Volatility transmission and volatility impulse response functions in European electricity forward markets [PDF]
Using daily data from March 2001 to June 2005, we estimate a VAR-BEKK model and find evidence of return and volatility spillovers between the German, the Dutch and the British forward electricity markets.
Yannick LE PEN, Benoît SEVI
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Lessons from international experience with electricity market monitoring [PDF]
The author first describes those features of the electricity supply industry that make a prospective market monitoring process essential to a well-functioning wholesale market.
Wolak, Frank A.
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A scenario-based framework for measuring time-varying generation costs in medium- and long-term electricity markets. [PDF]
iScienceHuang S, Meng Y, Ye Z.
europepmc +1 more source
Valuation of electricity generating assets is of central importance as utilities are forced to spin-off generators with the introduction of competitive markets.
Ethier, Robert G.
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Inefficiencies and Market Power in Financial Arbitrage: A Study of California’s Electricity Markets [PDF]
As with other commodities, electricity is often traded on both forward and spot markets. This was initially true in the restructured California electricity industry from 1998 to 2000.
Christopher Knittel +3 more
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Optimal demand response aggregation in wholesale electricity markets: Comparative analysis of polyhedral; ellipsoidal and box methods for modeling uncertainties. [PDF]
HeliyonNojavan S +3 more
europepmc +1 more source
Reaching New Lows? The Pandemic's Consequences for Electricity Markets
, 2020 Benatia D.
europepmc +1 more source
An Empirically Based Model of the Supply Schedule in Day-Ahead Electricity Markets [PDF]
The first part of this paper establishes some new pieces of evidence on the dynamics of prices and volumes in wholesale electricity day-ahead markets (NordPool, APX, Powernext).
Sandro Sapio
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Competitive Electricity Markets and Investment in New Generating Capacity
Evidence from the U.S. and some other countries indicates that organized wholesale markets for electrical energy and operating reserves do not provide adequate incentives to stimulate the proper quantity or mix of generating capacity consistent with ...
Joskow, Paul L.
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Structural versus Behavioral Measures in the Deregulation of Electricity Markets: An Experimental Investigation Guided by Theory and Policy Concerns [PDF]
We try to better understand the comparative advantages of structural and behavioral measures of deregulation in electricity markets, an eminent policy issue for which the experimental evidence is scant and problematic. In the present paper we investigate
Andreas Ortmann, Silvester van Koten
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