Empirical research on price discovery efficiency in electricity futures market

2007 IEEE Power Engineering Society General Meeting, PES

Volumn , Issue , 2007, Pages

  Weilin, Feng ^a   Sidong, Liu ^b   Mingyong, Lai ^a   Xuehua, Deng ^b  

^a HUNAN UNIVERSITY   (China)

^b CHANGSHA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Cointegration analysis; Electricity futures market; Error correction model; Price discovery efficiency

Indexed keywords

COSTS; ERROR CORRECTION; IMPULSE RESPONSE; MARKETING;

COINTEGRATION ANALYSIS; ELECTRICITY FUTURES MARKET;

ELECTRICITY;

EID: 42549117976     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PES.2007.385923     Document Type: Conference Paper

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