, W. D. (1994), ‘Price Convergence Across Natural Gas Fields and City Markets’, The Energy Journal 15, 3748.
  • Zachmann, G. (2008), ‘Electricity Wholesale Market Prices in Europe: Convergence?’, Energy Economics 30, 16591671.