Electricity market price volatility: The case of Ontario

Citations

Cited by:

1. Angelica Gianfreda, 2010. "Volatility and Volume Effects in European Electricity Spot Markets," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 39(1‐2), pages 47-63, February.
2. Paudel, Diwas & Das, Tapas K., 2023. "A deep reinforcement learning approach for power management of battery-assisted fast-charging EV hubs participating in day-ahead and real-time electricity markets," Energy, Elsevier, vol. 283(C).
3. Adebayo, Abiola I. & Zamani-Dehkordi, Payam & Zareipour, Hamidreza & Knight, Andrew M., 2018. "Impacts of transmission tariff on price arbitrage operation of energy storage system in Alberta electricity market," Utilities Policy, Elsevier, vol. 52(C), pages 1-12.
4. Werner, Dan, 2014. "Electricity Market Price Volatility: The Importance of Ramping Costs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169619, Agricultural and Applied Economics Association.
5. Olga Y. Uritskaya & Vadim M. Uritsky, 2015. "Predictability of price movements in deregulated electricity markets," Papers 1505.08117, arXiv.org.
6. Zhang, Yufan & Wen, Honglin & Feng, Tao & Chen, Yize, 2024. "Efficient demand response location targeting for price spike mitigation by exploiting price-demand relationship," Applied Energy, Elsevier, vol. 376(PA).
7. Wang, Peng & Zareipour, Hamidreza & Rosehart, William D., 2011. "Characteristics of the prices of operating reserves and regulation services in competitive electricity markets," Energy Policy, Elsevier, vol. 39(6), pages 3210-3221, June.
8. Etienne Billette de Villemeur and Pierre-Olivier Pineau, 2016. "Integrating Thermal and Hydro Electricity Markets: Economic and Environmental Costs of not Harmonizing Pricing Rules," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
   • Etienne Billette de Villemeur & Pierre-Olivier Pineau, 2016. "Integrating Thermal and Hydro Electricity Markets: Economic and Environmental Costs of not Harmonizing Pricing Rules," The Energy Journal, , vol. 37(1), pages 77-100, January.
   • Billette de Villemeur, Etienne & Pineau, Pierre-Olivier, 2013. "Integrating Thermal and Hydro Electricity Markets: Economic and Environmental Costs of not Harmonizing Pricing Rules," MPRA Paper 55619, University Library of Munich, Germany.
   • Etienne Billette de Villemeur & Pierre-Olivier Pineau, 2016. "Integrating Thermal and Hydro Electricity Markets: Economic and Environmental Costs of not Harmonizing Pricing Rules," Post-Print hal-01533544, HAL.
9. Anuta, Oghenetejiri Harold & Taylor, Phil & Jones, Darren & McEntee, Tony & Wade, Neal, 2014. "An international review of the implications of regulatory and electricity market structures on the emergence of grid scale electricity storage," Renewable and Sustainable Energy Reviews, Elsevier, vol. 38(C), pages 489-508.
10. Daniel Manfre Jaimes & Manuel Zamudio López & Hamidreza Zareipour & Mike Quashie, 2023. "A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price Spikes," Forecasting, MDPI, vol. 5(3), pages 1-23, July.
11. Ioannidis, Filippos & Kosmidou, Kyriaki & Savva, Christos & Theodossiou, Panayiotis, 2021. "Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components," Energy Economics, Elsevier, vol. 95(C).
12. Mayer, Klaus & Trück, Stefan, 2018. "Electricity markets around the world," Journal of Commodity Markets, Elsevier, vol. 9(C), pages 77-100.
13. Sapio, Alessandro & Spagnolo, Nicola, 2020. "The effect of a new power cable on energy prices volatility spillovers," Energy Policy, Elsevier, vol. 144(C).
14. Uritskaya, Olga Y. & Uritsky, Vadim M., 2015. "Predictability of price movements in deregulated electricity markets," Energy Economics, Elsevier, vol. 49(C), pages 72-81.
