-
1
-
-
26844499204
-
Modelling structural breaks, long memory and stock market volatility: an overview
-
Banerjee A., Urga G. Modelling structural breaks, long memory and stock market volatility: an overview. J. Econ. 2005, 129:1-34.
-
(2005)
J. Econ.
, vol.129
, pp. 1-34
-
-
Banerjee, A.1
Urga, G.2
-
2
-
-
58549118309
-
Market structure and the stability and volatility of electricity prices
-
Bask M., Widerberg A. Market structure and the stability and volatility of electricity prices. Energy Econ. 2009, 31:278-288.
-
(2009)
Energy Econ.
, vol.31
, pp. 278-288
-
-
Bask, M.1
Widerberg, A.2
-
3
-
-
0036829349
-
Market power in deregulated wholesale electricity markets: issues in measurement and the cost of mitigation
-
Blumsack S., Perekhodtsev D., Lave L.B. Market power in deregulated wholesale electricity markets: issues in measurement and the cost of mitigation. Electr. J. 2002, 15:11-24.
-
(2002)
Electr. J.
, vol.15
, pp. 11-24
-
-
Blumsack, S.1
Perekhodtsev, D.2
Lave, L.B.3
-
4
-
-
0034414292
-
The competitive effects of transmission capacity in a deregulated electricity market
-
Summer
-
Borenstein S., Bushnell J.B., Stoft S. The competitive effects of transmission capacity in a deregulated electricity market. RAND J. Econ. 2000, 31(2):294-325. Summer.
-
(2000)
RAND J. Econ.
, vol.31
, Issue.2
, pp. 294-325
-
-
Borenstein, S.1
Bushnell, J.B.2
Stoft, S.3
-
5
-
-
36749021740
-
Deregulated wholesale electricity prices in Italy: an empirical analysis
-
Bosco B., Parisio L., Pelagatti M. Deregulated wholesale electricity prices in Italy: an empirical analysis. Int. Adv. Econ. Res. 2007, 13:415-432.
-
(2007)
Int. Adv. Econ. Res.
, vol.13
, pp. 415-432
-
-
Bosco, B.1
Parisio, L.2
Pelagatti, M.3
-
6
-
-
52049123294
-
Short term forecasting of electricity prices for MISO hubs: evidence from ARIMA-EGARCH models
-
Bowden N., Payne J.E. Short term forecasting of electricity prices for MISO hubs: evidence from ARIMA-EGARCH models. Energy Econ. 2008, 30:3186-3197.
-
(2008)
Energy Econ.
, vol.30
, pp. 3186-3197
-
-
Bowden, N.1
Payne, J.E.2
-
7
-
-
21644481093
-
Forecasting electricity prices for a day-ahead pool-based electric energy market
-
Conejo A.J., Contreras J., Espinola R., Plazas M.A. Forecasting electricity prices for a day-ahead pool-based electric energy market. Int. J. Forecast. 2005, 21(3):435-462.
-
(2005)
Int. J. Forecast.
, vol.21
, Issue.3
, pp. 435-462
-
-
Conejo, A.J.1
Contreras, J.2
Espinola, R.3
Plazas, M.A.4
-
8
-
-
0142104187
-
Forecasting electricity spot-prices using linear univariate time-series models
-
Cuaresma J.C., Hlouskova J., Kossmeier S., Obersteiner M. Forecasting electricity spot-prices using linear univariate time-series models. Appl. Energy 2004, 77:87-106.
-
(2004)
Appl. Energy
, vol.77
, pp. 87-106
-
-
Cuaresma, J.C.1
Hlouskova, J.2
Kossmeier, S.3
Obersteiner, M.4
-
9
-
-
71549168903
-
Complementarity of hydro and wind power: improving the risk profile of energy inflows
-
Denault M., Dupuis D., Couture-Cardinal S. Complementarity of hydro and wind power: improving the risk profile of energy inflows. Energy Policy 2009, 37:5376-5384.
-
(2009)
Energy Policy
, vol.37
, pp. 5376-5384
-
-
Denault, M.1
Dupuis, D.2
Couture-Cardinal, S.3
-
11
-
-
55349118455
-
An hourly periodic state space model for modelling French national electricity load
-
Dordonnat V., Koopman S.J., Ooms M., Dessertaine A., Collet J. An hourly periodic state space model for modelling French national electricity load. Int. J. Forecast. 2008, 24:566-587.
-
(2008)
Int. J. Forecast.
, vol.24
, pp. 566-587
-
-
Dordonnat, V.1
Koopman, S.J.2
Ooms, M.3
Dessertaine, A.4
Collet, J.5
-
13
-
-
79952337698
-
-
The European Wind Energy Association, document available at, EWEA
-
EWEA European Wind Map 2008, The European Wind Energy Association, document available at http://www.ewea.org/fileadmin/ewea_documents/.
