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Econometric models of power prices: An approach to market monitoring in the Western US

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Author Info
Barmack, Matthew
Kahn, Edward
Tierney, Susan
Goldman, Charles
Abstract

Given the limitations of data and resources available for market monitoring in electricity markets where regional transmission organizations (RTO) do not exist, we argue that econometric models of power prices could provide a useful screening tool for market monitoring. To explore its feasibility, we developed several econometric models of power prices at two major trading hubs in the West: Palo Verde and Mid-Columbia. We show that our models explain a large portion of the variation in power prices in Palo Verde and can establish a benchmark that can be used to identify outlier prices that are potentially the result of anti-competitive behavior.

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Publisher Info
Article provided by Elsevier in its journal Utilities Policy.

Volume (Year): 16 (2008)
Issue (Month): 4 (December)
Pages: 307-320
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Handle: RePEc:eee:juipol:v:16:y:2008:i:4:p:307-320

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Web page: http://www.elsevier.com/locate/inca/30478

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Related research
Keywords: Market monitoring Electricity markets Deregulation Market power Electricity prices;

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This page was last updated on 2009-12-3.


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