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Price dynamics among U.S. electricity spot markets

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  • Park, Haesun
  • Mjelde, James W.
  • Bessler, David A.

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Bibliographic Info

Article provided by Elsevier in its journal Energy Economics.

Volume (Year): 28 (2006)
Issue (Month): 1 (January)
Pages: 81-101

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Handle: RePEc:eee:eneeco:v:28:y:2006:i:1:p:81-101

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Web page: http://www.elsevier.com/locate/eneco

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  1. Bernanke, Ben S., 1986. "Alternative explanations of the money-income correlation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 25(1), pages 49-99, January.
  2. Bessler, David A. & Yang, Jian, 2003. "The structure of interdependence in international stock markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 22(2), pages 261-287, April.
  3. Geweke, John & Meese, Richard, 1981. "Estimating regression models of finite but unknown order," Journal of Econometrics, Elsevier, Elsevier, vol. 16(1), pages 162-162, May.
  4. Kleit, Andrew N., 2001. "Defining electricity markets: an arbitrage cost approach," Resource and Energy Economics, Elsevier, Elsevier, vol. 23(3), pages 259-270, July.
  5. De Vany, Arthur S & Walls, W David, 1999. "Price Dynamics in a Network of Decentralized Power Markets," Journal of Regulatory Economics, Springer, vol. 15(2), pages 123-40, March.
  6. David A. Bessler & Seongpyo Lee, 2002. "Money and prices: U.S. Data 1869-1914 (A study with directed graphs)," Empirical Economics, Springer, Springer, vol. 27(3), pages 427-446.
  7. Huisman, R. & Mahieu, R.J., 2003. "Regime jumps in electricity prices," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3131736, Tilburg University.
  8. Weron, Rafal & Przybyłowicz, Beata, 2000. "Hurst analysis of electricity price dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 462-468.
  9. Angelus, Alexandar, 2001. "Electricity Price Forecasting in Deregulated Markets," The Electricity Journal, Elsevier, Elsevier, vol. 14(3), pages 32-41, April.
  10. Hoover, Kevin D., 2005. "Automatic Inference Of The Contemporaneous Causal Order Of A System Of Equations," Econometric Theory, Cambridge University Press, vol. 21(01), pages 69-77, February.
  11. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, Elsevier, vol. 53(1-3), pages 211-244.
  12. Paul L. Joskow, 1997. "Restructuring, Competition and Regulatory Reform in the U.S. Electricity Sector," Journal of Economic Perspectives, American Economic Association, vol. 11(3), pages 119-138, Summer.
  13. De Vany, Arthur S. & Walls, W. David, 1999. "Cointegration analysis of spot electricity prices: insights on transmission efficiency in the western US," Energy Economics, Elsevier, Elsevier, vol. 21(5), pages 435-448, October.
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