-
(2008)
European Wind Map
-
-
-
14
-
-
67650272433
-
Market power in the Nordic electricity wholesale market:a survey of the empirical evidence
-
Fridolfsson S., Tangeras T. Market power in the Nordic electricity wholesale market:a survey of the empirical evidence. Energy Policy 2009, 37:3681-3692.
-
(2009)
Energy Policy
, vol.37
, pp. 3681-3692
-
-
Fridolfsson, S.1
Tangeras, T.2
-
15
-
-
56949098665
-
Congestion management rules and trading strategies in the Spanish electricity market
-
Furió D., Lucia J.J. Congestion management rules and trading strategies in the Spanish electricity market. Energy Econ. 2009, 31:48-60.
-
(2009)
Energy Econ.
, vol.31
, pp. 48-60
-
-
Furió, D.1
Lucia, J.J.2
-
16
-
-
78049427747
-
Volume and volatility effects in European electricity markets
-
Gianfreda A. Volume and volatility effects in European electricity markets. Econ. Notes 2010, 39:47-63.
-
(2010)
Econ. Notes
, vol.39
, pp. 47-63
-
-
Gianfreda, A.1
-
17
-
-
74149091912
-
Integration and shock transmissions across European electricity forward markets
-
Gianfreda A., Bunn D. Integration and shock transmissions across European electricity forward markets. Energy Econ. 2010, 32(2):278-291.
-
(2010)
Energy Econ.
, vol.32
, Issue.2
, pp. 278-291
-
-
Gianfreda, A.1
Bunn, D.2
-
19
-
-
77956777752
-
Price transmission in the UK electricity market: was NETA beneficial?
-
Giulietti M., Grossi L., Waterson M. Price transmission in the UK electricity market: was NETA beneficial?. Energy Econ. 2010, 32:1165-1174.
-
(2010)
Energy Econ.
, vol.32
, pp. 1165-1174
-
-
Giulietti, M.1
Grossi, L.2
Waterson, M.3
-
21
-
-
84867739236
-
-
available at, GME
-
GME Technical report 2008 available at. http://www.mercatoelettrico.org.
-
Technical report 2008
-
-
-
23
-
-
77957814058
-
Understanding electricity price volatility within and across markets
-
available at
-
Goto M., Karolyi G.A. Understanding electricity price volatility within and across markets. Working Paper 2002, available at http://papers.ssrn.comsol3/papers.cfm?abstract_id=576982.
-
(2002)
Working Paper
-
-
Goto, M.1
Karolyi, G.A.2
-
24
-
-
0027039062
-
Competition in the British Electricity Spot Market
-
October (University of Chicago)
-
Green R.J., Newbery D.M. Competition in the British Electricity Spot Market. J. Polit. Econ. 1992, 100(5):929-953. October (University of Chicago).
-
(1992)
J. Polit. Econ.
, vol.100
, Issue.5
, pp. 929-953
-
-
Green, R.J.1
Newbery, D.M.2
-
25
-
-
33645747791
-
Electricity price volatility and the marginal cost of congestion: an empirical study of peak hours on the NYISO market, 2001-2004
-
Hadsell L., Shawky H.A. Electricity price volatility and the marginal cost of congestion: an empirical study of peak hours on the NYISO market, 2001-2004. Energy J. 2006, 27(2):157-179.
-
(2006)
Energy J.
, vol.27
, Issue.2
, pp. 157-179
-
-
Hadsell, L.1
Shawky, H.A.2
-
26
-
-
33748193812
-
A regime switching long memory model for electricity prices
-
Haldrup N., Nielsen M.O. A regime switching long memory model for electricity prices. J. Econ. 2006, 135(1-2):349-376.
-
(2006)
J. Econ.
, vol.135
, Issue.1-2
, pp. 349-376
-
-
Haldrup, N.1
Nielsen, M.O.2
-
27
-
-
77956774011
-
A vector autoregressive model for electricity prices subject to long memory and regime switching
-
Haldrup N., Nielsen F.S., Nielsen M.O. A vector autoregressive model for electricity prices subject to long memory and regime switching. Energy Econ. 2010, 32(5):1044-1058.
-
(2010)
Energy Econ.
, vol.32
, Issue.5
, pp. 1044-1058
-
-
Haldrup, N.1
Nielsen, F.S.2
Nielsen, M.O.3
-
28
-
-
65749111218
-
On the evaluation of market power and market dominance - the Nordic electricity market
-
Hellmer S., Warell L. On the evaluation of market power and market dominance - the Nordic electricity market. Energy Policy 2009, 37:3235-3241.
