Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration
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DOI: 10.1016/j.eneco.2014.05.008
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More about this item
Keywords
Electricity market integration; European wholesale electricity spot prices; Granger-causality; Applied energy economics; Graph theory; Complex networks;All these keywords.
JEL classification:
- F10 - International Economics - - Trade - - - General
- F14 - International Economics - - Trade - - - Empirical Studies of Trade
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
- Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
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