1. A method for estimating an A matrix in a market related to a commodity delivered over a network of one or more congestible lines, the market including spot prices and future shadow prices, λ, which depend on congestion in the one or more congestible lines, and in which the A matrix represents distribution factors describing the physics of power flows in the network, the method comprising the steps of: computing a candidate matrix C, acquiring historical spot price data for an arbitrary time t, S(t); solving S(t)=Cλ(t) for λ(t); identifying non-zero elements of λ(t); and constructing, by a computer processor, the A matrix from the columns of C corresponding to the non-zero elements of λ(t).