-
(2009)
Energy Policy
, vol.37
, pp. 3235-3241
-
-
Hellmer, S.1
Warell, L.2
-
29
-
-
30944431889
-
Market power monitoring and mitigation in the US wholesale power markets
-
Helman U. Market power monitoring and mitigation in the US wholesale power markets. Energy 2006, 31:877-904.
-
(2006)
Energy
, vol.31
, pp. 877-904
-
-
Helman, U.1
-
30
-
-
0141560287
-
Regime jumps in electricity prices
-
Huisman R., Mahieu R. Regime jumps in electricity prices. Energy Econ. 2003, 25(5):425-434.
-
(2003)
Energy Econ.
, vol.25
, Issue.5
, pp. 425-434
-
-
Huisman, R.1
Mahieu, R.2
-
31
-
-
67650316677
-
-
report available at, IEA PVPS, International Energy Agency - Photovoltaic Power Systems Programme
-
IEA PVPS, International Energy Agency - Photovoltaic Power Systems Programme Trends in Photovoltaic Applications 2008, report available at http://www.iea-pvps.org/products/download/rep1/_17.pdf.
-
(2008)
Trends in Photovoltaic Applications
-
-
-
33
-
-
67650759743
-
Frequency domain methods applied to forecasting electricity markets
-
Trapero Juan R., Pedregal D.J. Frequency domain methods applied to forecasting electricity markets. Energy Econ. 2009, 31:727-735.
-
(2009)
Energy Econ.
, vol.31
, pp. 727-735
-
-
Trapero, J.R.1
Pedregal, D.J.2
-
34
-
-
55349123929
-
Forecasting electricity prices: the impact of fundamentals and time-varying coefficients
-
Karakatsani N., Bunn D.W. Forecasting electricity prices: the impact of fundamentals and time-varying coefficients. Int. J. Forecast. 2008, 24(4):764-785.
-
(2008)
Int. J. Forecast.
, vol.24
, Issue.4
, pp. 764-785
-
-
Karakatsani, N.1
Bunn, D.W.2
-
35
-
-
23944453109
-
An empirical examination of restructured electricity prices
-
Knittel C.R., Roberts M. An empirical examination of restructured electricity prices. Energy Econ. 2005, 27(5):791-817.
-
(2005)
Energy Econ.
, vol.27
, Issue.5
, pp. 791-817
-
-
Knittel, C.R.1
Roberts, M.2
-
36
-
-
33947264904
-
Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices
-
Koopman S.J., Oooms M., Carnero M.A. Periodic seasonal Reg-ARFIMA-GARCH models for daily electricity spot prices. J. Am. Stat. Assoc. 2007, 102(477):16-27.
-
(2007)
J. Am. Stat. Assoc.
, vol.102
, Issue.477
, pp. 16-27
-
-
Koopman, S.J.1
Oooms, M.2
Carnero, M.A.3
-
37
-
-
40349108835
-
Market power in the European electricity market - the impacts of dry weather and additional transmission capacity
-
Lisea W., Hobbsb B.F., Hers S. Market power in the European electricity market - the impacts of dry weather and additional transmission capacity. Energy Policy 2008, 36:1331-1343.
-
(2008)
Energy Policy
, vol.36
, pp. 1331-1343
-
-
Lisea, W.1
Hobbsb, B.F.2
Hers, S.3
-
39
-
-
77649192199
-
Gas-on-gas competition in Shanghai
-
Manuhutu C., Owen A.D. Gas-on-gas competition in Shanghai. Energy Policy 2010, 38(5):2101-2106.
-
(2010)
Energy Policy
, vol.38
, Issue.5
, pp. 2101-2106
-
-
Manuhutu, C.1
Owen, A.D.2
-
40
-
-
39749126871
-
Asymmetric price responses, market integration and market power: a study of the U.S. natural gas market
-
Murry D., Zhu Z. Asymmetric price responses, market integration and market power: a study of the U.S. natural gas market. Energy Econ. 2008, 30:748-765.
-
(2008)
Energy Econ.
, vol.30
, pp. 748-765
-
-
Murry, D.1
Zhu, Z.2
-
41
-
-
0032280271
-
Competition, contracts, and entry in the electricity spot market
-
Winter (The RAND Corporation)
-
Newbery D.M. Competition, contracts, and entry in the electricity spot market. RAND J. Econ. 1998, 29(4):726-749. Winter (The RAND Corporation).
-
(1998)
RAND J. Econ.
, vol.29
, Issue.4
, pp. 726-749
-
-
Newbery, D.M.1
-
42
-
-
0036577622
-
Forecasting next-day electricity prices by time series models
-
May
-
Nogales F.J., Contreras J., Conejo A.J., Espinola R. Forecasting next-day electricity prices by time series models. IEEE Trans. Power Syst. 2002, 17(2):342-348. May.
