Articles
Stephen P. Holland & Jonathan E. Hughes & Christopher R. Knittel, 2009.
"Greenhouse Gas Reductions under Low Carbon Fuel Standards? ,"
American Economic Journal: Economic Policy ,
American Economic Association, vol. 1(1), pages 106-46, February.
[Downloadable!] Other versions: See citations under working paper version above.
Christopher R. Knittel, 2006.
"THE ADOPTION OF STATE ELECTRICITY REGULATION: THE ROLE OF INTEREST GROUPS -super-* ,"
Journal of Industrial Economics ,
Blackwell Publishing, vol. 54(2), pages 201-222, 06.
[Downloadable!] (restricted) Cited by:
Witold J. Henisz & Bennet A. Zelner & Mauro F. Guillen, 2004.
"International Coercion, Emulation and Policy Diffusion: Market-Oriented Infrastructure Reforms, 1977-1999 ,"
William Davidson Institute Working Papers Series
2004-713, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Knittel, Christopher R. & Roberts, Michael R., 2005.
"An empirical examination of restructured electricity prices ,"
Energy Economics ,
Elsevier, vol. 27(5), pages 791-817, September.
[Downloadable!] (restricted) Cited by:
Sandro Sapio, 2004.
"Market Design, Bidding Rules, and Long Memory in Electricity Prices ,"
LEM Papers Series
2004/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004.
"Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices ,"
Econometric Society 2004 Australasian Meetings
158, Econometric Society.
[Downloadable!]
Other versions: Niels Haldrup & Morten O. Nielsen, 2004.
"A Regime Switching Long Memory Model for Electricity Prices ,"
Economics Working Papers
2004-2, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Miller, J. Isaac & Park, Joon Y., 2005.
"How They Interact to Generate Persistency in Memory ,"
Working Papers
2005-01, Rice University, Department of Economics.
[Downloadable!]
Hjalmarsson, Erik, 2003.
"Does the Black-Scholes formula work for electricity markets? A nonparametric approach ,"
Working Papers in Economics
101, Göteborg University, Department of Economics.
[Downloadable!]
Giulio Bottazzi & Sandro Sapio & Angelo Secchi, 2004.
"Some Statistical Investigations on the Nature and Dynamics of Electricity Prices ,"
LEM Papers Series
2004/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Pablo Villaplana, 2003.
"Pricing Power Derivatives: A Two-Factor Jump-Diffusion Approach ,"
Business Economics Working Papers
wb031805, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
Alvaro Cartea & Marcelo Gustavo Figueroa, 2005.
"Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality ,"
Birkbeck Working Papers in Economics and Finance
0507, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions:Álvaro Cartea & Marcelo Figueroa, 2005.
"Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality ,"
Applied Mathematical Finance ,
Taylor and Francis Journals, vol. 12(4), pages 313-335, December.
[Downloadable!] (restricted)
Alvaro Cartea & Marcelo_Gustavo Figueroa, 2005.
"Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality ,"
Finance
0501011, EconWPA, revised 10 Sep 2005.
[Downloadable!]
Mort Webster & Junsang Nam & Yosuke Kimura & Harvey Jeffries & William Vizuete & David T. Allen, 2007.
"The Effect of Variability in Industrial Emissions on Ozone Formation in Houston, Texas ,"
Working Papers
0708, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
[Downloadable!]
Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005.
"Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices ,"
Tinbergen Institute Discussion Papers
05-091/4, Tinbergen Institute.
[Downloadable!]
Other versions: T M Christensen & A S Hurn & K A Lindsay, 2008.
"It never rains but it pours: Modelling the persistence of spikes in electricity prices ,"
NCER Working Paper Series
25, National Centre for Econometric Research.
[Downloadable!]
Other versions: Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2007.
"Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices ,"
MPRA Paper
4711, University Library of Munich, Germany.
[Downloadable!]
Weron, Rafal & Misiorek, Adam, 2008.
"Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models ,"
MPRA Paper
10428, University Library of Munich, Germany.
[Downloadable!]
Other versions: Konstantinos Metaxoglou & Aaron Smith, 2007.
"Efficiency of the California electricity reserves market ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(6), pages 1127-1144.
[Downloadable!]
J. Isaac Miller & Joon Y. Park, 2008.
"Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory ,"
Working Papers
0801, Department of Economics, University of Missouri.
[Downloadable!]
Other versions: Eduardo Martínez Chombo, 2005.
"Decomposing electricity prices with jumps ,"
Estudios Económicos ,
El Colegio de México, Centro de Estudios Económicos, vol. 20(1), pages 27-52.
[Downloadable!]
Fulvio Corsi & Davide Pirino & Roberto Renò, 2008.
"Volatility forecasting: the jumps do matter ,"
Department of Economics University of Siena
534, Department of Economics, University of Siena.
[Downloadable!]
Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2007.
"Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis ,"
International Advances in Economic Research ,
Springer, vol. 13(4), pages 415-432, November.
[Downloadable!] (restricted)
Goto, Mika & Karolyi, G. Andrew, 2004.
"Understanding Electricity Price Volatility within and across Markets ,"
Working Paper Series
2004-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
[Downloadable!]
Chew Lian Chua & Sandy Suardi, 2006.
"Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors ,"
Melbourne Institute Working Paper Series
wp2006n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Sandro Sapio, 2006.
"An Empirically Based Model of the Supply Schedule in Day-Ahead Electricity Markets ,"
LEM Papers Series
2006/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007.
