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Volumn 11, Issue 2, 2003, Pages 75-86

Assessing the efficiency of US electricity markets

Author keywords

[No Author keywords available]

Indexed keywords

DEREGULATION; EFFICIENCY MEASUREMENT; ENERGY MARKET; MARKET CONDITIONS;

EID: 0038292127     PISSN: 09571787     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0957-1787(03)00003-1     Document Type: Article
Times cited : (30)

References (18)
  • 1
    • 0041353049 scopus 로고    scopus 로고
    • Equilibrium pricing and optimal hedging in electricity forward markets
    • Bessembinder, H., & Lemmon, M. L. (2002). Equilibrium pricing and optimal hedging in electricity forward markets. Journal of Finance, 57(3), 1347-1382.
    • (2002) Journal of Finance , vol.57 , Issue.3 , pp. 1347-1382
    • Bessembinder, H.1    Lemmon, M.L.2
  • 5
    • 0038417447 scopus 로고    scopus 로고
    • The role of the ISO in US electricity markets: A review of restructuring in California and PJM
    • Cameron, L., & Cramton, P. (1999). The role of the ISO in US electricity markets: a review of restructuring in California and PJM. The Electricity Journal, 99 1040-6190.
    • (1999) The Electricity Journal , vol.99 , pp. 1040-6190
    • Cameron, L.1    Cramton, P.2
  • 6
    • 0033461444 scopus 로고    scopus 로고
    • Price dynamics in a network of decentralized power markets
    • De Vany, A. S., & Wall, W. D. (1999). Price dynamics in a network of decentralized power markets. Journal of Regulatory Economics, 15 123-140.
    • (1999) Journal of Regulatory Economics , vol.15 , pp. 123-140
    • De Vany, A.S.1    Wall, W.D.2
  • 7
    • 0032720526 scopus 로고    scopus 로고
    • Cointegration analysis of spot electricity prices: Insights on transmission efficiency in the western US
    • De Vany, A. S., & Wall, W. D. (1999). Cointegration analysis of spot electricity prices: insights on transmission efficiency in the western US. Energy Economics, 21 448-453.
    • (1999) Energy Economics , vol.21 , pp. 448-453
    • De Vany, A.S.1    Wall, W.D.2
  • 8
    • 0000388495 scopus 로고
    • Distribution of the estimators of autoregressive time series with a unit root
    • Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators of autoregressive time series with a unit root. Journal of the American Statistical Association, 7 391-395.
    • (1979) Journal of the American Statistical Association , vol.7 , pp. 391-395
    • Dickey, D.A.1    Fuller, W.A.2
  • 10
    • 0000480869 scopus 로고
    • Efficient capital markets: A review of theory and empirical work
    • Fama, E. F. (1970). Efficient capital markets: a review of theory and empirical work. Journal of Finance., 25 383-417.
    • (1970) Journal of Finance , vol.25 , pp. 383-417
    • Fama, E.F.1
  • 12
    • 0000158117 scopus 로고
    • Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
    • Johansen, S. (1991). Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models. Econometrica, 59 1551-1580.
    • (1991) Econometrica , vol.59 , pp. 1551-1580
    • Johansen, S.1
  • 15
    • 0000706085 scopus 로고
    • A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W. K., & West, K. D. (1987). A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica, 55 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 16
    • 0038755520 scopus 로고    scopus 로고
    • Valuing power and weather derivatives on a mesh using finite difference methods
    • London: Risk Books
    • Pirrong, C., & Jermakyan, M. (1999). Valuing power and weather derivatives on a mesh using finite difference methods. Energy modeling and the management of uncertainity, London: Risk Books.
    • (1999) Energy Modeling and the Management of Uncertainity
    • Pirrong, C.1    Jermakyan, M.2
  • 17
    • 4444255482 scopus 로고    scopus 로고
    • Games or opportunities: Bidding in the California markets
    • Quan, N., & Michaels, R. (2001). Games or opportunities: bidding in the California markets. The Electricity Journal, 01 1040-6190.
    • (2001) The Electricity Journal , vol.1 , pp. 1040-6190
    • Quan, N.1    Michaels, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.