-
(2002)
IEEE Trans. Power Syst.
, vol.17
, Issue.2
, pp. 342-348
-
-
Nogales, F.J.1
Contreras, J.2
Conejo, A.J.3
Espinola, R.4
-
44
-
-
0037843192
-
Effective market monitoring in deregulated electricity markets
-
Rahimi A.F., Sheffrin A.Y. Effective market monitoring in deregulated electricity markets. IEEE Trans. Power Syst. 2003, 18(2):486-493.
-
(2003)
IEEE Trans. Power Syst.
, vol.18
, Issue.2
, pp. 486-493
-
-
Rahimi, A.F.1
Sheffrin, A.Y.2
-
45
-
-
84867737719
-
The Joint Dynamics of Electricity Spot and Forward Markets: Implications of Formulating Dynamic Hedging Strategies
-
Skantze P., Illic M. The Joint Dynamics of Electricity Spot and Forward Markets: Implications of Formulating Dynamic Hedging Strategies. Energy Laboratory Report No. MIT-EL 00-005 2000.
-
(2000)
Energy Laboratory Report No. MIT-EL 00-005
-
-
Skantze, P.1
Illic, M.2
-
46
-
-
36348992080
-
Short-term load forecasting methods: an evaluation based on European data
-
Taylor J.W., McSharry P.E. Short-term load forecasting methods: an evaluation based on European data. IEEE Trans. Power Syst. 2007, 22:2213-2219.
-
(2007)
IEEE Trans. Power Syst.
, vol.22
, pp. 2213-2219
-
-
Taylor, J.W.1
McSharry, P.E.2
-
48
-
-
55349112144
-
Forecasting spot electricity prices: a comparison of parametric and semiparametric time series models
-
Weron R., Misiorek A. Forecasting spot electricity prices: a comparison of parametric and semiparametric time series models. Int. J. Forecast. 2008, 24:744-763.
-
(2008)
Int. J. Forecast.
, vol.24
, pp. 744-763
-
-
Weron, R.1
Misiorek, A.2
-
49
-
-
1442311426
-
Modeling electricity prices: jump diffusion and regime switching
-
Weron R., Bierbrauerb M., Truck S. Modeling electricity prices: jump diffusion and regime switching. Physica A 2004, 336:39-48.
-
(2004)
Physica A
, vol.336
, pp. 39-48
-
-
Weron, R.1
Bierbrauerb, M.2
Truck, S.3
-
50
-
-
2942703099
-
An empirical analysis of the impact of hedge contracts on bidding, behavior in a competitive electricity market
-
Summer
-
Wolak F.A. An empirical analysis of the impact of hedge contracts on bidding, behavior in a competitive electricity market. Int. Econ. J. 2000, 14(2):1-40. Summer.
-
(2000)
Int. Econ. J.
, vol.14
, Issue.2
, pp. 1-40
-
-
Wolak, F.A.1
-
51
-
-
0003702058
-
The impact of market rules and market structure on the price determination process in the England and Wales electricity market
-
Available at
-
Wolak F.A., Patrick R.H. The impact of market rules and market structure on the price determination process in the England and Wales electricity market. Power Working Paper PWP-047, University of California Energy Institute, (April) 1997, Available at http://www.ucei.org/PDF/pwp047.pdf.
-
(1997)
Power Working Paper PWP-047, University of California Energy Institute, (April)
-
-
Wolak, F.A.1
Patrick, R.H.2
-
52
-
-
0032286785
-
Strategic bidding in a multiunit auction: an empirical analysis of bids to supply electricity in England and Wales
-
Winter
-
Wolfram C.D. Strategic bidding in a multiunit auction: an empirical analysis of bids to supply electricity in England and Wales. RAND J. Econ. 1998, 29(4):703-725. Winter.
-
(1998)
RAND J. Econ.
, vol.29
, Issue.4
, pp. 703-725
-
-
Wolfram, C.D.1
-
53
-
-
0001104022
-
Measuring duopoly power in the British Electricity Spot Market
-
September
-
Wolfram C.D. Measuring duopoly power in the British Electricity Spot Market. Am. Econ. Rev. 1999, 89(4):805-826. September.
-
(1999)
Am. Econ. Rev.
, vol.89
, Issue.4
, pp. 805-826
-
-
Wolfram, C.D.1
-
54
-
-
77956403647
-
Market concentration and market power among electricity generators in Texas
-
November
-
Zarnikau J., Lam A. Market concentration and market power among electricity generators in Texas. Electr. J. 1998, 60-64. November.
-
(1998)
Electr. J.
, pp. 60-64
-
-
Zarnikau, J.1
Lam, A.2
|