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Electricity market price volatility: The case of Ontario

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  • Zareipour, Hamidreza
  • Bhattacharya, Kankar
  • Canizares, Claudio A.

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  • Zareipour, Hamidreza & Bhattacharya, Kankar & Canizares, Claudio A., 2007. "Electricity market price volatility: The case of Ontario," Energy Policy, Elsevier, vol. 35(9), pages 4739-4748, September.
    • Handle: RePEc:eee:enepol:v:35:y:2007:i:9:p:4739-4748
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    References listed on IDEAS

    as
    1. Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005. "Volatility forecasting," CFS Working Paper Series 2005/08, Center for Financial Studies (CFS).
    2. Simonsen, Ingve, 2005. "Volatility of power markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 10-20.
    3. Li, Ying & Flynn, Peter C., 2004. "Deregulated power prices: comparison of volatility," Energy Policy, Elsevier, vol. 32(14), pages 1591-1601, September.
    4. Worthington, Andrew & Kay-Spratley, Adam & Higgs, Helen, 2005. "Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis," Energy Economics, Elsevier, vol. 27(2), pages 337-350, March.
    5. Christoffersen, Peter, 2011. "Elements of Financial Risk Management," Elsevier Monographs, Elsevier, edition 2, number 9780123744487.
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