15. Zorana Božić & Dušan Dobromirov & Jovana Arsić & Mladen Radišić & Beata Ślusarczyk, 2020. "Power Exchange Prices: Comparison of Volatility in European Markets," Energies, MDPI, vol. 13(21), pages 1-15, October.
16. André Luis da Silva Leite & Marcus Vinicius Andrade de Lima, 2023. "A GARCH Model to Understand the Volatility of the Electricity Spot Price in Brazil," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 332-338, September.
17. Rassi, Samin & Kanamura, Takashi, 2023. "Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX," Energy Policy, Elsevier, vol. 177(C).
18. Fazlalipour, Pary & Ehsan, Mehdi & Mohammadi-Ivatloo, Behnam, 2019. "Risk-aware stochastic bidding strategy of renewable micro-grids in day-ahead and real-time markets," Energy, Elsevier, vol. 171(C), pages 689-700.
19. Kun Li & Joseph D. Cursio & Yunchuan Sun, 2018. "Principal Component Analysis of Price Fluctuation in the Smart Grid Electricity Market," Sustainability, MDPI, vol. 10(11), pages 1-16, November.
20. de Menezes, Lilian M. & Houllier, Melanie A., 2015. "Germany's nuclear power plant closures and the integration of electricity markets in Europe," Energy Policy, Elsevier, vol. 85(C), pages 357-368.
21. Ullrich, Carl J., 2012. "Realized volatility and price spikes in electricity markets: The importance of observation frequency," Energy Economics, Elsevier, vol. 34(6), pages 1809-1818.
22. Amor, Mourad Ben & Pineau, Pierre-Olivier & Gaudreault, Caroline & Samson, Réjean, 2011. "Electricity trade and GHG emissions: Assessment of Quebec's hydropower in the Northeastern American market (2006-2008)," Energy Policy, Elsevier, vol. 39(3), pages 1711-1721, March.
23. Weron, Rafał, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1030-1081.
    • Rafal Weron, 2014. "Electricity price forecasting: A review of the state-of-the-art with a look into the future," HSC Research Reports HSC/14/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
24. Bobinaite, Viktorija & Juozapaviciene, Aldona & Staniewski, Marcin & Szczepankowski, Piotr, 2013. "Comparative analysis of features of Polish and Lithuanian Day-ahead electricity market prices," Energy Policy, Elsevier, vol. 63(C), pages 181-196.
25. Swasti R. Khuntia & Jose L. Rueda & Mart A.M.M. Van der Meijden, 2018. "Long-Term Electricity Load Forecasting Considering Volatility Using Multiplicative Error Model," Energies, MDPI, vol. 11(12), pages 1-19, November.
26. Safaei, Hossein & Keith, David, 2014. "Compressed air energy storage with waste heat export: An Alberta case study," Scholarly Articles 13489207, Harvard Kennedy School of Government.
27. Li, Kun & Cursio, Joseph D. & Jiang, Mengfei & Liang, Xi, 2019. "The significance of calendar effects in the electricity market," Applied Energy, Elsevier, vol. 235(C), pages 487-494.
28. Haugom, Erik & Ullrich, Carl J., 2012. "Forecasting spot price volatility using the short-term forward curve," Energy Economics, Elsevier, vol. 34(6), pages 1826-1833.
29. Mauricio B. C. Salles & Junling Huang & Michael J. Aziz & William W. Hogan, 2017. "Potential Arbitrage Revenue of Energy Storage Systems in PJM," Energies, MDPI, vol. 10(8), pages 1-19, July.
30. Alireza Pourdaryaei & Mohammad Mohammadi & Mazaher Karimi & Hazlie Mokhlis & Hazlee A. Illias & Seyed Hamidreza Aghay Kaboli & Shameem Ahmad, 2021. "Recent Development in Electricity Price Forecasting Based on Computational Intelligence Techniques in Deregulated Power Market," Energies, MDPI, vol. 14(19), pages 1-28, September.
31. Mordue, Greig, 2017. "Electricity prices and industrial competitiveness: A case study of final assembly automobile manufacturing in the United States and Canada," Energy Policy, Elsevier, vol. 111(C), pages 32-40.
32. Ciarreta, Aitor & Martinez, Blanca & Nasirov, Shahriyar, 2023. "Forecasting electricity prices using bid data," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1253-1271.