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Price discovery in restructured electricity markets

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Author Info
Dempster, Gregory
Isaacs, Justin
Smith, Narin
Abstract

We empirically investigate the degree of integration that existed prior to the cost increases that caused emergency conditions in the Western Systems Coordinating Council (WSCC), particularly California, during the summer of 2000. Evidence from Granger causality tests and common features analysis over the period from December 1994 to September 1999 indicates a moderate degree of integration among these markets. However, price effects throughout the region were often only unidirectional, did not exhibit the characteristics of perfect substitutability, and were significantly influenced by institutional changes in the California market. Most importantly, our research suggests that these markets were not as highly integrated as earlier research had indicated.

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File URL: http://www.sciencedirect.com/science/article/B6VFJ-4PJ6GGT-2/1/d6239049914169b5573368b609018ab8
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Publisher Info
Article provided by Elsevier in its journal Resource and Energy Economics.

Volume (Year): 30 (2008)
Issue (Month): 2 (May)
Pages: 250-259
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Handle: RePEc:eee:resene:v:30:y:2008:i:2:p:250-259

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Web page: http://www.elsevier.com/locate/inca/505569

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