Multinational Electricity Market Integration and Electricity Price Dynamics
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Cited by:
- Hellström, Jörgen & Soultanaeva, Albina, 2010. "The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries," Umeå Economic Studies 816, Umeå University, Department of Economics.
- Ochoa, Camila & Dyner, Isaac & Franco, Carlos J., 2013. "Simulating power integration in Latin America to assess challenges, opportunities, and threats," Energy Policy, Elsevier, vol. 61(C), pages 267-273.
- Bask, Mikael & Widerberg, Anna, 2009.
"Market structure and the stability and volatility of electricity prices,"
Energy Economics, Elsevier, vol. 31(2), pages 278-288, March.
- Bask, Mikael & Widerberg, Anna, 2008. "Market Structure and the Stability and Volatility of Electricity Prices," Working Papers in Economics 327, University of Gothenburg, Department of Economics.
- Dahlke, Steven & Sterling, John & Meehan, Colin, 2019. "Policy and market drivers for advancing clean energy," OSF Preprints hsbry, Center for Open Science.
- Creti, Anna & Fumagalli, Eileen & Fumagalli, Elena, 2010. "Integration of electricity markets in Europe: Relevant issues for Italy," Energy Policy, Elsevier, vol. 38(11), pages 6966-6976, November.
- Hellström, Jörgen & Lundgren, Jens & Yu, Haishan, 2012. "Why do electricity prices jump? Empirical evidence from the Nordic electricity market," Energy Economics, Elsevier, vol. 34(6), pages 1774-1781.
- Erik Lindström & Fredric Regland, 2012. "Independent Spike Models: Estimation and Validation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(2), pages 180-196, May.
- Vesterberg, Mattias, 2017. "Power to the people: Electricity demand and household behavior," Umeå Economic Studies 942, Umeå University, Department of Economics.
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More about this item
Keywords
Electricity price; market integration; jump risk; EGARCH; Exponential Autoregressive conditional Jump Intensity;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
- L69 - Industrial Organization - - Industry Studies: Manufacturing - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2008-04-21 (Energy Economics)
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