"The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts ,"
Tinbergen Institute Discussion Papers
07-036/4, Tinbergen Institute.
[Downloadable!]
Georg Zachmann, 2007.
"A Markov Switching Model of the Merit Order to Compare British and German Price Formation ,"
Discussion Papers of DIW Berlin
714, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Haldrup; Niels & Morten Oerregaard Nielsen, 2005.
"Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices ,"
Economics Working Papers
2005-18, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Eckhard Platen & Jason West & Wolfgang Breymann, 2004.
"An Intraday Empirical Analysis of Electricity Price Behaviour ,"
Research Paper Series
140, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Reik H. Boerger & Alvaro Cartea & Ruediger Kiesel & Gero Schindlmayr, 2007.
"A Multivariate Commodity Analysis and Applications to Risk Management ,"
Birkbeck Working Papers in Economics and Finance
0709, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Álvaro Escribano & Juan Ignacio Peña & Pablo Villaplana, 2002.
"Modeling Electricity Prices: International Evidence ,"
Economics Working Papers
we022708, Universidad Carlos III, Departamento de Economía.
[Downloadable!]
Christopher R. Knittel, 2004.
"Regulatory Restructuring and Incumbent Price Dynamics: The Case of U.S. Local Telephone Markets ,"
The Review of Economics and Statistics ,
MIT Press, vol. 86(2), pages 614-625, 04.
[Downloadable!] (restricted) Cited by:
Constant Tra, 2009.
"Have Renewable Portfolio Standards Raised Electricity Rates? Evidence from U.S. Electric Utilities ,"
Working Papers
0923, University of Nevada, Las Vegas , Department of Economics.
[Downloadable!]
Benjamin Bridgman & Shi Qi & James A. Schmitz, Jr., 2007.
"Does regulation reduce productivity? Evidence from regulation of the U.S. beet-sugar manufacturing industry during the Sugar Acts, 1934-74 ,"
Staff Report
389, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: Robert S. Pindyck, 2005.
"Pricing Capital Under Mandatory Unbundling and Facilities Sharing ,"
NBER Working Papers
11225, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Eva Jansson, 0.
"Deregulation, property rights, and legal system ,"
European Journal of Law and Economics ,
Springer, vol. 0, pages 1-25.
[Downloadable!] (restricted)
Christopher R. Knittel & Victor Stango, 2003.
"Price Ceilings as Focal Points for Tacit Collusion: Evidence from Credit Cards ,"
American Economic Review ,
American Economic Association, vol. 93(5), pages 1703-1729, December.
[Downloadable!] Other versions: See citations under working paper version above.
Christopher R. Knittel, 2003.
"Market Structure and the Pricing of Electricity and Natural Gas ,"
Journal of Industrial Economics ,
Blackwell Publishing, vol. 51(2), pages 167-191, 06.
[Downloadable!] (restricted) Cited by:
Rinaldo Brau & R. Doronzo & C.V. Fiorio & M. Florio, 2008.
"Gas industry reforms and consumers' prices in the European Union: An Empirical Analysis ,"
Working Paper CRENoS
200816, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!]
Flavio Menezes & Christian Roessler, 2008.
"Good and Bad Consistency in Regulatory Decisions ,"
Discussion Papers Series
376, School of Economics, University of Queensland, Australia.
[Downloadable!]
Debora Di Gioacchino, 2008.
"Strategic technology choice in regulated markets with demand uncertainty ,"
Empirica ,
Springer, vol. 35(2), pages 145-164, April.
[Downloadable!] (restricted)
Christopher R. Knittel, 2002.
"Alternative Regulatory Methods And Firm Efficiency: Stochastic Frontier Evidence From The U.S. Electricity Industry ,"
The Review of Economics and Statistics ,
MIT Press, vol. 84(3), pages 530-540, August.
[Downloadable!] (restricted) Cited by:
Sheriff, Glenn, 2006.
"Empirical Calibration of a Least-Cost Conservation Reserve Program ,"
2006 Annual meeting, July 23-26, Long Beach, CA
21420, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
James B. Bushnell & Catherine Wolfram, 2007.
"The Guy at the Controls: Labor Quality and Power Plant Efficiency ,"
NBER Working Papers
13215, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Carlos Pestana Barros, 2008.
"Identification of Segments of Thermo Energy Plants with a Latent Class Model ,"
Working Papers
2008/11, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
Other versions: Chen Lin & Sanford Berg, 2008.
"Incorporating Service Quality into Yardstick Regulation: An Application to the Peru Water Sector ,"
Review of Industrial Organization ,
Springer, vol. 32(1), pages 53-75, February.
[Downloadable!] (restricted)
Marcello D'Amato & Riccardo Martina & Salvatore Piccolo, 2005.
"Endogenous Managerial Contract ,"
CSEF Working Papers
148, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Jul 2006.
[Downloadable!]
Brandt, Sylvia, 2003.
"A Tale Of Two Clams: Policy Anticipation And Industry Productivity ,"
2003 Annual meeting, July 27-30, Montreal, Canada
22056, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Fowlie, Meredith, 2005.
"Emissions Trading, Electricity Industry Restructuring and Investment in Pollution Abatement ,"
2005 Annual meeting, July 24-27, Providence, RI
19265, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Luigi Benfratello & Alberto Iozzi & Paola Valbonesi, 2005.
"Privatisation, regulation and productivity in the Italian motorway industry ,"
"Marco Fanno" Working Papers
0002, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!]
Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.
This page was last updated on 2009-12-18.
This information is provided to you by