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The impact of virtual bidding on price volatility in New York's wholesale electricity market

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  • Hadsell, Lester

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  • Hadsell, Lester, 2007. "The impact of virtual bidding on price volatility in New York's wholesale electricity market," Economics Letters, Elsevier, vol. 95(1), pages 66-72, April.
    • Handle: RePEc:eee:ecolet:v:95:y:2007:i:1:p:66-72
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    References listed on IDEAS

    as
    1. Ser-Huang Poon & Clive W.J. Granger, 2003. "Forecasting Volatility in Financial Markets: A Review," Journal of Economic Literature, American Economic Association, vol. 41(2), pages 478-539, June.
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    4. repec:bla:jfinan:v:59:y:2004:i:4:p:1877-1900 is not listed on IDEAS
    5. Severin Borenstein, 2002. "The Trouble With Electricity Markets: Understanding California's Restructuring Disaster," Journal of Economic Perspectives, American Economic Association, vol. 16(1), pages 191-211, Winter.
    6. Paul Joskow & Edward Kahn, 2001. "A Quantitative Analysis of Pricing Behavior in California's Wholesale Electricity Market During Summer 2000," NBER Working Papers 8157, National Bureau of Economic Research, Inc.
    7. Sadorsky, Perry, 2002. "Time-varying risk premiums in petroleum futures prices," Energy Economics, Elsevier, vol. 24(6), pages 539-556, November.
    8. repec:aen:journl:2002v23-04-a01 is not listed on IDEAS
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    Citations

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    Cited by:

    1. Jan Niklas Buescher & Daria Gottwald & Florian Momm & Alexander Zureck, 2022. "Impact of the COVID-19 Pandemic Crisis on the Efficiency of European Intraday Electricity Markets," Energies, MDPI, vol. 15(10), pages 1-21, May.
    2. Werner, Dan, 2014. "Electricity Market Price Volatility: The Importance of Ramping Costs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169619, Agricultural and Applied Economics Association.
    3. Demir, Sumeyra & Stappers, Bart & Kok, Koen & Paterakis, Nikolaos G., 2022. "Statistical arbitrage trading on the intraday market using the asynchronous advantage actor–critic method," Applied Energy, Elsevier, vol. 314(C).
    4. Akshaya Jha & Frank A. Wolak, 2019. "Can Financial Participants Improve Price Discovery and Efficiency in Multi-Settlement Markets with Trading Costs?," NBER Working Papers 25851, National Bureau of Economic Research, Inc.
    5. Ehsan Samani & Mahdi Kohansal & Hamed Mohsenian-Rad, 2021. "A Data-Driven Convergence Bidding Strategy Based on Reverse Engineering of Market Participants' Performance: A Case of California ISO," Papers 2109.09238, arXiv.org.
    6. Pengcheng You & Dennice F. Gayme & Enrique Mallada, 2019. "The Role of Strategic Load Participants in Two-Stage Settlement Electricity Markets," Papers 1903.08341, arXiv.org, revised Sep 2019.
    7. Abban, Abdul Rashid & Hasan, Mohammad Z., 2021. "Solar energy penetration and volatility transmission to electricity markets—An Australian perspective," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 434-449.
    8. Xiao, Dongliang & Peng, Zena & Lin, Zhenjia & Zhong, Xiaoqing & Wei, Chun & Dong, Zhaoyang & Wu, Qiuwei, 2025. "Incorporating financial entities into spot electricity market with renewable energy via holistic risk-aware bilevel optimization," Applied Energy, Elsevier, vol. 398(C).
    9. Holmberg, Pär, 2024. "The Inc-Dec Game and How to Mitigate It," Working Paper Series 1512, Research Institute of Industrial Economics.
    10. Ketterer, Janina C., 2014. "The impact of wind power generation on the electricity price in Germany," Energy Economics, Elsevier, vol. 44(C), pages 270-280.

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