Long-term memory in electricity prices: Czech market evidence
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- Ladislav KRISTOUFEK & Petra LUNACKOVA, 2013. "Long-term Memory in Electricity Prices: Czech Market Evidence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(5), pages 407-424, November.
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Citations
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Cited by:
- Mikkel Bennedsen, 2015. "Rough electricity: a new fractal multi-factor model of electricity spot prices," CREATES Research Papers 2015-42, Department of Economics and Business Economics, Aarhus University.
- Bennedsen, Mikkel, 2017. "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, vol. 63(C), pages 301-313.
- Luňáčková, Petra & Průša, Jan & Janda, Karel, 2017.
"The merit order effect of Czech photovoltaic plants,"
Energy Policy, Elsevier, vol. 106(C), pages 138-147.
- Petra Lunackova & Karel Janda & Jan Prusa, 2017. "The Merit Order Effect of Czech Photovoltaic Plants," Working Papers IES 2017/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2017.
- Fan, Qingju, 2016. "Asymmetric multiscale detrended fluctuation analysis of California electricity spot price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 252-260.
- Karahan, Cenk C. & Odabaşı, Attila & Tiryaki, C. Sani, 2024. "Wired together: Integration and efficiency in European electricity markets," Energy Economics, Elsevier, vol. 133(C).
- Fan, Qingju & Li, Dan, 2015. "Multifractal cross-correlation analysis in electricity spot market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 17-27.
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More about this item
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2013-09-13 (Energy Economics)
- NEP-REG-2013-09-13 (Regulation)
- NEP-TRA-2013-09-13 (Transition Economics)
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