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Price dynamics among U.S. electricity spot markets
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Cited by:
- Hasan, Mudassar & Arif, Muhammad & Naeem, Muhammad Abubakr & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021. "Time-frequency connectedness between Asian electricity sectors," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 208-224.
- Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Bunn, Derek, 2016. "Weather and market specificities in the regional transmission of renewable energy price effects," Energy, Elsevier, vol. 114(C), pages 188-200.
- Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
- Jayech, Selma, 2016. "The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach," European Journal of Operational Research, Elsevier, vol. 249(2), pages 631-646.
- Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022. "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, vol. 313(1), pages 191-229, June.
- Lyu, Chenyan & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2024.
"Volatility spillovers and carbon price in the Nordic wholesale electricity markets,"
Energy Economics, Elsevier, vol. 134(C).
- Lyu, Chenyan & Do, Hung Xuan & Nepal, Rabindra & Jamasb, Tooraj, 2023. "Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets," Working Papers 5-2023, Copenhagen Business School, Department of Economics.
- Chenyan Lyu & Hung Xuan Do & Rabindra Nepal & Tooraj Jamasb, 2023. "Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets," CAMA Working Papers 2023-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rafał Weron, 2009.
"Heavy-tails and regime-switching in electricity prices,"
Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 457-473, July.
- Weron, Rafal, 2008. "Heavy-tails and regime-switching in electricity prices," MPRA Paper 10424, University Library of Munich, Germany.
- Chi-Keung Woo, Ira Horowitz, Brian Horii, Ren Orans, and Jay Zarnikau, 2012.
"Blowing in the Wind: Vanishing Payoffs of a Tolling Agreement for Natural-gas-fired Generation of Electricity in Texas,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Chi-Keung Woo & Ira Horowitz & Brian Horii & Ren Orans & Jay Zarnikau, 2011. "Blowing in the Wind: Vanishing Payoffs of a Tolling Agreement for Natural-gas-fired Generation of Electricity in Texas," The Energy Journal, , vol. 33(1), pages 207-230, January.
- Zarnikau, J. & Tsai, C.H. & Woo, C.K., 2020. "Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market," Energy, Elsevier, vol. 195(C).
- Woo, C.K. & Shiu, A. & Liu, Y. & Luo, X. & Zarnikau, J., 2018. "Consumption effects of an electricity decarbonization policy: Hong Kong," Energy, Elsevier, vol. 144(C), pages 887-902.
- Jin Zhang and David C. Broadstock, 2016.
"The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework,"
The Energy Journal, International Association for Energy Economics, vol. 0(China Spe).
- Jin Zhang & David C. Broadstock, 2016. "The Causality between Energy Consumption and Economic Growth for China in a Time-varying Framework," The Energy Journal, , vol. 37(1_suppl), pages 29-54, January.
- Le Pen, Yannick & Sévi, Benoît, 2010.
"Volatility transmission and volatility impulse response functions in European electricity forward markets,"
Energy Economics, Elsevier, vol. 32(4), pages 758-770, July.
- Yannick LE PEN & Benoît SEVI, 2008. "Volatility transmission and volatility impulse response functions in European electricity forward markets," Cahiers du CREDEN (CREDEN Working Papers) 08.09.77, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
- Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio, 2007.
"A Robust Multivariate Long Run Analysis of European Electricity Prices,"
International Energy Markets Working Papers
7438, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers 2007.103, Fondazione Eni Enrico Mattei.
- 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.
- Ladislav Kristoufek & Petra Lunackova, 2013. "Long-term memory in electricity prices: Czech market evidence," Papers 1309.0582, arXiv.org.
- Mjelde, James W. & Bessler, David A., 2009. "Market integration among electricity markets and their major fuel source markets," Energy Economics, Elsevier, vol. 31(3), pages 482-491, May.
- Ehsani, Behdad & Pineau, Pierre-Olivier & Charlin, Laurent, 2024. "Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks," Applied Energy, Elsevier, vol. 359(C).
- Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira, 2014. "The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market," GEMF Working Papers 2014-14, GEMF, Faculty of Economics, University of Coimbra.
- Egil Ferkingstad & Anders L{o}land & Mathilde Wilhelmsen, 2011. "Causal modeling and inference for electricity markets," Papers 1110.5429, arXiv.org.
- Kyle E. Binder & James W. Mjelde, 2017. "Fuel inventory and price relationships in the U.S. electric power sector under regulatory and market change," Journal of Regulatory Economics, Springer, vol. 51(2), pages 197-219, April.
- Matteo Gardini & Edoardo Santilli, 2023. "A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach," Papers 2305.01485, arXiv.org, revised Nov 2023.
- Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2006. "Deregulated Wholesale Electricity Prices in Europe," Working Papers 20061001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Ma, Hengyun & Oxley, Les, 2010. "The integration of major fuel source markets in China: Evidence from panel cointegration tests," Energy Economics, Elsevier, vol. 32(5), pages 1139-1146, September.
- Woo, C.K. & Zarnikau, J. & Moore, J. & Horowitz, I., 2011. "Wind generation and zonal-market price divergence: Evidence from Texas," Energy Policy, Elsevier, vol. 39(7), pages 3928-3938, July.
- Avci-Surucu, Ezgi & Aydogan, A. Kursat & Akgul, Doganbey, 2016. "Bidding structure, market efficiency and persistence in a multi-time tariff setting," Energy Economics, Elsevier, vol. 54(C), pages 77-87.
- Woo, C.K. & Moore, J. & Schneiderman, B. & Ho, T. & Olson, A. & Alagappan, L. & Chawla, K. & Toyama, N. & Zarnikau, J., 2016. "Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets," Energy Policy, Elsevier, vol. 92(C), pages 299-312.
- Chi-Keung Woo & Ira Horowitz & Jay Zarnikau & Jack Moore & Brendan Schneiderman & Tony Ho & Eric Leung, 2016.
"What Moves the Ex Post Variable Profit of Natural-Gas-Fired Generation in California?,"
The Energy Journal, , vol. 37(3), pages 29-57, July.
- Chi-Keung Woo, Ira Horowitz, Jay Zarnikau, Jack Moore, Brendan Schneiderman, Tony Ho, and Eric Leung, 2016. "What Moves the Ex Post Variable Profit of Natural-Gas-Fired Generation in California?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- De Siano, Rita & Sapio, Alessandro, 2022. "Spatial merit order effects of renewables in the Italian power exchange," Energy Economics, Elsevier, vol. 108(C).
- repec:ehu:biltok:9184 is not listed on IDEAS
- Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2016. "It is windy in Denmark: Does market integration suffer?," Energy, Elsevier, vol. 115(P2), pages 1385-1399.
- Bunn, Derek W. & Gianfreda, Angelica, 2010. "Integration and shock transmissions across European electricity forward markets," Energy Economics, Elsevier, vol. 32(2), pages 278-291, March.
- R. Andrew Butters & Daniel F. Spulber, 2020. "The Extent Of The Market And Integration Through Factor Markets: Evidence From Wholesale Electricity," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1076-1108, July.
- Hung Do & Rabindra Nepal & Russell Smyth, 2020.
"Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis,"
The Economic Record, The Economic Society of Australia, vol. 96(315), pages 450-469, December.
- Hung Do & Rabindra Nepal & Russell Smyth, 2020. "Interconnectedness in the Australian national electricity market: A higher moment analysis," CAMA Working Papers 2020-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- DeBenedictis, A. & Hoff, T.E. & Price, S. & Woo, C.K., 2010. "Statistically adjusted engineering (SAE) modeling of metered roof-top photovoltaic (PV) output: California evidence," Energy, Elsevier, vol. 35(10), pages 4178-4183.
- Zarnikau, J. & Woo, C.K. & Zhu, S. & Tsai, C.H., 2019. "Market price behavior of wholesale electricity products: Texas," Energy Policy, Elsevier, vol. 125(C), pages 418-428.
- Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira, 2014. "The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market," GEMF Working Papers 2014-14, GEMF, Faculty of Economics, University of Coimbra.
- Chanatásig-Niza, Evelyn & Ciarreta, Aitor & Zarraga, Ainhoa, 2022. "A volatility spillover analysis with realized semi(co)variances in Australian electricity markets," Energy Economics, Elsevier, vol. 111(C).
- Woo, C.K. & Chen, Y. & Olson, A. & Moore, J. & Schlag, N. & Ong, A. & Ho, T., 2017. "Electricity price behavior and carbon trading: New evidence from California," Applied Energy, Elsevier, vol. 204(C), pages 531-543.
- Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007.
"A Robust Multivariate Long Run Analysis of European Electricity Prices,"
Working Papers
2007.103, Fondazione Eni Enrico Mattei.
- Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2007. "A robust multivariate long run analysis of European electricity prices," Working Papers 20070901, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio, 2007. "A Robust Multivariate Long Run Analysis of European Electricity Prices," International Energy Markets Working Papers 7438, Fondazione Eni Enrico Mattei (FEEM).
- HFrance Krizanic & Zan Jan Oplotnik, 2013. "Market Changes, Business Cycles and Fluctuations in Electricity Prices - EU Evidence from Germany and Slovenia," International Journal of Energy Economics and Policy, Econjournals, vol. 3(2), pages 118-126.
- Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi, 2010. "Long-run relations in european electricity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(5), pages 805-832.
- Yasir Alsaedi & Gurudeo Anand Tularam & Victor Wong, 2020. "Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 337-353.
- Figueiredo, Nuno Carvalho & Silva, Patrícia Pereira da & Cerqueira, Pedro A., 2015. "Evaluating the market splitting determinants: evidence from the Iberian spot electricity prices," Energy Policy, Elsevier, vol. 85(C), pages 218-234.
- Mount, Timothy D. & Ju, Jaeuk, 2014. "An econometric framework for evaluating the efficiency of a market for transmission congestion contracts," Energy Economics, Elsevier, vol. 46(C), pages 176-185.
- Ma, Hengyun & Oxley, Les, 2011. "Are China's energy markets cointegrated?," China Economic Review, Elsevier, vol. 22(3), pages 398-407, September.
- Lewis Evans & Graeme Guthrie & Steen Videbeck, 2008. "Assessing The Integration Of Electricity Markets Using Principal Component Analysis: Network And Market Structure Effects," Contemporary Economic Policy, Western Economic Association International, vol. 26(1), pages 145-161, January.
- Cao, K.H. & Qi, H.S. & Tsai, C.H. & Woo, C.K. & Zarnikau, J., 2021. "Energy trading efficiency in the US Midcontinent electricity markets," Applied Energy, Elsevier, vol. 302(C).
- Dias, José G. & Ramos, Sofia B., 2014. "Heterogeneous price dynamics in U.S. regional electricity markets," Energy Economics, Elsevier, vol. 46(C), pages 453-463.
- Damien, Paul & Fuentes-García, Ruth & Mena, Ramsés H. & Zarnikau, Jay, 2019. "Impacts of day-ahead versus real-time market prices on wholesale electricity demand in Texas," Energy Economics, Elsevier, vol. 81(C), pages 259-272.
- Kalantzis, Fotis G. & Milonas, Nikolaos T., 2013. "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany," Energy Economics, Elsevier, vol. 36(C), pages 454-463.
- Ferkingstad, Egil & Løland, Anders & Wilhelmsen, Mathilde, 2011. "Causal modeling and inference for electricity markets," Energy Economics, Elsevier, vol. 33(3), pages 404-412, May.
- Rammerstorfer, Margarethe & Wagner, Christian, 2009. "Reforming minute reserve policy in Germany: A step towards efficient markets?," Energy Policy, Elsevier, vol. 37(9), pages 3513-3519, September.