Madaleno, Mara; Moutinho, Victor; Mota, Jorge - In: International Journal of Energy Economics and Policy 5 (2015) 2, pp. 525-533
Cointegration relationships among electricity, gas, oil and coal are explored using panel data models for both the industrial and household sectors in 22 countries in Europe between 1996 and 2013. A shorter period, to account for the allowances market creation in Europe is also considered...